def __init__(self, total_capital, num_stocks):
self.transaction_amount = total_capital / num_stocks
self.mcads = []
self.old_mcads = []
self.visualization_data = VisualizationData()
for count in range(num_stocks):
self.mcads.append(Mcad())
for count in range(num_stocks):
self.old_mcads.append(CalculationStatus.Invalid)
def reset(self):
for mcad in self.mcads:
mcad.reset()
self.old_mcads = [
CalculationStatus.Invalid for old_mcad in self.old_mcads
]
visualization_data_holder = self.visualization_data
self.visualization_data = VisualizationData()
return visualization_data_holder
def reset(self):
for mcad in self.mcads:
mcad.reset()
for signal_line in self.signal_lines:
signal_line.reset()
self.old_dels = [
CalculationStatus.Invalid for old_del in self.old_dels
]
visualization_data_holder = self.visualization_data
self.visualization_data = VisualizationData()
return visualization_data_holder
def reset(self):
self.high_total_data = []
self.low_total_data = []
self.fast_k_percent = []
self.k_percent = []
self.old_k_percent = []
self.d_percent = []
self.old_d_percent = []
visualization_data_holder = self.visualization_data
self.visualization_data = VisualizationData()
return visualization_data_holder
class McadZeroCrossoverStrategy:
def __init__(self, total_capital, num_stocks):
self.transaction_amount = total_capital / num_stocks
self.mcads = []
self.old_mcads = []
self.visualization_data = VisualizationData()
for count in range(num_stocks):
self.mcads.append(Mcad())
for count in range(num_stocks):
self.old_mcads.append(CalculationStatus.Invalid)
def notify(self, market_snapshot: MarketSnapshot):
decisions = []
for i, stock_snapshot in enumerate(market_snapshot.stock_snapshots):
stock_snapshot_helper = StockSnapshotHelper(stock_snapshot)
mid_price = stock_snapshot_helper.get_mid_price()
curr_mcad = self.mcads[i].evaluate(mid_price)
self.visualization_data.add_price(stock_snapshot.ticker, mid_price)
if curr_mcad == CalculationStatus.Invalid:
self.visualization_data.add_mcad(stock_snapshot.ticker, 0)
continue
else:
self.visualization_data.add_mcad(stock_snapshot.ticker,
curr_mcad)
if self.old_mcads[i] == CalculationStatus.Invalid:
self.old_mcads[i] = curr_mcad
continue
del_mcad = SignFunction.evaluate(
curr_mcad) - SignFunction.evaluate(self.old_mcads[i])
self.old_mcads[i] = curr_mcad
if del_mcad > 0:
decisions.append(
(stock_snapshot.ticker, -self.transaction_amount))
elif del_mcad < 0:
decisions.append(
(stock_snapshot.ticker, self.transaction_amount))
return decisions
def reset(self):
for mcad in self.mcads:
mcad.reset()
self.old_mcads = [
CalculationStatus.Invalid for old_mcad in self.old_mcads
]
visualization_data_holder = self.visualization_data
self.visualization_data = VisualizationData()
return visualization_data_holder
def __init__(self,total_capital, num_stocks,look_back_period,k_period,d_period, upper_bound, lower_bound):
self.transaction_amount = total_capital / num_stocks
self.high_total_data = []
self.low_total_data = []
self.fast_k_percent = []
self.k_percent = []
self.old_k_percent = []
self.d_percent = []
self.old_d_percent = []
self.upper_bound = upper_bound
self.lower_bound = lower_bound
self.visualization_data = VisualizationData()
for count in range(num_stocks):
self.high_total_data.append(Queue(look_back_period))
self.low_total_data.append(Queue(look_back_period))
self.fast_k_percent.append(Simple_Moving_Average(k_period))
self.k_percent.append(Simple_Moving_Average(k_period))
self.old_k_percent.append(CalculationStatus.Invalid)
self.d_percent.append(Simple_Moving_Average(d_period))
self.old_d_percent.append(CalculationStatus.Invalid)