nrows = tms21.shape[0]
start = tms21.index[0]
end = tms21.index[-1]
iStart = tms21.index.get_loc(end)-1
iEnd = tms21.index.get_loc(end)
# Update gainAhead
tms21.iloc[iStart,tms21.columns.get_loc('gainAhead')] = sst1.iloc[iStart,sst1.columns.get_loc('gainAhead')]
tms21 = tradeRisk.update_tms_trade_dec(tms21, iStart, iEnd, y_validate)
print(tms21.tail(4))
dSet.save_csv(system_directory,
system_name,
'TMS_Part2',
'dbd',
tms21
)
system_dict['pivotDate']=tradeDate
sysUtil.save_dict(system_name, 'system_dict', system_dict)
plotIt.plot_equity_drawdown(issue, tms21)
plotIt.plot_CAR25_close(issue, tms21)
plotTitle = "Safe-f for " + issue
plotIt.plot_v1(tms21['safef'][:-2], plotTitle)
sst1.iloc[i, sst1.columns.get_loc('equity')]
) / sst1.iloc[i, sst1.columns.get_loc('maxEquity')]
#sst1.maxDD[i] = max(sst1.drawdown[i],sst1.maxDD[i-1])
sst1.iloc[i, sst1.columns.get_loc('maxDD')] = max(
sst1.iloc[i, sst1.columns.get_loc('drawdown')],
sst1.iloc[i - 1, sst1.columns.get_loc('maxDD')])
# Show a few items
print(sst1.tail(2))
sst1.reset_index(level='Date', inplace=True)
dSet.save_csv(system_directory, system_name, 'TMS_Part2', 'dbd', sst1)
plot_tms = sst1.set_index(pd.DatetimeIndex(sst1['Date']))
plot_tms = plot_tms.drop('Date', axis=1)
# Plot the equity curve and drawdown
plotIt.plot_equity_drawdown(issue, plot_tms)
# plot_tms = sst1.set_index(pd.DatetimeIndex(sst1['Date']))
# plot_tms=plot_tms.drop('Date', axis=1)
# plotTitle = "Equity curve for " + issue
# plotIt.plot_v1(plot_tms['equity'][:-2], plotTitle)
# plotTitle = "Drawdown for " + issue
# plotIt.plot_v1(plot_tms['drawdown'][:-2], plotTitle)
# plt.show()
plotIt.plot_CAR25_close(issue, plot_tms)
plotTitle = "Safe-f for " + issue
plotIt.plot_v1(plot_tms['safef'][:-2], plotTitle)