import numpy as np
import os
import re
import sys
import ThaiExpress.Common.Strategy as Strategy
reload(Strategy)
import ThaiExpress.Common.Utils as Utils
reload(Utils)
import UtilsTSM
reload(UtilsTSM)
if __name__ == '__main__':
strParamSweep = sys.argv[1]
if Utils.boolClearData:
Utils.funcClearData(strParamSweep)
#####################
# configuration & data
#####################
dictParam = dict(Utils.dictParamTemplate)
########################################################
# generate listDictDataSpec for backtest
########################################################
dictDataSpec = dict(Utils.dictDataSpecTemplate)
dictDataSpec['strModelName'] = 'TSM'
dictDataSpec['freq'] = '1day'
listDictDataSpec = Utils.sweepParam(
dictDataSpec, Utils.dictStrategyParamRange[strParamSweep])
dictBoolStoploss = {
'TSM': False,
'TS': False,
}
dictAdjustPosition = {
'TSM0':
True, # 20170721, 20170804, 20170818, 20170901, 20170915, 20170929, 20171013, 20171027, 20171110, 20171123, 20171207, 20171221, 20180104, 20180118
'TSM1': True,
'TS0': False, # Jan, March, May, July, September, November
'TS1': False,
}
#'''
# clear data
if Utils.boolClearData:
Utils.funcClearData(strParamSweepTSM)
Utils.funcClearData(strParamSweepTS)
# concat data
print 'concat'
os.chdir('../../Prepdata/')
if Utils.boolMonitor:
os.system('python concat.py')
# back test
print 'TSM'
os.chdir('../Config/TSM')
os.system('python TopTSM.py %s' % strParamSweepTSM)
print 'Structure Rate'
os.chdir('../TS')
if Utils.boolMonitor: