def test_ExitValues(self):
exitValues = ExitValuesTrailingStop("WOR.AX", 0.03, 2)
exitValues.calculateExitValues()
dataPointBuyWin = exitValues._buyExitValueDataFrame.ix['2015-07-02 00:00:00']
self.assertAlmostEqual(dataPointBuyWin['ExitValue'], 1.581, 3)
dataPointBuyLose = exitValues._buyExitValueDataFrame.ix['2015-07-13 00:00:00']
self.assertAlmostEqual(dataPointBuyLose['ExitValue'], -1.741, 3)
dataPointSellWin = exitValues._sellExitValueDataFrame.ix['2015-07-03 00:00:00']
self.assertAlmostEqual(dataPointSellWin['ExitValue'], 6.000, 3)
dataPointSellLose = exitValues._sellExitValueDataFrame.ix['2015-07-14 00:00:00']
self.assertAlmostEqual(dataPointSellLose['ExitValue'], -4.832, 3)
strategies = getExitStrategies()
self.assertTrue(len(strategies) == 1)
def test_ExitValues(self):
exitValues = ExitValuesTrailingStop("WOR.AX", 0.03, 2)
exitValues.calculateExitValues()
dataPointBuyWin = exitValues._buyExitValueDataFrame.ix[
'2015-07-02 00:00:00']
self.assertAlmostEqual(dataPointBuyWin['ExitValue'], 1.581, 3)
dataPointBuyLose = exitValues._buyExitValueDataFrame.ix[
'2015-07-13 00:00:00']
self.assertAlmostEqual(dataPointBuyLose['ExitValue'], -1.741, 3)
dataPointSellWin = exitValues._sellExitValueDataFrame.ix[
'2015-07-03 00:00:00']
self.assertAlmostEqual(dataPointSellWin['ExitValue'], 6.000, 3)
dataPointSellLose = exitValues._sellExitValueDataFrame.ix[
'2015-07-14 00:00:00']
self.assertAlmostEqual(dataPointSellLose['ExitValue'], -4.832, 3)
strategies = getExitStrategies()
self.assertTrue(len(strategies) == 1)
def calculateExitValues(argv):
"""
Calculate Exit Values.
:param argv: Command Line Parameters.
-n = Name
Example:
python -m pyswing.CalculateExitValues -n asx
"""
Logger.log(logging.INFO, "Log Script Call", {"scope":__name__, "arguments":" ".join(argv)})
Logger.pushLogData("script", __name__)
marketName = ""
try:
shortOptions = "n:dh"
longOptions = ["marketName=", "debug", "help"]
opts, __ = getopt.getopt(argv, shortOptions, longOptions)
except getopt.GetoptError as e:
Logger.log(logging.ERROR, "Error Reading Options", {"scope": __name__, "exception": str(e)})
usage()
sys.exit(2)
for opt, arg in opts:
if opt in ("-d", "--debug"):
Logger().setLevel(logging.DEBUG)
elif opt in ("-h", "--help"):
print("?")
usage()
sys.exit()
elif opt in ("-n", "--marketName"):
marketName = arg
if marketName != "":
pyswing.database.initialiseDatabase(marketName)
Logger.log(logging.INFO, "Calculate Exit Values", {"scope":__name__, "market":marketName})
tickerCodesRelativeFilePath = "resources/%s.txt" % (marketName)
market = Market(tickerCodesRelativeFilePath)
for index, row in market.tickers.iterrows():
tickerCode = row[0]
exitValuesTrailingStop3 = ExitValuesTrailingStop(tickerCode, 0.03, 2)
exitValuesTrailingStop3.calculateExitValues()
# exitValuesTrailingStop2 = ExitValuesTrailingStop(tickerCode, 0.02, 3)
# exitValuesTrailingStop2.calculateExitValues()
#
# exitValuesYesterday2 = ExitValuesYesterday(tickerCode, 0.02, 3)
# exitValuesYesterday2.calculateExitValues()
#
# exitValuesYesterday3 = ExitValuesYesterday(tickerCode, 0.03, 2)
# exitValuesYesterday3.calculateExitValues()
TeamCity.setBuildResultText("Calculated Exit Values")
else:
Logger.log(logging.ERROR, "Missing Options", {"scope": __name__, "options": str(argv)})
usage()
sys.exit(2)
def calculateExitValues(argv):
"""
Calculate Exit Values.
:param argv: Command Line Parameters.
-n = Name
Example:
python -m pyswing.CalculateExitValues -n asx
"""
Logger.log(logging.INFO, "Log Script Call", {
"scope": __name__,
"arguments": " ".join(argv)
})
Logger.pushLogData("script", __name__)
marketName = ""
try:
shortOptions = "n:dh"
longOptions = ["marketName=", "debug", "help"]
opts, __ = getopt.getopt(argv, shortOptions, longOptions)
except getopt.GetoptError as e:
Logger.log(logging.ERROR, "Error Reading Options", {
"scope": __name__,
"exception": str(e)
})
usage()
sys.exit(2)
for opt, arg in opts:
if opt in ("-d", "--debug"):
Logger().setLevel(logging.DEBUG)
elif opt in ("-h", "--help"):
print("?")
usage()
sys.exit()
elif opt in ("-n", "--marketName"):
marketName = arg
if marketName != "":
pyswing.database.initialiseDatabase(marketName)
Logger.log(logging.INFO, "Calculate Exit Values", {
"scope": __name__,
"market": marketName
})
tickerCodesRelativeFilePath = "resources/%s.txt" % (marketName)
market = Market(tickerCodesRelativeFilePath)
for index, row in market.tickers.iterrows():
tickerCode = row[0]
exitValuesTrailingStop3 = ExitValuesTrailingStop(
tickerCode, 0.03, 2)
exitValuesTrailingStop3.calculateExitValues()
# exitValuesTrailingStop2 = ExitValuesTrailingStop(tickerCode, 0.02, 3)
# exitValuesTrailingStop2.calculateExitValues()
#
# exitValuesYesterday2 = ExitValuesYesterday(tickerCode, 0.02, 3)
# exitValuesYesterday2.calculateExitValues()
#
# exitValuesYesterday3 = ExitValuesYesterday(tickerCode, 0.03, 2)
# exitValuesYesterday3.calculateExitValues()
TeamCity.setBuildResultText("Calculated Exit Values")
else:
Logger.log(logging.ERROR, "Missing Options", {
"scope": __name__,
"options": str(argv)
})
usage()
sys.exit(2)
