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)
sysUtil.save_dict(system_name, 'tms_dict', tms_dict)
# Work with index instead of dates
start = sst.index[0 + windowLength]
iStart = sst.index.get_loc(start)
print(iStart)
iEnd = sst.index.get_loc(end)
print(iEnd)
printDetails = False
tradeRisk.get_safef_car25(sst, iStart, iEnd, tms_dict)
print(sst.tail(3))
sst.reset_index(level='Date', inplace=True)
print(sst.tail(3))
# dSet.save_csv(system_directory,
# system_name,
# 'TMS_Part1',
# 'dbd',
# sst
# )
plot_tms = sst.set_index(pd.DatetimeIndex(sst1['Date']))
plot_tms = plot_tms.drop('Date', axis=1)
plotTitle = "Safe-f for " + issue
plotIt.plot_v1(plot_tms['safef'][:-2], plotTitle)
plotTitle = "CAR25 for " + issue
plotIt.plot_v1(plot_tms['CAR25'][:-2], plotTitle)