#x_list, y_list, num = BasicFoo.loadData("../Data/20150729IF1509data.csv") #x_list, y_list, num = BasicFoo.loadData("../Data/20150729IF1509data.csv") sum_gain = 0 sum_loss = 0 cnt = 0 data_list = os.listdir("../Data") for data in data_list: print print cnt cnt += 1 print data full_path = "../Data/" + data x_list, y_list, num = BasicFoo.loadData(full_path) short_list, long_list = Pattern.movingAvgCrossover(x_list, y_list) short_sum_profit, short_act_result = Pattern.profitGain(x_list, y_list, short_list, Pattern.ACT_SHORT) long_sum_profit, long_act_result = Pattern.profitGain(x_list, y_list, long_list, Pattern.ACT_LONG) if short_sum_profit > 0: sum_gain += short_sum_profit else: sum_loss += short_sum_profit if long_sum_profit > 0: sum_gain += long_sum_profit else: sum_loss += long_sum_profit
import BasicFoo import Pattern import os if __name__ == "__main__": #x_list, y_list, num = BasicFoo.loadData("../Data/20150729IF1509data.csv") #x_list, y_list, num = BasicFoo.loadData("../Data/20150731IF1603data.csv") #x_list, y_list, num = BasicFoo.loadData("../Data/20150728IF1512data.csv") #x_list, y_list, num = BasicFoo.loadData("../Data/20150729IF1509data.csv") x_list, y_list, num = BasicFoo.loadData("../Data/20150729IF1509data.csv") cnt = 0 data_list = os.listdir("../Data") for data in data_list: print print cnt cnt += 1 print data full_path = "../Data/" + data x_list, y_list, num = BasicFoo.loadData(full_path) short_list, long_list = Pattern.movingAvgCrossover(x_list, y_list) short_sum_profit, short_act_result = Pattern.profitGain(x_list, y_list, short_list, Pattern.ACT_SHORT) long_sum_profit, long_act_result = Pattern.profitGain(x_list, y_list, long_list, Pattern.ACT_LONG) print short_sum_profit, long_sum_profit if short_sum_profit + long_sum_profit < 0: