def _determine_sell_signals(self, register: SymbolDayRegister,
current_holdings: List[Stock]) -> List:
holdings_dict = dict()
for holding in current_holdings:
holdings_dict[holding] = 1
sell_signals = list()
register_holdings = register.subset(current_holdings)
for trader in self.traders:
trader.holdings = holdings_dict
stocks_sell = trader.determine_sells(self.today_epoch_s,
register_holdings)
for stock in stocks_sell:
recent_close = list()
for i in range(10):
recent_close.append(
register_holdings.get_close(stock, self.today_epoch_s,
-i))
sell_signal = {
'trader': trader.name,
'date': self.today_day_str,
'exchange': stock.exchange,
'symbol': stock.symbol,
'signal': 'SELL',
'recent_close': recent_close
}
print(yaml.dump(sell_signal))
sell_signals.append(sell_signal)
return sell_signals
def _determine_buy_signals(self, register: SymbolDayRegister,
candidates: List[Stock]) -> List:
buy_signals = list()
register_candidates = register.subset(candidates)
for trader in self.traders:
stocks_buy = trader.determine_buys(self.today_epoch_s,
register_candidates)
recent_close = list()
for stock in stocks_buy:
for i in range(10):
recent_close.append(
register_candidates.get_close(stock,
self.today_epoch_s, -i))
buy_signal = {
'trader': trader.name,
'date': self.today_day_str,
'exchange': stock.exchange,
'symbol': stock.symbol,
'signal': 'BUY',
'recent_close': recent_close
}
buy_signals.append(buy_signal)
return buy_signals