class StrategyCalculator(): def __init__(self, tickerName): self.tickerName = tickerName self.comparator = Comparator(self.tickerName) self.analyser = Analyser(self.tickerName, self.comparator) def inform(self, df): # print("Calculating Strategy for " + str(self.tickerName) + " at " + str(timeStamp) + "...") ### TO-DO: Develop strategies to calculate ## ## Inform Analyser to do the interval Analysis first ## This is before the pseudotrades to ensure no clashes self.analyser.intervalAnalysis(df.head(1)) self.comparator.intervalAnalysis(df.head(1)) indi = ind.Indicator() Results = indi.beginCalc(df, self.tickerName) for i in Results: # print('Indicator: ' + i) # print('Position: ' + str((Results[i])['position'])) if (Results[i])["position"] != 0: self.analyser.PseudoTrade(df, i, Results[i]) ### for testing # self.analyser.PseudoTrade(df,i, Results[i], atr) ### ### END TO-DO # print("Calculated Strategy for " + str(self.tickerName) + " at " + str(timeStamp)) self.comparator.compare(Results, df["date"].values[0])
class StrategyCalculator(): def __init__(self, tickerName): self.tickerName = tickerName self.comparator = Comparator(self.tickerName) self.analyser = Analyser(self.tickerName, self.comparator) def inform(self, df): # print("Calculating Strategy for " + str(self.tickerName) + " at " + str(timeStamp) + "...") ### TO-DO: Develop strategies to calculate ## ## Inform Analyser to do the interval Analysis first ## This is before the pseudotrades to ensure no clashes self.analyser.intervalAnalysis(df.head(1)) #1. Calculate ATR for potential trade atr = atrcalc.ATRcalc(df) indi = ind.Indicator() Results = indi.beginCalc(df, self.tickerName, atr) for i in Results: if Results[i] != 0: self.analyser.PseudoTrade(df, i, Results[i], atr) ### for testing # self.analyser.PseudoTrade(df,i, Results[i], atr) ### ### END TO-DO # print("Calculated Strategy for " + str(self.tickerName) + " at " + str(timeStamp)) self.comparator.compare(Results, atr)