from read import parse_csv
from model import Trader, Log, LogManager, Bar, Result
import math
# bars = parse_csv("data\AUDUSD_D1_HistoricalSSI.csv")
# bars = parse_csv("data\AUDUSD_H4_HistoricalSSI.csv")
bars = parse_csv("data\AUDUSD_H1_HistoricalSSI.csv")
# bars = parse_csv("data\GBPUSD_D1_HistoricalSSI.csv")
# bars = parse_csv("data\GBPUSD_H4_HistoricalSSI.csv")
# bars = parse_csv("data\GBPUSD_H1_HistoricalSSI.csv")
# bars = parse_csv("data\EURUSD_D1_HistoricalSSI.csv")
# bars = parse_csv("data\EURUSD_H4_HistoricalSSI.csv")
# bars = parse_csv("data\EURUSD_H1_HistoricalSSI.csv")
base_unit = 100000
THRESHOLD = 4
trader = Trader()
logs = LogManager()
for bar in bars.bars:
ssi = bar.ssi
if trader.stock > 0:
if ssi >= -THRESHOLD:
trader.close(bar)
logs.add(
Log(
timestamp=bar.timestamp,
equity=trader.equity,
stock=trader.stock,
))
elif trader.stock < 0:
if ssi <= -THRESHOLD:
trader.close(bar)
from read import parse_csv
from model import Trader, Log, LogManager, Bar, Result
import math
bars = parse_csv("data\AUDUSD_D1_HistoricalSSI.csv")
# bars = parse_csv("data\GBPUSD_D1_HistoricalSSI.csv")
# bars = parse_csv("data\EURUSD_D1_HistoricalSSI.csv")
base_unit = 5000
capital = 1000
margin = 0.02
trade_count = 0
MAX_LIMIT = 8
IGNORE = 0
trader = Trader(capital=capital, margin=margin)
logs = LogManager()
for bar in bars.bars:
ssi = bar.ssi
# if abs(ssi) < IGNORE:
# continue
# if ssi > 0:
# adjusted_ssi = ssi - IGNORE
# else:
# adjusted_ssi = ssi + IGNORE
optimal_hold = -int(ssi / 0.2)
# if optimal_hold > MAX_LIMIT:
# optimal_hold = MAX_LIMIT
# elif optimal_hold < -MAX_LIMIT:
# optimal_hold = -MAX_LIMIT
optimal_hold *= base_unit
diff = optimal_hold - trader.stock
# last_ssi = row["SSI_log"]