'ignore_eqty_with_negative_ma_slope_period':
5, # Slope lookback filter = MA-MA[-slope_lookback] <= 0
# Ignoring all swarm members when the change of AvgSwarm equity is negative
'ignore_if_avg_swarm_negative_change':
True, # Comment the line to turn off
'ignore_if_avg_swarm_negative_change_period':
14, # AvgSwarm change period
},
'rebalance_time_function': SwarmRebalance.every_monday,
'global_filter_function': SwarmFilter.swingpoint_threshold,
'global_filter_params': {
'up_factor': 10.0,
'down_factor': 10.0,
'period': 5,
},
},
'costs': {
'manager': CostsManagerEXOFixed,
'context': {
'costs_options': 3.0,
'costs_futures': 3.0,
}
}
}
swarm_manager = SwarmManager(STRATEGY_CONTEXT)
swarm_manager.run_swarm()
picked_swarm = swarm_manager.pick()
picked_swarm
from strategies.strategy_swingpoint import StrategySwingPoint
from strategies.strategy_macross_with_trail import StrategyMACrossTrail
try:
from .settings import *
except SystemError:
from settings import *
if __name__ == '__main__':
for f in os.listdir(sys.argv[1]):
if 'strategy_' not in f:
continue
exo_name = os.path.join(sys.argv[1], f)
print("Processing " + exo_name)
for name, swarm_context in BATCH_CONTEXT.items():
print("Running swarm " + name)
strategy_context = STRATEGY_CONTEXT_COMMON.copy()
strategy_context.update(swarm_context)
strategy_context['strategy']['exo_name'] = exo_name
strategy_context['strategy']['suffix'] = name
smgr = SwarmManager(strategy_context)
smgr.run_swarm()
smgr.pick()
# Saving results to swarms directory
smgr.save('./swarms/')
print('Done')