print_summary_heading()
for k in run_dict.keys():
values = extract_print_values(run_dict, k, trading_days)
print_values(values)
def backtest_main():
start_time = time()
bt = Backtester(update_stats=False)
run_dict = run_back_set(bt)
trading_days = len(bt.backtest_trading_dates)
print_summary(trading_days, run_dict)
log('')
log('Done.')
calc_runtime(start_time, True)
if __name__ == "__main__":
log_fnm = "test" + get_current_day_and_time() + ".log"
open_logfile(LOGPATH, log_fnm)
if is_holiday() == True:
log('Today is not a trading day!', True)
log('', True)
log('Done', True)
else:
backtest_main()
def stats_main():
log("Starting stats.py")
log('')
stats = Stats(TRAIN_TRADE_FNM, TEST_TRADE_FNM, "24m")
log('Calculating individual ticker stats...\n')
stats.calc_stats()
log('Setting threshold for pct_desired > 10...')
stats.heuristic(10)
log('Saving the ticker stats (including good)...')
stats.save_good_tickers(STATS_FNM)
test_add_day(stats)
if __name__ == "__main__":
log_fnm = "stats" + get_current_day_and_time() + ".log"
open_logfile(LOGPATH, log_fnm)
if is_holiday() == True:
log('Today is not a trading day!', True)
log('', True)
log('Done', True)
else:
stats_main()
seconds, minutes, hours = calc_time_passed(stats_start_time)
log(f'trade_main() took (hh:mm:ss) : {hours}:{minutes}:{seconds}')
backtest_start_time = time()
log('Starting backtest_main().')
backtest_main()
log('backtest_main() is done.')
seconds, minutes, hours = calc_time_passed(backtest_start_time)
log(f'trade_main() took (hh:mm:ss) : {hours}:{minutes}:{seconds}')
log('')
log('Done.')
# needs to go into util.py as helper function
sleep(60)
seconds, minutes, hours = calc_time_passed(start_time)
log(f'Run time (hh:mm:ss) : {hours}:{minutes}:{seconds}')
if __name__ == "__main__":
log_fnm = "job"+ get_current_day_and_time() + ".log"
open_logfile(LOGPATH, log_fnm)
if is_holiday() == True:
log('Today is not a trading day!', True)
log('', True)
log('Done', True)
else:
job_main()
log(f"Saving buy opportunities to {BUY_FNM} ({len(buy_opportunities_df)})")
buy_opportunities_df.to_csv(BUY_FNM, index=False)
log('')
def trade_main():
log("Generating possible trades")
log('')
tickers = build_ticker_list()
train_possible_trades_df, test_possible_trades_df, buy_opportunities_df \
= call_get_possible_trades(tickers)
train_possible_trades_df = drop_suspicious_trades(train_possible_trades_df)
test_possible_trades_df = drop_suspicious_trades(test_possible_trades_df)
save_files(train_possible_trades_df, test_possible_trades_df, \
buy_opportunities_df)
log('Done.')
if __name__ == "__main__":
log_fnm = "trade" + get_current_day_and_time() + ".log"
open_logfile(LOGPATH, log_fnm)
if is_holiday() == True:
log('Today is not a trading day!', True)
log('', True)
log('Done', True)
else:
trade_main()