def evaluateThreeRuleStrategies(argv):
"""
Evaluate Three-Rule Strategies.
:param argv: Command Line Parameters.
-n = Name
-N = Number of Two-Rule Strategies to Work Through
-s = Strategy Name
-t = Minimum Number of Trades
Example:
python -m pyswing.EvaluateThreeRuleStrategies -n asx -N 10 -s v4.0 -t 400
"""
Logger.log(logging.INFO, "Log Script Call", {"scope":__name__, "arguments":" ".join(argv)})
Logger.pushLogData("script", __name__)
marketName = ""
numberOfStrategies = ""
numberOfTrades = ""
try:
shortOptions = "n:N:s:t:dh"
longOptions = ["marketName=","number=", "strategy=", "trades=", "debug", "help"]
opts, __ = getopt.getopt(argv, shortOptions, longOptions)
except getopt.GetoptError as e:
Logger.log(logging.ERROR, "Error Reading Options", {"scope": __name__, "exception": str(e)})
usage()
sys.exit(2)
for opt, arg in opts:
if opt in ("-d", "--debug"):
Logger().setLevel(logging.DEBUG)
elif opt in ("-h", "--help"):
print("?")
usage()
sys.exit()
elif opt in ("-n", "--marketName"):
marketName = arg
elif opt in ("-N", "--number"):
numberOfStrategies = int(arg)
elif opt in ("-s", "--strategy"):
pyswing.constants.pySwingStrategy = arg
elif opt in ("-t", "--trades"):
numberOfTrades = arg
if marketName != "" and numberOfTrades != "" and numberOfStrategies > 0 and pyswing.constants.pySwingStrategy:
pyswing.database.initialiseDatabase(marketName)
Logger.log(logging.INFO, "Evaluate Three-Rule Strategies", {"scope":__name__, "market":marketName, "number":str(numberOfStrategies), "strategy":pyswing.constants.pySwingStrategy})
rules = getRules()
strategiesEvaluated = 0
while strategiesEvaluated < numberOfStrategies:
rule1, rule2, exit, type = getBestUnprocessedTwoRuleStrategy(numberOfTrades)
for rule3 in rules:
strategy = Strategy(rule1, rule2, exit, type, rule3)
strategy.evaluateThreeRuleStrategy()
markTwoRuleStrategyAsProcessed(rule1, rule2, type)
strategiesEvaluated += 1
deleteEmptyThreeRuleStrategies()
TeamCity.setBuildResultText("Evaluated Three-Rule Strategies")
else:
Logger.log(logging.ERROR, "Missing Options", {"scope": __name__, "options": str(argv)})
usage()
sys.exit(2)
def test_getRules(self):
rules = getRules()
self.assertEqual(len(rules), 182)
def test_getRules(self):
rules = getRules()
self.assertEqual(len(rules), 182)