コード例 #1
0
    def run(self, data_row, cash_infusion, sell_out=False):
        high = DataUtils.get_high_from_row(data_row)
        low = DataUtils.get_low_from_row(data_row)
        date = DataUtils.get_date_from_row(data_row)

        if cash_infusion > 0:
            self.cash += cash_infusion
            self.amount_to_invest_per_day = self.cash / 30

        if self.cash > 0:
            if self.cash > self.amount_to_invest_per_day:
                new_market_position = MarketPosition(
                    date, low, self.amount_to_invest_per_day)
                self.cash -= self.amount_to_invest_per_day
            else:
                new_market_position = MarketPosition(date, low, self.cash)
                self.cash = 0
            self.market_positions.append(new_market_position)

        balance = 0

        if sell_out:
            for mp in self.market_positions:
                balance += mp.sell(date, high)
        else:
            for mp in self.market_positions:
                balance += mp.current_value(high)

        return balance
コード例 #2
0
 def __init__(self, first_day, starting_cash):
     self.market_positions = [
         MarketPosition(DataUtils.get_date_from_row(first_day),
                        DataUtils.get_low_from_row(first_day),
                        starting_cash)
     ]
     self.cash = 0
コード例 #3
0
	def run(self, data_row, cash_infusion, sell_out=False):
		high = DataUtils.get_high_from_row(data_row)
		low = DataUtils.get_low_from_row(data_row)
		date = DataUtils.get_date_from_row(data_row)

		if cash_infusion > 0:
			new_market_position = MarketPosition(date, low, cash_infusion)
			self.market_positions.append(new_market_position)

		balance = 0
					
		if sell_out:
			for mp in self.market_positions:
				balance += mp.sell(date, high)
		else:
			for mp in self.market_positions:
				balance += mp.current_value(high)

		return balance