# Set start and end dates
t = map(int, sys.argv[1].split('-'))
startday = dt.datetime(t[2], t[0], t[1])
t = map(int, sys.argv[2].split('-'))
endday = dt.datetime(t[2], t[0], t[1])
# Get desired timestamps
timeofday = dt.timedelta(hours=16)
timestamps = du.getNYSEdays(startday, endday, timeofday)
# Get the data from the data store
dataobj = da.DataAccess('Norgate')
historic = dataobj.get_data(timestamps, symbols, "close")
# Setup the allocation table
alloc_val = random.random()
alloc = DataMatrix(index=[historic.index[0]],
data=[alloc_val],
columns=symbols)
for date in range(1, len(historic.index)):
alloc_val = 1 #random.random()
alloc = alloc.append(
DataMatrix(index=[historic.index[date]],
data=[alloc_val],
columns=[symbols[0]]))
alloc['_CASH'] = 1 - alloc[symbols[0]]
# Dump to pkl file
output = open(sys.argv[3], "wb")
cPickle.dump(alloc, output)
print "Running One Stock strategy from "+sys.argv[1] +" to "+sys.argv[2]
# Use google symbol
symbols = list(['SPY'])
# Set start and end dates
t = map(int,sys.argv[1].split('-'))
startday = dt.datetime(t[2],t[0],t[1])
t = map(int,sys.argv[2].split('-'))
endday = dt.datetime(t[2],t[0],t[1])
# Get desired timestamps
timeofday=dt.timedelta(hours=16)
timestamps = du.getNYSEdays(startday,endday,timeofday)
# Get the data from the data store
dataobj = da.DataAccess('Norgate')
historic = dataobj.get_data(timestamps, symbols, "close")
# Setup the allocation table
alloc_val= random.random()
alloc=DataMatrix(index=[historic.index[0]], data=[alloc_val], columns=symbols)
for date in range(1, len(historic.index)):
alloc_val=1 #random.random()
alloc=alloc.append(DataMatrix(index=[historic.index[date]], data=[alloc_val], columns=[symbols[0]]))
alloc['_CASH']=1-alloc[symbols[0]]
# Dump to pkl file
output=open(sys.argv[3],"wb")
cPickle.dump(alloc, output)
