def diverter(data, choice, filereports):
q1 = data
if (choice == "all"):
aan.analyse(data, filereports)
exit()
else:
an.analyse(data, choice, filereports)
exit()
def diverter(data, choice):
q1 = data
if (choice == "all"):
aan.analyse(data)
else:
an.analyse(data, choice)
print(" Analyser ki vachindi")
y_profit = 1
n_ticks = i - list(self.data.index).index(open_date)
thresh_profit = y_profit * self.period * price_in / (480 * 252) * n_ticks + price_in + price_in * 0.01
thresh_loss = -y_profit * self.period * price_in / (480 * 252) * n_ticks + price_in - price_in * 0.01
if self.data.iloc[i, 0] < thresh_loss or diff.iloc[-2] < 0 < diff.iloc[-1] or self.data.iloc[i, 0] > thresh_profit:
self.sell()
# Cover as soon as we achieve a sufficient year-based profit or after three days if we lose too much
if type(self.position) is tuple and self.position[0] == -1:
open_date = self.position[1]
price_in = self.data.loc[open_date, 'close']
y_profit = 1
n_ticks = i - list(self.data.index).index(open_date)
thresh_profit = -y_profit * self.period * price_in / (480 * 252) * n_ticks + price_in - price_in * 0.01
thresh_loss = y_profit * self.period * price_in / (480 * 252) * n_ticks + price_in + price_in * 0.01
if self.data.iloc[i, 0] > thresh_loss or diff.iloc[-2] > 0 > diff.iloc[-1] or self.data.iloc[i, 0] < thresh_profit:
self.cover()
return self.calls
if __name__ == '__main__':
ticker = 'IQ'
data = pickle.load(open('Data/{}_5.pickle'.format(ticker), 'rb'))
strat = Strat(data, 5)
calls = strat.run()
Analyser.analyse(ticker, 5, calls)
