def __init__(self):
"""
Load buy strategy and sell strategy.
"""
# record the buy and sell
self._data_need = None
self._fund = 0
# for every stock we have a container
self.stock_asset = OrderBook()
self.asset_daliy = None
self._sell_record_list = []
self._buy_record_list = []
def __init__(self):
"""
Load buy strategy and sell strategy.
"""
# record the buy and sell
self._data_need = None
self._fund = 0
# for every stock we have a container
self.stock_asset = OrderBook()
self.asset_daliy = None
self._sell_record_list = []
self._buy_record_list = []
class StrategyBase(object):
def __init__(self):
"""
Load buy strategy and sell strategy.
"""
# record the buy and sell
self._data_need = None
self._fund = 0
# for every stock we have a container
self.stock_asset = OrderBook()
self.asset_daliy = None
self._sell_record_list = []
self._buy_record_list = []
def init(self, fund):
self._fund = fund
self.stock_asset.clear()
self.asset_daliy = []
def get_data_need(self):
"""
One strategy must know how much data it need, it help backtest.
"""
return self._data_need
def set_data_need(self, length):
self._data_need = length
@abstractmethod
def if_buy(self, *argv, **kwargs):
"""
Check if buy stock.
:param argv:
:param kwargs:
:return: first is price, second is date
"""
return None, None
@abstractmethod
def if_sell(self, *argv, **kwargs):
"""
Check if sell the stock.
:param argv:
:param kwargs:
:return: fist is price, second is date
"""
return None, None
@abstractmethod
def summary(self, *argv, **kwargs):
"""
Summary the buy and sell, get return.
:param argv:
:param kwargs:
:return:
"""
pass
def buy_strategy(self, *argv, **kwargs):
"""
Here is just a sample buy strategy.
:param data:
:return:
"""
# print 'go here'
name = kwargs.get('name')
price = kwargs.get("price")
date = kwargs.get("date")
tax = kwargs.get("tax")
number = max_buy_number(self._fund, price, tax)
if number != 0:
self._fund -= price * (1 + tax) * number * 100
cost_tax = price * number * 100 * 0.001
record = Order(name=name,
date=date,
number=number,
price=price,
tax=cost_tax,
buy=True)
print 'This is the buy record: ', record
self.stock_asset.add_order(record)
self._buy_record_list.append(record)
return True
return False
def sell_strategy(self, *args, **kwargs):
"""
Here is just a sample sell strategy.
# TODO: Sell strategy should be configable.
:param data:
:return: True or False
"""
name = kwargs.get('name')
price = kwargs.get("price")
date = kwargs.get('date')
tax = kwargs.get("tax")
record = self.stock_asset.get_order(name)
if record is not None and record.number > 0:
sell_record = Order(name=name,
date=date,
price=price,
number=record.number,
tax=0,
sell=True)
print 'This is the sell record:', sell_record
self._fund += record.number * price * 100 * (1 - tax)
self.stock_asset.add_order(sell_record)
self._sell_record_list.append(sell_record)
return True
return False
def get_asset(self, stock, data):
record = self.stock_asset.get_order(stock)
if record is not None:
current_asset = self._fund + record.number * data[4] * 100
else:
current_asset = self._fund
# print 'This is get assert', record
# print 'current stock:', record , 'current fund: ', self._fund
self.asset_daliy.append(current_asset)
def get_asset_daliy(self):
return self.asset_daliy
class StrategyBase(object):
def __init__(self):
"""
Load buy strategy and sell strategy.
"""
# record the buy and sell
self._data_need = None
self._fund = 0
# for every stock we have a container
self.stock_asset = OrderBook()
self.asset_daliy = None
self._sell_record_list = []
self._buy_record_list = []
def init(self, fund):
self._fund = fund
self.stock_asset.clear()
self.asset_daliy = []
def get_data_need(self):
"""
One strategy must know how much data it need, it help backtest.
"""
return self._data_need
def set_data_need(self, length):
self._data_need = length
@abstractmethod
def if_buy(self, *argv, **kwargs):
"""
Check if buy stock.
:param argv:
:param kwargs:
:return: first is price, second is date
"""
return None, None
@abstractmethod
def if_sell(self, *argv, **kwargs):
"""
Check if sell the stock.
:param argv:
:param kwargs:
:return: fist is price, second is date
"""
return None, None
@abstractmethod
def summary(self, *argv, **kwargs):
"""
Summary the buy and sell, get return.
:param argv:
:param kwargs:
:return:
"""
pass
def buy_strategy(self, *argv, **kwargs):
"""
Here is just a sample buy strategy.
:param data:
:return:
"""
# print 'go here'
name = kwargs.get('name')
price = kwargs.get("price")
date = kwargs.get("date")
tax = kwargs.get("tax")
number = max_buy_number(self._fund, price, tax)
if number != 0:
self._fund -= price*(1+tax)*number*100
cost_tax = price*number*100*0.001
record = Order(name=name, date=date,
number=number, price=price, tax=cost_tax, buy=True)
print 'This is the buy record: ', record
self.stock_asset.add_order(record)
self._buy_record_list.append(record)
return True
return False
def sell_strategy(self, *args, **kwargs):
"""
Here is just a sample sell strategy.
# TODO: Sell strategy should be configable.
:param data:
:return: True or False
"""
name = kwargs.get('name')
price = kwargs.get("price")
date = kwargs.get('date')
tax = kwargs.get("tax")
record = self.stock_asset.get_order(name)
if record is not None and record.number > 0:
sell_record = Order(name=name, date=date,
price=price, number=record.number,
tax=0, sell=True)
print 'This is the sell record:', sell_record
self._fund += record.number * price * 100*(1-tax)
self.stock_asset.add_order(sell_record)
self._sell_record_list.append(sell_record)
return True
return False
def get_asset(self, stock, data):
record = self.stock_asset.get_order(stock)
if record is not None:
current_asset = self._fund + record.number * data[4] * 100
else:
current_asset = self._fund
# print 'This is get assert', record
# print 'current stock:', record , 'current fund: ', self._fund
self.asset_daliy.append(current_asset)
def get_asset_daliy(self):
return self.asset_daliy
