def __init__(self, inst, fast=7, slow=25, volume=1):
Strategy.__init__(self, inst)
threading.Thread.__init__(self)
self.fast = fast
self.slow = slow
self.volume = volume
self.InitIndicator()
def __init__(self, inst, fast = 7, slow = 25, volume = 1):
Strategy.__init__(self, inst)
threading.Thread.__init__(self)
self.fast = fast
self.slow = slow
self.volume = volume
self.InitIndicator()
def __init__(self, k, amount=1):
S.__init__(self, k, amount)
self.status = 'clean_hands' # clean_hands/holding_buy/holding_sell
self.amount = amount
self.holding = 0
self.set_name('Chase')
# self.contract = None
logger.info('Create Strategy %s' % self.name)
def __init__(self, inst, volume = 1):
Strategy.__init__(self, inst)
threading.Thread.__init__(self)
self.volume = volume
self.InitIndicator()
self.b_limit = 0
self.s_limit = 0
def __init__(self, symbol, fast_time, slow_time, signal_time):
Strategy.__init__(self, symbol)
self.fast_ema = EMA(0)
self.slow_ema = EMA(0)
self.signal_ema = EMA(0)
self.fast_time = fast_time
self.slow_time = slow_time
self.signal_time = signal_time
self.prev_hist = 0
def __init__(self, **kw): Strategy.__init__(self, **kw) self.preds = []
def __init__(self, symbol, lookback):
Strategy.__init__(self, symbol)
self.sma = MovingSum(lookback)
self.price_act = MovingSum(3)
def __init__(self, inst, volume = 1):
Strategy.__init__(self, inst)
threading.Thread.__init__(self)
self.volume = volume
self.InitIndicator()
def __init__(self, avTechIndicatorObj):
Strategy.__init__(self, avTechIndicatorObj)
self.function = {
util.SMA: avTechIndicatorObj.get_sma,
util.EMA: avTechIndicatorObj.get_ema
}
def __init__(self, tick):
Strategy.__init__(self, tick)
threading.Thread.__init__(self)
def __init__(self, avTechIndicatorObj):
Strategy.__init__(self, avTechIndicatorObj)
def __init__(self, x, y):
self.x, self.y = x, y
Strategy.__init__(self, self)
def __init__(self):
Strategy.__init__(self, self)
def __init__(self, socket, connection, console):
Strategy.__init__(self, socket, connection, console)
def __init__(self, symbol, lookback):
Strategy.__init__(self, symbol)
self.pos_flow = MovingSum(lookback)
self.neg_flow = MovingSum(lookback)
self.lltp = 0
def __init__(self, symbol, lookback, threshold):
Strategy.__init__(self, symbol)
self.traded_qty = MovingSum(lookback)
self.returns = MovingSum(2 + lookback / 10)
self.threshold = threshold
self.continuous_traded_qty = 0
