コード例 #1
0
ファイル: backTester.py プロジェクト: zxlstoner/ultrafinance
    def __init__(self,
                 configFile,
                 startTickDate=0,
                 startTradeDate=0,
                 endTradeDate=None,
                 cash=150000,
                 symbolLists=None):
        LOG.debug("Loading config from %s" % configFile)
        self.__config = PyConfig()
        self.__config.setSource(configFile)

        self.__cash = cash
        self.__mCalculator = MetricManager()
        self.__symbolLists = symbolLists
        self.__accounts = []
        self.__startTickDate = startTickDate
        self.__startTradeDate = startTradeDate
        self.__endTradeDate = endTradeDate
        self.__firstSaver = None