from algotrader.strategies import Idra
if __name__ == "__main__":
idra = Idra()
idra.getStrategyTrades()
print "finished"
from algotrader.strategies import Idra
from algotrader.workers import RateProcessor
from algotrader.workers import SharpeProcessor
from algotrader.database import database
from datetime import datetime, timedelta
import sys
import json
from bson import json_util
if __name__ == "__main__":
database.removeTrades()
#sharpe = SharpeProcessor()
#longSharpe = sharpe.computeLongSharpe(longRates)
#longShortSharpe = sharpe.computeLongShortMarketNeutralSharpe(longRates, shortRates)
#sharpe.computeMaxMinDrawdown(longRates, shortRates)
# Test last two years of data
beginDate = datetime.strptime("2015-04-21", "%Y-%m-%d")
endDate = datetime.today()
idra = Idra(beginDate, endDate)
# Test Strategy
returns = idra.testStrategy()
longSharpe = sharpe.computeLongSharpe(returns)
print longSharpe
print "finished!"
