def test_experiment_h7(self):
dataobj = da.DataAccess('Yahoo')
symbols = dataobj.get_symbols_from_list('sp5002012')
symbols = symbols + ["SPY"]
keys = ["close"]
data = data_access.load("2008-01-01", "2009-12-31", 16, symbols, keys)
events = find_events_h7(data)
write_strategy("data/orders_bollinger_h7.csv", events, strategy)
build_market(100000, "data/orders_bollinger_h7.csv", "data/market_sim_bollinger_h7.csv")
analise_market("data/market_sim_bollinger_h7.csv", "$SPX", "data/market_sim_bollinger_h7.png")
def test_build_market_sim(self):
build_market(50000, "../data/orders_5_dollar_events.csv", "../data/values_5_dollar_events.csv")
