def record_vars2(context, data):
"""
se obtiene el la relacion entre mensajes relacionados con el alza,
sobre el total de mensajes
"""
context.datos_test = algo.pipeline_output('cantidadTweets')
algo.record(por_mensajes_alza=len(context.datos_test))
def record_vars(context, data):
"""
Plot variables at the end of each day.
"""
record(
leverage=context.account.leverage,
hold_out_accuracy=context.hold_out_accuracy,
hold_out_log_loss=context.hold_out_log_loss,
hold_out_returns_spread_bps=context.hold_out_returns_spread_bps,
)
def record_vars(context, data):
"""
A function scheduled to run every day at market close in order to record
strategy information.
Parameters
----------
context : AlgorithmContext
See description above.
data : BarData
See description above.
"""
# Plot the number of positions over time.
algo.record(num_positions=len(context.portfolio.positions))
def record_vars(context, data):
"""
initalize関数内部で定義した、scedule_functionによって毎営業日終了後に呼び出される
関数
Parameters
----------
context : AlgorithmContext
See description above.
data : BarData
See description above.
"""
# ポートフォリオの構成銘柄数をnum_positionとして記録する
algo.record(num_positions=len(context.portfolio.positions))
def record_vars(context, data):
"""
This function is called at the end of each day and plots certain variables.
"""
# Check how many long and short positions we have.
longs = shorts = 0
for position in context.portfolio.positions.itervalues():
if position.amount > 0:
longs += 1
if position.amount < 0:
shorts += 1
# Record and plot the leverage of our portfolio over time as well as the
# number of long and short positions. Even in minute mode, only the end-of-day
# leverage is plotted.
algo.record(leverage=context.account.leverage, long_count=longs, short_count=shorts)
def record_vars(context, data):
"""
Plot variables at the end of each day.
"""
# Plot the number of positions over time.
algo.record(num_positions=len(context.portfolio.positions))
def record_vars(context, data):
# Graficar el numero de posiciones en el tiempo
algo.record(num_positions=len(context.portfolio.positions))
def record_vars(context, data):
algo.record(num_positions=len(context.portfolio.positions))
def record_vars(context, data):
# Plot the number of positions over time.
algo.record(num_positions=len(context.portfolio.positions))
