Python run Examples

Example #1

from pyalgotrade.optimizer import worker

from strategy import rsi2

if __name__ == '__main__':
    worker.run(rsi2.RSI2, "localhost", 5000, workerName="RSI2Worker")

Example #2

File: tutorial-optimizer-worker.py Project: Barcelons281/pyalgotrade

        bar = bars["dia"]
        if self.__longPos != None:
            if self.exitLongSignal(bar):
                self.__longPos.exit()
        elif self.__shortPos != None:
            if self.exitShortSignal(bar):
                self.__shortPos.exit()
        else:
            if self.enterLongSignal(bar):
                self.__longPos = self.enterLong("dia", 10, True)
            elif self.enterShortSignal(bar):
                self.__shortPos = self.enterShort("dia", 10, True)

    def enterLongSignal(self, bar):
        return bar.getClose() > self.__entrySMA[-1] and self.__rsi[-1] <= self.__overSoldThreshold

    def exitLongSignal(self, bar):
        return bar.getClose() > self.__exitSMA[-1]

    def enterShortSignal(self, bar):
        return bar.getClose() < self.__entrySMA[-1] and self.__rsi[-1] >= self.__overBoughtThreshold

    def exitShortSignal(self, bar):
        return bar.getClose() < self.__exitSMA[-1]

# The if __name__ == '__main__' part is necessary if running on Windows.
if __name__ == '__main__':
    worker.run(MyStrategy, "localhost", 5000, workerName="localworker")

Example #3

File: vwap_worker.py Project: liiklin/market_makers

#!/usr/bin/python
from pyalgotrade.optimizer import worker
import vwap_strategy

# The if __name__ == '__main__' part is necessary if running on Windows.
if __name__ == '__main__':
    worker.run(vwap_strategy.VWAPMomentum,
               "192.168.1.10",
               5001,
               workerName="localworker")

Example #4

File: tutorial-optimizer-worker.py Project: simhaonline/meteopt

            return

        bar = bars["dia"]
        if self.__longPos is not None:
            if self.exitLongSignal(bar):
                self.__longPos.exitMarket()
        elif self.__shortPos is not None:
            if self.exitShortSignal(bar):
                self.__shortPos.exitMarket()
        else:
            if self.enterLongSignal(bar):
                self.__longPos = self.enterLong("dia", 10, True)
            elif self.enterShortSignal(bar):
                self.__shortPos = self.enterShort("dia", 10, True)

    def enterLongSignal(self, bar):
        return bar.getClose() > self.__entrySMA[-1] and self.__rsi[-1] <= self.__overSoldThreshold

    def exitLongSignal(self, bar):
        return bar.getClose() > self.__exitSMA[-1]

    def enterShortSignal(self, bar):
        return bar.getClose() < self.__entrySMA[-1] and self.__rsi[-1] >= self.__overBoughtThreshold

    def exitShortSignal(self, bar):
        return bar.getClose() < self.__exitSMA[-1]

# The if __name__ == '__main__' part is necessary if running on Windows.
if __name__ == '__main__':
    worker.run(MyStrategy, "localhost", 5000, workerName="localworker")

Example #5

File: tutorial-optimizer-worker.py Project: doudoukiss/pyalgotrade

        bar = bars["dia"]
        if self.__longPos != None:
            if self.exitLongSignal(bar):
                self.exitPosition(self.__longPos)
        elif self.__shortPos != None:
            if self.exitShortSignal(bar):
                self.exitPosition(self.__shortPos)
        else:
            if self.enterLongSignal(bar):
                self.__longPos = self.enterLong("dia", 10, True)
            elif self.enterShortSignal(bar):
                self.__shortPos = self.enterShort("dia", 10, True)

    def enterLongSignal(self, bar):
        return bar.getClose() > self.__entrySMA[-1] and self.__rsi[-1] <= self.__overSoldThreshold

    def exitLongSignal(self, bar):
        return bar.getClose() > self.__exitSMA[-1]

    def enterShortSignal(self, bar):
        return bar.getClose() < self.__entrySMA[-1] and self.__rsi[-1] >= self.__overBoughtThreshold

    def exitShortSignal(self, bar):
        return bar.getClose() < self.__exitSMA[-1]

# The if __name__ == '__main__' part is necessary if running on Windows.
if __name__ == '__main__':
    worker.run(MyStrategy, "localhost", 5000)

Example #6

        if self.__longPos != None:
            if self.exitLongSignal(bar):
                self.exitPosition(self.__longPos)
        elif self.__shortPos != None:
            if self.exitShortSignal(bar):
                self.exitPosition(self.__shortPos)
        else:
            if self.enterLongSignal(bar):
                self.__longPos = self.enterLong("dia", 10, True)
            elif self.enterShortSignal(bar):
                self.__shortPos = self.enterShort("dia", 10, True)

    def enterLongSignal(self, bar):
        return bar.getClose() > self.__entrySMA.getValue(
        ) and self.__rsi.getValue() <= self.__overSoldThreshold

    def exitLongSignal(self, bar):
        return bar.getClose() > self.__exitSMA.getValue()

    def enterShortSignal(self, bar):
        return bar.getClose() < self.__entrySMA.getValue(
        ) and self.__rsi.getValue() >= self.__overBoughtThreshold

    def exitShortSignal(self, bar):
        return bar.getClose() < self.__exitSMA.getValue()


# The if __name__ == '__main__' part is necessary if running on Windows.
if __name__ == '__main__':
    worker.run(MyStrategy, "localhost", 5000)

Example #7

File: client.py Project: nchikkam/hk

from pyalgotrade.optimizer import worker
import rsi2

# The if __name__ == '__main__' part is necessary if running on Windows.
if __name__ == '__main__':
    worker.run(rsi2.RSI2, "localhost", 5000, workerName="localworker")

Example #8

from pyalgotrade.optimizer import worker
import rsi2

# The if __name__ == '__main__' part is necessary if running on Windows.
if __name__ == '__main__':
    worker.run(rsi2.RSI2, "localhost", 6000, workerName="localworker")

Example #9

File: rsi2_worker.py Project: liiklin/market_makers

#!/usr/bin/python
from pyalgotrade.optimizer import worker
import rsi2

# The if __name__ == '__main__' part is necessary if running on Windows.
if __name__ == '__main__':
    worker.run(rsi2.RSI2, "192.168.1.10", 5000, workerName="localworker")
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