ewmac_8 = TradingRule((ewmac, [], dict(Lfast=8, Lslow=32)))
ewmac_32 = TradingRule(
dict(function=ewmac, other_args=dict(Lfast=32, Lslow=128)))
my_rules = Rules(dict(ewmac8=ewmac_8, ewmac32=ewmac_32))
print(my_rules.trading_rules()['ewmac32'])
my_system = System([my_rules], data)
my_system.rules.get_raw_forecast("EDOLLAR", "ewmac32").tail(5)
from sysdata.configdata import Config
my_config = Config()
my_config
empty_rules = Rules()
my_config.trading_rules = dict(ewmac8=ewmac_8, ewmac32=ewmac_32)
my_system = System([empty_rules], data, my_config)
my_system.rules.get_raw_forecast("EDOLLAR", "ewmac32").tail(5)
from systems.forecast_scale_cap import ForecastScaleCap
# we can estimate these ourselves
my_config.instruments = ["US10", "EDOLLAR", "CORN", "SP500"]
my_config.use_forecast_scale_estimates = True
fcs = ForecastScaleCap()
my_system = System([fcs, my_rules], data, my_config)
print(
my_system.forecastScaleCap.get_forecast_scalar("EDOLLAR",
"ewmac32").tail(5))
ewmac_8 = TradingRule((ewmac, [], dict(Lfast=8, Lslow=32)))
ewmac_32 = TradingRule(
dict(function=ewmac, other_args=dict(Lfast=32, Lslow=128)))
my_rules = Rules(dict(ewmac8=ewmac_8, ewmac32=ewmac_32))
print(my_rules.trading_rules()['ewmac32'])
my_system = System([my_rules], data)
my_system.rules.get_raw_forecast("EDOLLAR", "ewmac32").tail(5)
from sysdata.configdata import Config
my_config = Config()
my_config
empty_rules = Rules()
my_config.trading_rules = dict(ewmac8=ewmac_8, ewmac32=ewmac_32)
my_system = System([empty_rules], data, my_config)
my_system.rules.get_raw_forecast("EDOLLAR", "ewmac32").tail(5)
from systems.forecast_scale_cap import ForecastScaleCap
## we can estimate these ourselves
my_config.instruments=[ "US10", "EDOLLAR", "CORN", "SP500"]
my_config.use_forecast_scale_estimates=True
fcs=ForecastScaleCap()
my_system = System([fcs, my_rules], data, my_config)
print(my_system.forecastScaleCap.get_forecast_scalar("EDOLLAR", "ewmac32").tail(5))
## or we can use the values from the book
