def test_bollinger_goog_strategy(self):
symbols = ["AAPL", "MSFT"]
keys = ["close"]
d_data = data_access.load("2010-04-01", "2010-05-22", 16, symbols, keys)
events, vals = bollinger_val.find_events(d_data)
print vals["AAPL"].tail()
print vals["MSFT"].tail()
def test_experiment_h6(self):
dataobj = da.DataAccess('Yahoo')
symbols = dataobj.get_symbols_from_list('sp5002012')
symbols = symbols + ["SPY"]
keys = ["close"]
data = data_access.load("2008-01-01", "2009-12-31", 16, symbols, keys)
events = find_events_h6(data)
write_strategy("data/orders_bollinger_h6.csv", events, strategy)
def test_experiment_h7(self):
dataobj = da.DataAccess('Yahoo')
symbols = dataobj.get_symbols_from_list('sp5002012')
symbols = symbols + ["SPY"]
keys = ["close"]
data = data_access.load("2008-01-01", "2009-12-31", 16, symbols, keys)
events = find_events_h7(data)
write_strategy("data/orders_bollinger_h7.csv", events, strategy)
build_market(100000, "data/orders_bollinger_h7.csv", "data/market_sim_bollinger_h7.csv")
analise_market("data/market_sim_bollinger_h7.csv", "$SPX", "data/market_sim_bollinger_h7.png")
