コード例 #1
0
		if(i.haveorno == 1):
			tmp += i.number*i.buyprice*50
	roi = (tmp + my_porfolio.money_canbuy + my_porfolio.output_money + my_porfolio.money_deposit)/my_porfolio.total_output_money
	return roi

def TheEed():
	##====		!!!!problem!!!! 	====##	
	print ROI()
	sys.exit()

##      start code here         ##

my_porfolio = porfolio(transation_Time)
my_test_result = test_result()
#my_txff = txff(train_data_feature_few_day)
my_txff = txff(0)
f=open('../../option_roi_result.csv','w')
f.write("date,roi\n")

buyfilelist = open('../../buyfilelist.csv','w')
buyfilelist.write("buy_or_sell,day,strike_price,number,id,PutorCall,buyprice,output_money,money_canbuy\n")

sellfilelist = open('../../sellfilelist.csv','w')
sellfilelist.write("buy_or_sell,sellday,id,number,buyday,buyprice,sellprice\n")

my_option = list(csv.DictReader(open('../../totaloption.csv','r')))

##==== 	Enter Train Test START and End Day ====##
StartDayi = 0
EndDayi = 0
コード例 #2
0
    roi = (tmp + my_porfolio.money_canbuy + my_porfolio.output_money +
           my_porfolio.money_deposit) / my_porfolio.total_output_money
    return roi


def TheEed():
    ##====		!!!!problem!!!! 	====##
    print ROI()
    sys.exit()


##      start code here         ##

my_porfolio = porfolio(transation_Time)
my_test_result = test_result()
my_txff = txff(train_data_feature_few_day)
f = open('option_roi_result.csv', 'w')
f.write("date,roi\n")

#csv.DictReader(open('./totaloption.csv','r')) = csv.DictReader(open('./totaloption.csv','r'))

##====      start roi       ====##
which = 0
for i in range(0, len(my_test_result.label), 1):
    ##====      to count how many days      ====#
    for tra in iter(my_porfolio.transation_list):
        if (tra.haveorno == 1):
            tra.howmanyday += 1
    ##====      if label != 0       ====##
    if (my_test_result.label[i] != 0):