def __init__(self, symbol, managerager, HH2, HH1, LL1, LL2):
StrategyBase.__init__(self, symbol, "StrategyGrid", managerager)
self.TAG = "StrategyGrid"
self.FLOW_GAP_BAR = 3
self.MAX_HOLD = 100
self.HH2 = HH2
self.HH1 = HH1
self.LL1 = LL1
self.LL2 = LL2
self.run_flag = True
self.h_break_flag = False
self.l_break_flag = False
self.cur_price_flag = 0
self.price_immediate = False
self.H2_breakout_flag = False
self.H2_breakout_index = 0
self.L2_breakout_flag = False
self.L2_breakout_index = 0
self.mark_bar = 0
self.report_flag = 0
self.STD_CHECHSUM = 5
print("[%s] runing............" % (self.TAG))
print("[%s] hh2=%d hh1=%d ll1=%d ll2=%d" %
(self.TAG, self.HH2, self.HH1, self.LL1, self.LL2))
def __init__(self, strategy_name):
StrategyBase.__init__(self, strategy_name)
# loads score chart from file
self.score_chart = scorechart.from_file(
Config.get_instance().get(Config.SCORECHART_FILE)
)
def __init__(self, strategy_name):
StrategyBase.__init__(self, strategy_name)
# uses score chart to determine best response
self.score_chart = scorechart.from_file(
Config.get_instance().get(Config.SCORECHART_FILE)
)
def __init__(self, symbol, manager):
StrategyBase.__init__(self, symbol, "StrategyAvgCross", manager)
self.MAX_HOLD = 159
self.interval_bar = 20
self.cross_avg_run_flag = 0
self.total_bars_inday = 4 * 60 - 15
self.short_term = 10
self.long_term = 30
self.init_crs_downs = 0
self.init_crs_overs = 0
self.trade_dir = TradeDirection.BUYSELL
self.TAG = "StrategyAvgCross"
#=============================================#
self.lastday_bar = 2
self.hh_20 = 0
self.ll_20 = 0
self.to_hh_20_bar = 0
self.to_ll_20_bar = 0
self.d_hh_3 = 0
self.d_hh_3_bar = 0
self.d_ll_3 = 0
self.d_ll_3_bar = 0
self.last_crossdown_bar = 999
self.last_crossover_bar = 999
print("[%s] runing............" % (self.TAG))
def __init__(self, strategy_name):
"""
Initializes epsilon-greedy strategy selection method
"""
StrategyBase.__init__(self, strategy_name)
self.result_list = []
self.match_list = []
self.s_id = None
self.epsilon = Config.get_instance().egreedy_exploration
def loss_happend(self, t_dir, loss_p):
StrategyBase.loss_happend(self, t_dir, loss_p)
self.debug("loss hanpend t_dir=%d loss_money=%d" % (t_dir, loss_p))
if (abs(loss_p) > 19 and t_dir > 0):
self.LL1 = self.LL2 - 10
self.LL2 = self.LL1 - 25
self.trade_dir = TradeDirection.SELLONLY
elif (abs(loss_p) > 19 and t_dir < 0):
self.HH1 = self.HH2 + 10
self.HH2 = self.HH1 + 25
self.trade_dir = TradeDirection.BUYONLY
def __init__(self, strategy_name):
"""
Initializes UCB1 strategy selection method
"""
StrategyBase.__init__(self, strategy_name)
self.formula = self.ucb1
# overrides bot_list with bandit choices
self.bot_list = Config.get_instance().get_bandit_choices()
self.data = {choice: {'trials': 0, 'sum': 0, 'sum_of_squares': 0} for choice in self.bot_list}
def __init__(self, strategy_name):
"""
Initializes Exp3
"""
StrategyBase.__init__(self, strategy_name)
# overrides bot_list with bandit choices
self.bot_list = Config.get_instance().get_bandit_choices()
self.gamma = Config.get_instance().exp3_gamma
self.alpha = 1
#self.weights = {choice: 1.0 for choice in self.bot_list}
self.weights = {choice: 0.0 for choice in self.bot_list}
def __init__(self, strategy_name):
StrategyBase.__init__(self, strategy_name)
self.result_list = []
self.match_list = []
config = Config.get_instance()
# read score chart from a file
self.score_chart = scorechart.from_file(
config.get(Config.SCORECHART_FILE))
# get weights
self.regrets = config.get(Config.INITIAL_REGRETS)
def __init__(self, strategy_name):
StrategyBase.__init__(self, strategy_name)
self.result_list = []
self.match_list = []
config = Config.get_instance()
# read score chart from a file
self.score_chart = scorechart.from_file(
config.get(Config.SCORECHART_FILE)
)
# get weights
self.regrets = config.get(Config.INITIAL_REGRETS)
def __init__(self, strategy_name):
StrategyBase.__init__(self, strategy_name)
def __init__(self, strategy_name):
StrategyBase.__init__(self, strategy_name)
self.result_list = []
self.match_list = []
self.s_id = None
pass
