def testQuiz2(self):
orders = "orders_quiz71.csv"
valueFileName = "values_quiz1.csv"
count = ep.study(self.dt_start, self.dt_end, "sp5002012", "close", "EventStudy2012", -2.0, 5, orders, 1.0)
ms.run(100000, orders, valueFileName, "close")
an.run(valueFileName, "$SPX")
print "count", count
def performence_compare(price, qlearner_based_orders, title):
# Write the orders to a csv file
text_file = open("qlearner_based_orders.csv", "w")
text_file.write("Date,Symbol,Order,Shares\n")
for qlearner_based_order in qlearner_based_orders:
text_file.write(",".join(str(x) for x in qlearner_based_order))
text_file.write("\n")
text_file.close()
qlearner_based_trading_return, qlearner_based_trading_return_portvals = marketsim.run("qlearner_based_orders.csv")
print "Q Learner Based Trading Return = {}".format(qlearner_based_trading_return)
# Write the orders to a csv file for benchmark
benchmark_orders = []
benchmark_orders.append([price.index.min().date(), "IBM", 'BUY', 500])
benchmark_orders.append([price.index.max().date(), "IBM", 'SELL', 500])
text_file_benchmark = open("benchmark_orders.csv", "w")
text_file_benchmark.write("Date,Symbol,Order,Shares\n")
for benchmark_order in benchmark_orders:
text_file_benchmark.write(",".join(str(x) for x in benchmark_order))
text_file_benchmark.write("\n")
text_file_benchmark.close()
benchmark_return, benchmark_portvals = marketsim.run("benchmark_orders.csv")
print "Benchmark Return = {}".format(benchmark_return)
performence_vs_benchmark = (qlearner_based_trading_return - benchmark_return) * 100
print "QLearner Based Trading outperform the Benchmark by {}%".format(performence_vs_benchmark)
comparision_plot(title=title, benchmark_portvals= benchmark_portvals, q_based_trading_return_portvals=qlearner_based_trading_return_portvals)
def testQuiz1(self):
print ("Q2")
orders = 'orders_quiz2.csv'
valueFileName = 'values_quiz2.csv'
#7
count = ep.study(self.dt_start, self.dt_end, 'sp5002012', 'actual_close', 'EventStudy2012', 7.0, 5, orders)
ms.run(50000, orders, valueFileName, 'close')
an.run(valueFileName, '$SPX')
def test(self): orders = None values = None ms.run(1000000, orders, values)
def test2012(self): orders = 'orders1.csv' valueFileName = 'values1.csv' count = ep.study(self.dt_start, self.dt_end, 'sp5002012', 'actual_close', 'EventStudy2012', 5.0, 5, orders) ms.run(50000, orders, valueFileName, 'close') an.run(valueFileName, '$SPX')
