def getyahoojpan(self, ticker, startdate, enddate = date.today()):
self.bars = yahoojap.get_historical(ticker, startdate, enddate, filename = None)
self.bars.reverse()
tickers = map(lambda x: str(x), tickers)
tot_pnl = 0
for ticker in tickers:
bt = Strat2(store = store)
print "ticker = " + str(ticker)
try:
open(ticker + ".quotes", "rb")
except:
print "downloading quotes ..."
yahoojap.get_historical(ticker, date(2010,1,1), filename = ticker + ".quotes")
bt.load(ticker + ".quotes")
print "running backtest ..."
bt.run()
#bt.store.save(open(ticker + ".log", "wb"))
pnl = bt.store[bt.name]["final pnl"]
tot_pnl += pnl[3]
print "pnl = " + str(pnl[0]) + ", unrealized pnl = " + str(pnl[2]) + ", total pnl = " + str(pnl[3]) + "\n"
fig = bt.draw()