def load_sd_col(self, data_col_tickers, decision, startdate):
for ticker in data_col_tickers:
sd = stk.StockData()
sd.load(ticker, startdate)
des = copy.deepcopy(decision)
des_col = DecisionCollection("PORTF", 10000)
des.decision.post_set(sd, des_col)
self.decision_lst.append(des)
def do_simulation(self, arg):
ticker, startdate = arg.split()
calc = stk.StockCalcIndex(self.stk_data_coll)
sd = stk.StockData()
sd.load(ticker, startdate)
port = des.DecisionCollection(ticker, 50000)
decision = des.DecisionSimpleSMA(ticker, (sd.Cs, sd.dates), port)
decision.looper()
print ticker, ":", str(port)
port2 = des.DecisionCollection(ticker, 50000)
decision2 = des.DecisionSimpleStopSMA(
ticker,
(sd.Cs, sd.dates),
port2,
risk_factor=0.01,
)
decision2.looper()
print ticker, ":", str(port2)
port2.print_all()
a_plot = plot.Plot(plot.PlotCell((sd.Cs, sd.dates)))
a_plot.addSimple(
plot.PlotCell(calc.sma((sd.Cs, sd.dates), 200), overlay=True))
a_plot.addSimple(
plot.PlotCell(calc.sma((sd.Cs, sd.dates), 50), overlay=True))
a_plot.addSimple(
plot.PlotCell(calc.llv((sd.Cs, sd.dates), 100), overlay=True))
a_plot.addSimple(
plot.PlotCell(port2.get_enter_plot_cell(),
overlay=True,
color='go'))
a_plot.addSimple(
plot.PlotCell(port2.get_leave_plot_cell(),
overlay=True,
color='ro'))
a_plot.addSimple(plot.PlotCell(port2.get_value_plot_cell()))
a_plot.plot()
def do_plot_collection(self, arg):
calc = stk.StockCalcIndex(self.stk_data_coll)
sd = stk.StockData()
ticker, startdate = arg.split()
sd.load(ticker, startdate)
a_plot = plot.Plot(plot.PlotCell((sd.Cs, sd.dates)))
a_plot.addSimple(
plot.PlotCell(calc.sma((sd.Cs, sd.dates), 200), overlay=True))
a_plot.addSimple(
plot.PlotCell(calc.sma((sd.Cs, sd.dates), 50), overlay=True))
a_plot.addSimple(
plot.PlotCell(calc.llv((sd.Cs, sd.dates), 100), overlay=True))
a_plot.addSimple(plot.PlotCell(calc.sma((sd.Vs, sd.dates), 20)))
a_plot.addSimple(plot.PlotCell(calc.obv((sd.Cs, sd.Vs, sd.dates))))
a_plot.addSimple(plot.PlotCell(calc.correlation_adj(
(sd.Cs, sd.dates))))
a_plot.plot()
def do_simulation_collection(self, arg):
for ticker in self.stk_data_coll.stk_data_coll:
sd = stk.StockData()
sd.load(ticker, arg)
port = des.DecisionCollection(ticker, 50000)
decision = des.DecisionSimpleStopSMA(ticker, (sd.Cs, sd.dates),
port,
risk_factor=0.02,
sma_fast=10,
sma_slow=50,
stop_per=5)
decision.looper()
port4 = des.DecisionCollection(ticker, 50000)
decision4 = des.DecisionSimpleSMA(ticker, (sd.Cs, sd.dates),
port4,
sma_fast=10,
sma_slow=50,
stop_per=5)
decision4.looper()
port2 = des.DecisionCollection(ticker, 50000)
decision2 = des.DecisionSimpleSMA(ticker, (sd.Cs, sd.dates), port2)
decision2.looper()
port3 = des.DecisionCollection(ticker, 50000)
decision3 = des.DecisionSimpleStopSMA(ticker, (sd.Cs, sd.dates),
port3,
risk_factor=0.02,
sma_fast=50,
sma_slow=200,
stop_per=40)
decision3.looper()
print "STOP_FAST - ", ticker, " ", str(port)
print "SIMPLE_FAST - ", ticker, " ", str(port4)
print "STOP_SLOW - ", ticker, " ", str(port3)
print "SIMPLE_SLOW - ", ticker, " ", str(port2)
def do_plot_ticker_indexes(self, arg):
calc = stk.StockCalcIndex(self.stk_data_coll)
sd = stk.StockData()
ticker, indexes, startdate = arg.split()
indexes = indexes.split(',', 1)
sd.load(ticker, startdate)
a_plot = plot.Plot(plot.PlotCell((sd.Cs, sd.dates)))
a_plot.addSimple(
plot.PlotCell(calc.sma((sd.Cs, sd.dates), 200), overlay=True))
a_plot.addSimple(
plot.PlotCell(calc.sma((sd.Cs, sd.dates), 50), overlay=True))
for index in indexes:
p = plot.PlotCellIndex(index)
p.truncate(startdate)
a_plot.addSimple(plot.PlotCell((p.data, p.dates)))
a_plot.addSimple(plot.PlotCell(calc.sma((p.data, p.dates), 20)))
a_plot.addSimple(
plot.PlotCell(calc.sma((p.data, p.dates), 50), overlay=True))
a_plot.plot()
import stock as stk
import portfolio as portf
import sys
if __name__ == "__main__":
a = stk.StockData()
a.load(sys.argv[1], sys.argv[2], sys.argv[3])
calc = stk.StockCalc()
at = portf.AT(a.history, 10000)
at.add_indicator(calc.sma((a.Cs, a.dates), 50))
at.add_indicator(calc.sma((a.Cs, a.dates), 200))
at.run()
#at.port.print_log()
#print a.plot()
a_plot = stk.StockPlot(stk.StockPlotCell((a.Cs, a.dates)))
a_plot.addSimple(
stk.StockPlotCell(calc.sma((a.Cs, a.dates), 200), overlay=True))
a_plot.addSimple(
stk.StockPlotCell(calc.sma((a.Cs, a.dates), 50), overlay=True))
a_plot.addSimple(
stk.StockPlotCell(at.get_buy_plot_cell(), overlay=True, color='go'))
a_plot.addSimple(
stk.StockPlotCell(at.get_sell_plot_cell(), overlay=True, color='ro'))
a_plot.addSimple(stk.StockPlotCell(calc.sma((a.Vs, a.dates), 5)))
a_plot.addSimple(stk.StockPlotCell(calc.obv((a.Cs, a.Vs, a.dates))))
#a_plot.addSimple(stk.StockPlotCell( stkCalc.perc_diffs((a.get_close_list(), a.get_date_list()))))