def test_prebaked_simple_system(self):
"""
This is the simple system from 'examples.introduction.prebakedsimplesystems'
"""
my_system = simplesystem(log_level="on")
print(my_system)
print(my_system.portfolio.get_notional_position("EDOLLAR").tail(5))
def test_prebaked_from_confg(self):
"""
This is the config system from 'examples.introduction.prebakedsimplesystems'
"""
my_config = Config("systems.provided.example.simplesystemconfig.yaml")
my_data = csvFuturesSimData()
my_system = simplesystem(config=my_config, data=my_data)
print(my_system.portfolio.get_notional_position("EDOLLAR").tail(5))
from systems.provided.example.simplesystem import simplesystem
my_system = simplesystem(log_level="on")
print(my_system)
print(my_system.portfolio.get_notional_position("EDOLLAR").tail(5))
from sysdata.csvdata import csvFuturesData
from sysdata.configdata import Config
"""
Now loading config and data
"""
my_config = Config("systems.provided.example.simplesystemconfig.yaml")
my_data = csvFuturesData()
my_system = simplesystem(config=my_config, data=my_data)
print(my_system.portfolio.get_notional_position("EDOLLAR").tail(5))
"""
Let's get the chapter 15 system
"""
from systems.provided.futures_chapter15.basesystem import futures_system
from matplotlib.pyplot import show
system = futures_system(log_level="on")
print(system.accounts.portfolio().sharpe())
system.accounts.portfolio().curve().plot()
show()
from systems.provided.example.simplesystem import simplesystem
my_system = simplesystem(log_level="on")
print(my_system)
print(my_system.portfolio.get_notional_position("EDOLLAR").tail(5))
from sysdata.csvdata import csvFuturesData
from sysdata.configdata import Config
"""
Now loading config and data
"""
my_config = Config("systems.provided.example.simplesystemconfig.yaml")
my_data = csvFuturesData()
my_system = simplesystem(config=my_config, data=my_data)
print(my_system.portfolio.get_notional_position("EDOLLAR").tail(5))
"""
Let's get the chapter 15 system
"""
from systems.provided.futures_chapter15.basesystem import futures_system
from matplotlib.pyplot import show
system = futures_system(log_level="on")
print(system.accounts.portfolio().sharpe())
system.accounts.portfolio().curve().plot()
show()
"""
Same for estimated system
"""
from systems.provided.example.simplesystem import simplesystem
my_system = simplesystem()
print(my_system)
print(my_system.portfolio.get_notional_position("EDOLLAR").tail(5))
from sysdata.csvdata import csvFuturesData
from sysdata.configdata import Config
"""
Now loading config and data
"""
my_config = Config("systems.provided.example.simplesystemconfig.yaml")
my_data = csvFuturesData()
my_system = simplesystem(config=my_config, data=my_data)
print(my_system.portfolio.get_notional_position("EDOLLAR").tail(5))
"""
Let's get the chapter 15 system
"""
from systems.provided.futures_chapter15.basesystem import futures_system
from matplotlib.pyplot import show
system = futures_system()
print(system.accounts.portfolio().sharpe())
system.accounts.portfolio().curve().plot()
show()