Example #1
0
    def __init__(self, status):
        Strategy.__init__(self, status)

        self.bolingerband = 0
        self.bol_std = 0
        self.bol_mean = 0
        self.bol_mean_period = 25
Example #2
0
    def __init__(self, status):
        Strategy.__init__(self, status)

        self.knn_train_period = 100
        self.knn_pred_period = 100
        self.knn_neighbors = 10
        self.predict = 0
        self.now = 0
        self.beta = 0
        self.knn_ts = pd.DataFrame()
Example #3
0
    def __init__(self, status):
        Strategy.__init__(self, status)

        self.beta = 0
        self.beta_pre = 0
        self.mean_period_short = 20
        self.mean_period_long = 40

        self.sma_short_ts = pd.DataFrame()
        self.sma_long_ts = pd.DataFrame()
Example #4
0
    def __init__(self, status):
        Strategy.__init__(self, status)

        self.beta = 0
        self.beta_pre = 0
        self.mean_period_short = 20
        self.mean_period_long = 40

        self.sma_short_ts = pd.DataFrame()
        self.sma_long_ts = pd.DataFrame()
Example #5
0
    def __init__(self, status):
        Strategy.__init__(self, status)

        self.beta = 0
        self.mean_period_short = 20
        self.mean_period_long = 40
        self.buy_threshold = 1.0
        self.sell_threshold = 1.0

        self.sma_short_ts = pd.DataFrame()
        self.sma_long_ts = pd.DataFrame()
Example #6
0
    def __init__(self, status):
        Strategy.__init__(self, status)

        self.beta_pre = 0
        self.beta = 0
        self.mean_period_short = 20
        self.mean_period_long = 40
        self.buy_threshold = 1.0
        self.sell_threshold = 1.0

        self.sma_short_ts = pd.DataFrame()
        self.sma_long_ts = pd.DataFrame()
        self.sma_ols_ts = pd.DataFrame()

        self.mean_for_ols_period = 20
        self.ols_period = 40

        self.a = 0
        self.b = 0
        self.pre_b = 0
Example #7
0
    def __init__(self, status):
        Strategy.__init__(self, status)

        self.beta_pre = 0
        self.beta = 0
        self.mean_period_short = 20
        self.mean_period_long = 40
        self.buy_threshold = 1.0
        self.sell_threshold = 1.0

        self.sma_short_ts = pd.DataFrame()
        self.sma_long_ts = pd.DataFrame()
        self.sma_ols_ts = pd.DataFrame()

        self.mean_for_ols_period = 20
        self.ols_period = 40

        self.a = 0
        self.b = 0
        self.pre_b = 0
    def __init__(self, status):
        Strategy.__init__(self, status)

        self.beta = 0
        self.period = 30
    def __init__(self, status):
        Strategy.__init__(self, status)

        self.beta = 0
        self.period = 30
Example #10
0
    def __init__(self, status):
        Strategy.__init__(self, status)

        self.rsi = 50
        self.rsi_period = 40
Example #11
0
    def __init__(self, status):
        Strategy.__init__(self, status)

        self.period_back = 30
        self.momentum = 0
        self.beta = 0
Example #12
0
    def __init__(self, status):
        Strategy.__init__(self, status)

        self.period_back = 30
        self.momentum = 0
        self.beta = 0