def main(): """ Main in transforming data for strategy Euler.""" for instrument in common.ALL_PAIRS: # Gather necessary data. in_file = common.get_raw_data(instrument) out_file = util.get_clean_data(instrument) pip_factor = common.get_pip_factor(instrument) # Transform. transform(in_file, out_file, pip_factor) return
def __init__(self, instrument): """ Initialize the BaseStrategy class. Args: instrument: string. The currency pair. e.g. 'EUR_USD'. Returns: void. """ self.instrument = instrument self.pip_factor = common.get_pip_factor(instrument) self.params = {} return