sig_dir = 'EXIT'
signal = SignalEvent(self.strategy_id, [symbol], dt, sig_dir, 1.0)
self.events.put(signal)
self.bought[s] = 'OUT'
if __name__ == "__main__":
import sys
if '../SqlConnWraper' not in sys.path:
sys.path.append('../SqlConnWraper')
from BuildSQLConnection import build_sql_conn
cxcn = build_sql_conn('config.ini')
symbol_list = ['AAPL']
initial_capital = 100000.0
heartbeat = 0.0
data_handler = SecurityMasterDataHandler(symbol_list, cxcn)
start_date = data_handler.start_dt
order_method = EquityWeightOrder
backtest = Backtest(
symbol_list, initial_capital, heartbeat,
start_date, data_handler, SimulatedExecutionHandlerWithCommision,
Portfolio, MovingAverageCrossStrategy, order_method
self.long_market = False
# print('SHORT: {0} {1}'.format(bar_date, sym))
signal = SignalEvent(1, [sym], dt, 'EXIT', 1.0)
self.events.put(signal)
if __name__ == "__main__":
import sys
if '../SqlConnWraper' not in sys.path:
sys.path.append('../SqlConnWraper')
from BuildSQLConnection import build_sql_conn
cxcn = build_sql_conn('config.ini', '../SqlConnWraper/data/spy.csv')
symbol_list = ['SPY']
initial_capital = 100000.0
heartbeat = 0.0
# The returns columns is computed in data handler
data_handler = SecurityMasterDataHandler(symbol_list, cxcn)
start_date = data_handler.start_dt
order_method = EquityWeightOrder
order_method = NaiveOrder
backtest = Backtest(
symbol_list, initial_capital, heartbeat,
