def find_events(symbol):
events = []
quotes = Quote.get_quotes(symbol)
if len(quotes) < 1:
return events
quote = quotes[0]
stop = None
entry_price = None
hh50 = False
hh20 = False
while quote:
prev = quote
quote = quote.next()
if not quote: # no more data
if entry_price:
#print "Still winning ", entry_price, hh50, hh20
events.append(Event(prev, 'eod', prev.close))
continue
if not hh50 and quote.is_above_50_day_high():
#print "Found a hh50 event %s" % quote
events.append(Event(quote, 'hh50'))
hh50 = True
if entry_price == None:
(entry_price, stop) = get_entry_price_and_stop(quote)
if not hh20 and quote.is_above_20_day_high():
#print "Found a hh20 event %s" % quote
events.append(Event(quote, 'hh20'))
hh20 = True
if entry_price == None:
(entry_price, stop) = get_entry_price_and_stop(quote)
if(hh20 and quote.low < stop): # hit the stop
#print "Found a stop event %s" % quote
events.append(Event(quote, 'stop', stop))
stop = None
entry_price = None
hh50 = None
hh20 = None
continue
if(hh20 and quote.close > entry_price and quote.close < quote.get_indicator().ll_10 ): # exit
#print "Found a exit event %s" % quote
events.append(Event(quote, 'exit', quote.get_indicator().ll_10))
stop = None
entry_price = None
hh50 = None
hh20 = None
continue
#print "Found %s events for ticker %s" %(len(events), symbol)
#print
return events
from dao import Position
from dao import Quote
from connection import db
#print("[%s] %s mavg20=%s mavg50=%s" % (symbol, date, days, sma_50))
total = 100000
currency = 'USD'
#stocks = 0
#symbol = 'LUPE.ST'
symbol = 'AAPL'
symbol = 'RIO.L'
symbol = 'SYSR.ST'
position = None
skip = 20
for quote in Quote.get_quotes(symbol):
skip = skip -1
if skip > 0:
continue
print "\nSimulating %s" % quote
print "%s" % quote.get_indicator()
if position:
position.current_quote = quote
#print "I already have a position for %s" % symbol
#if quote.is_below_10_day_low(position):
if quote.has_met_stop(position):
print "STOP MET %s" % position.get_stop()
print "Selling %s" % position
print "Loss %s" % position.get_gain()
total = total + position.get_value(currency)
position = None