def next(self):
if len(self.data.Volume) > LOOK_BACK:
prices = self.data.Close
hasBuySignal = jModel.hasCustomBuySignal(
self.data.Open, self.data.Close, self.data.High, self.data.Low,
self.data.Body, self.data.Height, self.data.UpShadow,
self.data.LowerShadow)
hasSellSignal = jModel.hasCustomSellSignal(
self.data.Open, self.data.Close, self.data.High, self.data.Low,
self.data.Body, self.data.Height, self.data.UpShadow,
self.data.LowerShadow)
# if np.datetime64(self.data.Date[-1]) == np.datetime64('2018-01-29T00:00:00.000000000'):
# t4 = jModel.isBearishEngulfing(self.data.Open, self.data.Close, self.data.High, self.data.Low, self.data.Body, self.data.Height, self.data.UpShadow, self.data.LowerShadow)
# print('today - isBearishEngulfing - ' + str(t4))
# exit()
if hasBuySignal is not False and self.orderPending is False:
self.buy()
self.orderIndex = self.orderIndex + 1
print(
str(self.orderIndex) + ". Buy at " +
str(self.data.Date[-1]) + " by signal: " +
str(hasBuySignal))
self.orderPending = True
if hasSellSignal is not False and self.orderPending is True:
self.position.close()
print("----------- Sell at " + str(self.data.Date[-1]) +
" by signal: " + str(hasSellSignal))
self.orderPending = False
import warnings
warnings.filterwarnings('ignore')
import os
import sys
METHOD_MODULE_PATH = os.path.abspath('../..')
sys.path.insert(1, METHOD_MODULE_PATH)
import method.algofuncs as _af
import method.JavCan as jModel
DATA_PATH = os.path.abspath('../../vn-stock-data/VNX/')
hold_tickers = ['ABB', 'ACB', 'BSR', 'FPT', 'GMD', 'OCB', 'PVS', 'PVT', 'STB', 'TPB', 'VCI', 'VHG', 'VND', 'VGT']
printedDate = False
for ticker_id2 in hold_tickers:
ticker_data = _af.get_pricing_by_path(DATA_PATH + '/' + ticker_id2 + '.csv', '2021-05-01')
if printedDate == False:
print(ticker_data.Date[-1])
printedDate = True
_1hit_data = ticker_data.tail(10)
new_data = jModel.convertToJapanCandle(_1hit_data)
hasSellSignal = jModel.hasCustomSellSignal(new_data.Open, new_data.Close, new_data.High, new_data.Low,
new_data.Body, new_data.Height, new_data.UpShadow,
new_data.LowerShadow, new_data.Date)
if hasSellSignal is not False:
print(ticker_id2 + ' -- ' + str(hasSellSignal))
# print(jModel.isBlackCandlestick(new_data.Open[-3], new_data.Close[-3]))
# print(jModel.isBlackCandlestick(new_data.Open[-2], new_data.Close[-2]))
# print(jModel.isBlackCandlestick(new_data.Open[-1], new_data.Close[-1]))