Ejemplo n.º 1
0
 def getyahoojpan(self, ticker, startdate, enddate = date.today()):
     self.bars = yahoojap.get_historical(ticker, startdate, enddate, filename = None)
     self.bars.reverse()
Ejemplo n.º 2
0
        tickers = map(lambda x: str(x), tickers)

    tot_pnl = 0

    for ticker in tickers:

        bt = Strat2(store = store)

        print "ticker = " + str(ticker)
        
        try:
            open(ticker + ".quotes", "rb")
        except:
            print "downloading quotes ..."
            yahoojap.get_historical(ticker, date(2010,1,1), filename = ticker + ".quotes")

        bt.load(ticker + ".quotes")

        print "running backtest ..."
        bt.run()


        #bt.store.save(open(ticker + ".log", "wb"))

        pnl = bt.store[bt.name]["final pnl"]
        tot_pnl += pnl[3]
        print "pnl = " + str(pnl[0]) + ", unrealized pnl = " + str(pnl[2]) + ", total pnl = "  + str(pnl[3]) + "\n"
        

        fig = bt.draw()