def test_experiment_h7(self): dataobj = da.DataAccess('Yahoo') symbols = dataobj.get_symbols_from_list('sp5002012') symbols = symbols + ["SPY"] keys = ["close"] data = data_access.load("2008-01-01", "2009-12-31", 16, symbols, keys) events = find_events_h7(data) write_strategy("data/orders_bollinger_h7.csv", events, strategy) build_market(100000, "data/orders_bollinger_h7.csv", "data/market_sim_bollinger_h7.csv") analise_market("data/market_sim_bollinger_h7.csv", "$SPX", "data/market_sim_bollinger_h7.png")
def test_experiment(self): """ http://wiki.quantsoftware.org/index.php?title=CompInvesti_Homework_7 """ """ dataobj = da.DataAccess('Yahoo') symbols = dataobj.get_symbols_from_list('sp5002012') symbols = symbols + ["SPY"] keys = ["close"] data = data_access.load("2008-01-01", "2009-12-31", 16, symbols, keys) events = find_events(data) write_strategy("data/orders_bollinger.csv", events, strategy) """ #build_market(100000, "data/orders_bollinger.csv", "data/market_sim_bollinger.csv") analise_market("data/market_sim_bollinger.csv", "$SPX", "data/market_sim_bollinger.png")
def test_analise_market_sim(self): market_analyzer.analise_market("../data/values_5_dollar_events.csv", "SPY", "../data/5_dollar_events.png")