def oneStock(signalGenerator, stock):
"""
Get the signal, portfolioValue, stockValue of one stock.
Returns a pandas dataframe.
"""
close = ysq.dfTwoYearClose(stock)
result = backtest(close, signalGenerator, reporting = False)
df = pd.DataFrame(result[0]) # the signal
df['portfolioValue'] = result[1][0]
df['stockValue'] = close
return df
def picker(signalGenerator, startingIndex, endingIndex, pathToData):
with open(pathToData, 'r') as f:
stocks = f.readlines()
for i in range(len(stocks)):
stocks[i] = stocks[i].rstrip()
results = {}
for row in stocks[startingIndex:endingIndex]:
close = ysq.dfTwoYearClose(row)
results[row] = backtest(close, signalGenerator, reporting = False)
maxSymbol = None
maxSharpe = 0.0
for symbol in results:
if results[symbol][2] > maxSharpe:
maxSymbol = symbol
maxSharpe = results[symbol][2]
print maxSymbol
report(results[maxSymbol][0], results[maxSymbol][1], results[maxSymbol][2])
p(ysq.dfTwoYearClose(maxSymbol), results[maxSymbol][0], results[maxSymbol][1][0])
