def __init__(self):
StrategyBase.__init__(self)
self.logger = get_module_logger("macd")
# coding=utf-8
from Configurable import Configurable
from backtest.order_book import OrderBook
from data.order import Order
import numpy as np
import logging
from backtest.utils.utils import get_module_logger
logger = get_module_logger(__name__)
logger.info("init the loger from " + __name__)
class Account(Configurable):
"""
This is the core class in the simulator, since account is the center of
my framework, it connect the market and the algorithm(which is human in
general). So this class must be well designed.
"""
def set_to_context(self, context):
pass
def get_from_context(self, context):
pass
def __init__(self, cash, database):
"""
In order to simualte the T+1 market, in this class, I have added the
old order and the new order variable. The new order is the order deal
today, so it can not sell immediately. After every day, new order and
def __init__(self):
StrategyBase.__init__(self)
self.logger = get_module_logger("macd")
