ewmac_8 = TradingRule((ewmac, [], dict(Lfast=8, Lslow=32))) ewmac_32 = TradingRule( dict(function=ewmac, other_args=dict(Lfast=32, Lslow=128))) my_rules = Rules(dict(ewmac8=ewmac_8, ewmac32=ewmac_32)) print(my_rules.trading_rules()['ewmac32']) my_system = System([my_rules], data) my_system.rules.get_raw_forecast("EDOLLAR", "ewmac32").tail(5) from sysdata.configdata import Config my_config = Config() my_config empty_rules = Rules() my_config.trading_rules = dict(ewmac8=ewmac_8, ewmac32=ewmac_32) my_system = System([empty_rules], data, my_config) my_system.rules.get_raw_forecast("EDOLLAR", "ewmac32").tail(5) from systems.forecast_scale_cap import ForecastScaleCap # we can estimate these ourselves my_config.instruments = ["US10", "EDOLLAR", "CORN", "SP500"] my_config.use_forecast_scale_estimates = True fcs = ForecastScaleCap() my_system = System([fcs, my_rules], data, my_config) print( my_system.forecastScaleCap.get_forecast_scalar("EDOLLAR", "ewmac32").tail(5))
ewmac_8 = TradingRule((ewmac, [], dict(Lfast=8, Lslow=32))) ewmac_32 = TradingRule( dict(function=ewmac, other_args=dict(Lfast=32, Lslow=128))) my_rules = Rules(dict(ewmac8=ewmac_8, ewmac32=ewmac_32)) print(my_rules.trading_rules()['ewmac32']) my_system = System([my_rules], data) my_system.rules.get_raw_forecast("EDOLLAR", "ewmac32").tail(5) from sysdata.configdata import Config my_config = Config() my_config empty_rules = Rules() my_config.trading_rules = dict(ewmac8=ewmac_8, ewmac32=ewmac_32) my_system = System([empty_rules], data, my_config) my_system.rules.get_raw_forecast("EDOLLAR", "ewmac32").tail(5) from systems.forecast_scale_cap import ForecastScaleCap ## we can estimate these ourselves my_config.instruments=[ "US10", "EDOLLAR", "CORN", "SP500"] my_config.use_forecast_scale_estimates=True fcs=ForecastScaleCap() my_system = System([fcs, my_rules], data, my_config) print(my_system.forecastScaleCap.get_forecast_scalar("EDOLLAR", "ewmac32").tail(5)) ## or we can use the values from the book