def run_engine(prices, n, k):
"""
Takes in a series of prices, n-period and k width.
Specified a predetermiend strategy, runs it and plots graph determined by the strategy.
"""
strategies = {"Bollinger": BollingerStrategy(n=n, k=k)}
engine = StrategyEngine(strategies, prices)
engine.start()
engine.strategies["Bollinger"].plot()
class BollingerStrategyTest(object):
def __init__(self):
self.dates = []
self.prices = []
def add_price(self, date, price):
self.dates.append(datetime.strptime(date, "%d/%m/%y"))
self.prices.append(float(price))
def run_strategy(self, n, k):
n = int(n)
k = float(k)
prices = Series(self.prices, index=self.dates)
self.strategy = BollingerStrategy(n=n, k=k)
self.engine = StrategyEngine([self.strategy], prices)
self.engine.start()
def to_list(self, series):
#Doing this because ubuntu 12.04 comes with numpy 1.6 and so does not have to_list()
#Also, concordion cannot seem to process nan so we use "" for the time being
means = []
for num in series:
if np.isnan(num):
means.append("")
else:
means.append(round(float(num), 12)) #we round to 12 because that's what excel displays
return means
def get_moving_means(self):
return self.to_list(self.strategy.moving_means)
def get_upper_bands(self):
return self.to_list(self.strategy.upper_bands)
def get_lower_bands(self):
return self.to_list(self.strategy.lower_bands)
def get_transactions(self):
transactions = self.strategy.transactions
for t in transactions:
t.date = t.date.strftime("%d/%m/%y")
t.price = float(t.price)
return transactions
def run_strategy(self, n, k):
n = int(n)
k = float(k)
prices = Series(self.prices, index=self.dates)
self.strategy = BollingerStrategy(n=n, k=k)
self.engine = StrategyEngine([self.strategy], prices)
self.engine.start()