class FxSystem(object):
def __init__(self, pair, period, data_file):
self.market = Market(pair, period)
self.market.load_data(data_file)
self.account = Account(self.market)
def __repr__(self):
out = "Fx System Trading {0} {1}.".format(self.market, self.account)
return out
Returns a value between -1 (indicating short signal)
and +1 (indicating long signal)
Return what when required signal unavailable?
Consider using sigmoid function to determine binary (ternary?) options
From linear data
'''
def __init__(self, market):
self.market = market
def CrossoverAnalyser(Analyser):
'''
Bases signal on crossover of EAC
'''
'''
add the indicators
need to implement indicators.INDICATOR_INFO
to matche number of columns and names against talib functions
'''
if __name__ == '__main__':
from market import Market, DATA_FILE
m = Market("GBPCAD", "10m")
m.load_data(DATA_FILE)
a = Advisor(m)
a.add_analysis(Analyser)
print a
# profit - buy base / sell quote
if self.quote > 0.0:
profit = self.quote / self.market.get_ask()
else: # loss - sell base / buy quote
profit = self.quote / self.market.get_bid()
#print "Opened at {0}, closed at {1}".format(self.position['price'], price)
#print "PROFIT: {0} = {1}%".format(profit, 100*profit/self.position['price'])
return profit
class Advisor(object):
'''
Uses technical indicators to advise on trading decisions
'''
def __init__(self):
pass
if __name__ == "__main__":
market = Market("GBPCAD", "10m")
market.load_data(DATA_FILE)
account = Account(market)
'''
add the indicators
need to implement indicators.INDICATOR_INFO
to matche number of columns and names against talib functions
'''
