def strategy3():
lookback = 100
print("Running Strategy 3.")
scpr = JScraper(browser_type="chrome",
browser_driverpath="./browserdrivers/chromedriver")
p = Portfolio("portfolio_strat3.pf")
myportfolio = p.getPortfolio()
while True:
# try to intelligently buy
for curr in myportfolio:
meds = scpr.retrieveMedians(curr=curr, max=lookback)
if len(meds) < lookback:
continue #Do nothing until
curr_median = meds[0]
deviation_of_median = 0
variance_of_median = 0
mean_of_median = 0
for m in meds:
mean_of_median = mean_of_median + m
mean_of_median = mean_of_median / len(meds)
for m in meds:
variance_of_median = variance_of_median + math.pow(
(m - mean_of_median), 2)
variance_of_median = variance_of_median / len(meds)
deviation_of_median = math.sqrt(variance_of_median)
zscore_of_median = (
curr_median - mean_of_median
) / deviation_of_median #number of std dev's away
print(
str(curr) + ": MOst recent median: " + str(curr_median) +
" mean of median: " + str(mean_of_median) + " z-score: " +
str(zscore_of_median))
MAX_PERCENT_ALLOWANCE = .10
if (zscore_of_median <
-0.75): #Buying when price is in 0-22nd percentile
purchase_amt = MAX_PERCENT_ALLOWANCE * p.getCashpool()
purchase_price = curr_median
shares = purchase_amt / purchase_price
p.purchase(curr, shares)
print("Buying " + str(shares) + " of " + str(curr) + " at " +
str(curr_median) + "(Total price " +
str(shares * purchase_price) + ").")
elif (zscore_of_median > 0.3):
share_ct = p.amount(
curr) #Selling when price is in 62-100th percentile
if not (share_ct == -1 or share_ct <= 0.0):
sell_ct = MAX_PERCENT_ALLOWANCE * share_ct
purchase_price = curr_median
p.sell(curr, sell_ct)
print("Selling " + str(sell_ct) + " of " + str(curr) +
" at " + str(curr_median) + "(Total price " +
str(sell_ct * purchase_price) + ").")
else: #if price isnt significant, do nothing
pass
print(p)
print("Total worth: " + str(p.getWorth()) + ".\n")
time.sleep(TIME_BETWEEN_ITERATIONS) #sec
def strategy2():
print("Running Strategy 2.")
scpr = JScraper(browser_type="chrome",
browser_driverpath="./browserdrivers/chromedriver")
p = Portfolio("portfolio_strat2.pf")
myportfolio = p.getPortfolio()
while True:
# try to intelligently buy
for curr in myportfolio:
meds = scpr.retrieveMedians(curr=curr, max=LOOKBACK_LENGTH)
if len(meds) < LOOKBACK_LENGTH:
continue #Do nothing until
curr_median = meds[0]
mean_of_median = 0
for m in meds:
mean_of_median = mean_of_median + m
mean_of_median = mean_of_median / len(meds)
print(
str(curr) + ": MOst recent median: " + str(curr_median) +
" mean of median: " + str(mean_of_median))
MAX_PERCENT_ALLOWANCE = .10
if (mean_of_median < curr_median):
purchase_amt = MAX_PERCENT_ALLOWANCE * p.getCashpool()
purchase_price = curr_median
shares = purchase_amt / purchase_price
p.purchase(curr, shares)
print("Buying " + str(shares) + " of " + str(curr) + " at " +
str(curr_median) + "(Total price " +
str(shares * purchase_price) + ").")
elif (mean_of_median > curr_median):
share_ct = p.amount(curr)
if not (share_ct == -1 or share_ct <= 0.0):
sell_ct = MAX_PERCENT_ALLOWANCE * share_ct
purchase_price = curr_median
p.sell(curr, sell_ct)
print("Selling " + str(sell_ct) + " of " + str(curr) +
" at " + str(curr_median) + "(Total price " +
str(sell_ct * purchase_price) + ").")
else: #if price constant, do nothing
pass
print(p)
print("Total worth: " + str(p.getWorth()) + ".\n")
time.sleep(TIME_BETWEEN_ITERATIONS) #sec
