def opt(products):
time_start = time.time()
recs = []
model = MACD()
for product in products:
logger.info('Start analysis of %s', product.code)
model.product = product
recs += opt_single(model)
time_end = time.time()
recs = fromrecords(recs, names=['code', 'nfast',
'nslow', 'nmacd', 'revenue'])
rec2csv(recs, join(CONFIG['out_p'], 'opt.csv'))
pst = time_end - time_start
logger.info(('Total %s para combinations computed, '
'roughly %.3f seconds, %.3f ms per calc.'),
len(recs), pst, pst / len(recs) * 1000)
return recs
Test the moving average algo
'''
import pandas as pd
from strategies.macd import MACD
__author__ = 'kongs'
if __name__ == '__main__':
ts=list(range(100)) + list(range(100,0,-1))
ts=ts*2
index=pd.date_range('2001-01-01', periods=len(ts))
ts=pd.Series(ts, index=index)
ts.name='Close'
product=pd.DataFrame(ts)
product.code='TProduct'
macd=MACD()
macd.product=product
macd.analyze()
macd.summary()
