コード例 #1
0
ファイル: macdopt.py プロジェクト: kongscn/pyta
def opt(products):
    time_start = time.time()
    recs = []
    model = MACD()

    for product in products:
        logger.info('Start analysis of %s', product.code)
        model.product = product
        recs += opt_single(model)

    time_end = time.time()
    recs = fromrecords(recs, names=['code', 'nfast',
                                    'nslow', 'nmacd', 'revenue'])
    rec2csv(recs, join(CONFIG['out_p'], 'opt.csv'))

    pst = time_end - time_start

    logger.info(('Total %s para combinations computed, '
           'roughly %.3f seconds, %.3f ms per calc.'),
              len(recs), pst, pst / len(recs) * 1000)

    return recs
コード例 #2
0
ファイル: temp_test.py プロジェクト: kongscn/pyta
Test the moving average algo


'''

import pandas as pd

from strategies.macd import MACD



__author__ = 'kongs'


if __name__ == '__main__':
    ts=list(range(100)) + list(range(100,0,-1))
    ts=ts*2

    index=pd.date_range('2001-01-01', periods=len(ts))

    ts=pd.Series(ts, index=index)
    ts.name='Close'

    product=pd.DataFrame(ts)
    product.code='TProduct'

    macd=MACD()
    macd.product=product

    macd.analyze()
    macd.summary()