Esempio n. 1
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    def __init__(self, status):
        Strategy.__init__(self, status)

        self.bolingerband = 0
        self.bol_std = 0
        self.bol_mean = 0
        self.bol_mean_period = 25
Esempio n. 2
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    def __init__(self, status):
        Strategy.__init__(self, status)

        self.knn_train_period = 100
        self.knn_pred_period = 100
        self.knn_neighbors = 10
        self.predict = 0
        self.now = 0
        self.beta = 0
        self.knn_ts = pd.DataFrame()
Esempio n. 3
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    def __init__(self, status):
        Strategy.__init__(self, status)

        self.beta = 0
        self.beta_pre = 0
        self.mean_period_short = 20
        self.mean_period_long = 40

        self.sma_short_ts = pd.DataFrame()
        self.sma_long_ts = pd.DataFrame()
Esempio n. 4
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    def __init__(self, status):
        Strategy.__init__(self, status)

        self.beta = 0
        self.beta_pre = 0
        self.mean_period_short = 20
        self.mean_period_long = 40

        self.sma_short_ts = pd.DataFrame()
        self.sma_long_ts = pd.DataFrame()
Esempio n. 5
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    def __init__(self, status):
        Strategy.__init__(self, status)

        self.beta = 0
        self.mean_period_short = 20
        self.mean_period_long = 40
        self.buy_threshold = 1.0
        self.sell_threshold = 1.0

        self.sma_short_ts = pd.DataFrame()
        self.sma_long_ts = pd.DataFrame()
Esempio n. 6
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    def __init__(self, status):
        Strategy.__init__(self, status)

        self.beta_pre = 0
        self.beta = 0
        self.mean_period_short = 20
        self.mean_period_long = 40
        self.buy_threshold = 1.0
        self.sell_threshold = 1.0

        self.sma_short_ts = pd.DataFrame()
        self.sma_long_ts = pd.DataFrame()
        self.sma_ols_ts = pd.DataFrame()

        self.mean_for_ols_period = 20
        self.ols_period = 40

        self.a = 0
        self.b = 0
        self.pre_b = 0
Esempio n. 7
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    def __init__(self, status):
        Strategy.__init__(self, status)

        self.beta_pre = 0
        self.beta = 0
        self.mean_period_short = 20
        self.mean_period_long = 40
        self.buy_threshold = 1.0
        self.sell_threshold = 1.0

        self.sma_short_ts = pd.DataFrame()
        self.sma_long_ts = pd.DataFrame()
        self.sma_ols_ts = pd.DataFrame()

        self.mean_for_ols_period = 20
        self.ols_period = 40

        self.a = 0
        self.b = 0
        self.pre_b = 0
Esempio n. 8
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    def __init__(self, status):
        Strategy.__init__(self, status)

        self.beta = 0
        self.period = 30
Esempio n. 9
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    def __init__(self, status):
        Strategy.__init__(self, status)

        self.beta = 0
        self.period = 30
Esempio n. 10
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    def __init__(self, status):
        Strategy.__init__(self, status)

        self.rsi = 50
        self.rsi_period = 40
Esempio n. 11
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    def __init__(self, status):
        Strategy.__init__(self, status)

        self.period_back = 30
        self.momentum = 0
        self.beta = 0
Esempio n. 12
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    def __init__(self, status):
        Strategy.__init__(self, status)

        self.period_back = 30
        self.momentum = 0
        self.beta = 0