sig_dir = 'EXIT' signal = SignalEvent(self.strategy_id, [symbol], dt, sig_dir, 1.0) self.events.put(signal) self.bought[s] = 'OUT' if __name__ == "__main__": import sys if '../SqlConnWraper' not in sys.path: sys.path.append('../SqlConnWraper') from BuildSQLConnection import build_sql_conn cxcn = build_sql_conn('config.ini') symbol_list = ['AAPL'] initial_capital = 100000.0 heartbeat = 0.0 data_handler = SecurityMasterDataHandler(symbol_list, cxcn) start_date = data_handler.start_dt order_method = EquityWeightOrder backtest = Backtest( symbol_list, initial_capital, heartbeat, start_date, data_handler, SimulatedExecutionHandlerWithCommision, Portfolio, MovingAverageCrossStrategy, order_method
self.long_market = False # print('SHORT: {0} {1}'.format(bar_date, sym)) signal = SignalEvent(1, [sym], dt, 'EXIT', 1.0) self.events.put(signal) if __name__ == "__main__": import sys if '../SqlConnWraper' not in sys.path: sys.path.append('../SqlConnWraper') from BuildSQLConnection import build_sql_conn cxcn = build_sql_conn('config.ini', '../SqlConnWraper/data/spy.csv') symbol_list = ['SPY'] initial_capital = 100000.0 heartbeat = 0.0 # The returns columns is computed in data handler data_handler = SecurityMasterDataHandler(symbol_list, cxcn) start_date = data_handler.start_dt order_method = EquityWeightOrder order_method = NaiveOrder backtest = Backtest( symbol_list, initial_capital, heartbeat,