def getExecutionSystem(self): return SimpleExecutionSystem(enter_threshold=0.7, exit_threshold=0.55, longLimit=10000, shortLimit=10000, capitalUsageLimit=0.10 * self.getStartingCapital(), lotSize=1)
def getExecutionSystem(self): return SimpleExecutionSystem(enter_threshold=0.7, exit_threshold=0.55, longLimit=1, shortLimit=1, capitalUsageLimit=0.10 * self.getStartingCapital(), enterlotSize=1, exitlotSize = 1, limitType='L', price='stockVWAP')
def getExecutionSystem(self): return SimpleExecutionSystem(enter_threshold=0.8, exit_threshold=0.6, longLimit=10000, shortLimit=10000, capitalUsageLimit=0.05, lotSize=500, limitType='L', price=self.getPriceFeatureKey())
def getExecutionSystem(self): return SimpleExecutionSystem(enter_threshold=0.99, exit_threshold=0.55, longLimit=10000, shortLimit=10000, capitalUsageLimit=0.10 * self.getStartingCapital(), enterlotSize=10000, exitlotSize=10000, limitType='D', price=self.getPriceFeatureKey())
def getExecutionSystem(self): """ Returns the type of execution system we want to use. Its an implementation of the class ExecutionSystem It converts prediction to intended positions for different instruments. """ return SimpleExecutionSystem(enter_threshold=0.7, exit_threshold=0.55, longLimit=1, shortLimit=1, capitalUsageLimit=0.85, enterlotSize=1, exitlotSize=1, limitType='L', price='adjClose')
def getExecutionSystem(self): # return PairExecutionSystem(pair=[instrumentIds[0], instrumentIds[1]], # pairRatio=0.3, # pairEnter_threshold=0.7, # pairExit_threshold=0.55, # pairLongLimit=20000, # pairShortLimit=20000, # pairCapitalUsageLimit = 0.10*self.getStartingCapital(), # pairLotSize=200) return SimpleExecutionSystem(enter_threshold=0.7, exit_threshold=0.55, longLimit=10000, shortLimit=10000, capitalUsageLimit=.85, enterlotSize=10000, exitlotSize=10000, limitType='D', price='adjClose')
def getExecutionSystem(self): longLimit = {} shortLimit = {} lotSize = {} for i in instrumentIds: longLimit[i] = 5000000 shortLimit[i] = 5000000 lotSize[i] = 500000 return SimpleExecutionSystem(enter_threshold=0.7, exit_threshold=0.55, longLimit=longLimit, shortLimit=shortLimit, capitalUsageLimit=0.10 * self.getStartingCapital(), lotSize=lotSize, limitType='D', price=self.getPriceFeatureKey())
def getExecutionSystem(self): return SimpleExecutionSystem(longLimit=12000, shortLimit=12000)