def RunTradingModelBuyHold(ticker: str,
startDate: str,
durationInYears: int,
totalFunds: int,
verbose: bool = False,
saveHistoryToFile: bool = True,
returndailyValues: bool = False):
modelName = 'BuyHold' + '_' + ticker
tm = TradingModel(modelName, ticker, startDate, durationInYears,
totalFunds, verbose)
if not tm.modelReady:
print('Unable to initialize price history for model for ' +
str(startDate))
if returndailyValues: return pandas.DataFrame()
else: return totalFunds
else:
while not tm.ModelCompleted():
tm.ProcessDay()
currentPrices = tm.GetPriceSnapshot()
if not currentPrices == None:
if tm.TraunchesAvailable(
) and tm.FundsAvailable() > currentPrices.high:
tm.PlaceBuy(ticker, currentPrices.low, True)
if tm.AccountingError(): break
if returndailyValues:
tm.CloseModel(verbose, saveHistoryToFile)
return tm.GetdailyValue() #return daily value
else:
return tm.CloseModel(verbose,
saveHistoryToFile) #return closing value
def RunTradingModelBuyHold(tm: TradingModel, ticker: str):
currentPrices = tm.GetPriceSnapshot()
if tm.verbose:
print(currentPrices.snapShotDate, currentPrices.nextDayTarget)
if not currentPrices == None:
if tm.TranchesAvailable() > 0 and tm.FundsAvailable(
) > currentPrices.high:
tm.PlaceBuy(ticker, currentPrices.low, True)
def RunTradingModelBuyHold(tm: TradingModel, ticker: str):
#Baseline model, buy and hold
currentPrices = tm.GetPriceSnapshot()
if tm.verbose:
print(currentPrices.snapShotDate, currentPrices.nextDayTarget)
if not currentPrices == None:
for i in range(tm._tranchCount):
available, buyPending, sellPending, longPositions = tm.PositionSummary(
)
if tm.TranchesAvailable() > 0 and tm.FundsAvailable(
) > currentPrices.high:
tm.PlaceBuy(ticker, currentPrices.low, True)
if available == 0: break
def RunTradingModelSeasonal(tm: TradingModel, ticker: str):
SellMonth = 4 #April
BuyMonth = 10 #October
currentPrices = tm.GetPriceSnapshot()
if not currentPrices == None:
low = currentPrices.low
high = currentPrices.high
m = tm.currentDate.month
available, buyPending, sellPending, longPositions = tm.PositionSummary(
)
if m >= SellMonth and m <= BuyMonth:
if longPositions > 0: tm.PlaceSell(ticker, high, True)
else:
if available > 0 and tm.FundsAvailable() > high:
tm.PlaceBuy(ticker, low, True)
def RunTradingModelSeasonal(tm: TradingModel, ticker: str):
#Buy in November, sell in May
SellMonth = 5
BuyMonth = 11
currentPrices = tm.GetPriceSnapshot()
if not currentPrices == None:
low = currentPrices.low
high = currentPrices.high
m = tm.currentDate.month
for i in range(tm._tranchCount):
available, buyPending, sellPending, longPositions = tm.PositionSummary(
)
if m >= SellMonth and m <= BuyMonth:
if longPositions > 0:
tm.PlaceSell(ticker, high, True)
else:
break
else:
if available > 0 and tm.FundsAvailable() > high:
tm.PlaceBuy(ticker, low, True)
else:
break
def RunTradingModelSeasonal(ticker: str,
startDate: str,
durationInYears: int,
totalFunds: int,
verbose: bool = False,
saveHistoryToFile: bool = True,
returndailyValues: bool = False):
modelName = 'Seasonal' + '_' + ticker
tm = TradingModel(modelName, ticker, startDate, durationInYears,
totalFunds, verbose)
if not tm.modelReady:
print('Unable to initialize price history for model for ' +
str(startDate))
if returndailyValues: return pandas.DataFrame()
else: return totalFunds
else:
while not tm.ModelCompleted():
tm.ProcessDay()
currentPrices = tm.GetPriceSnapshot()
if not currentPrices == None:
low = currentPrices.low
high = currentPrices.high
m = tm.currentDate.month
available, buyPending, sellPending, longPositions = tm.GetPositionSummary(
)
if m >= 11 or m <= 4: #Buy if Nov through April, else sell
if available > 0 and tm.FundsAvailable() > high:
tm.PlaceBuy(ticker, low, True)
else:
if longPositions > 0: tm.PlaceSell(ticker, high, True)
if tm.AccountingError(): break
if returndailyValues:
tm.CloseModel(verbose, saveHistoryToFile)
return tm.GetdailyValue() #return daily value
else:
return tm.CloseModel(verbose,
saveHistoryToFile) #return closing value
def RunTradingModelFirstHalfOfMonth(tm: TradingModel, ticker: str):
#From Robert Ariel's observations, most gains are in the first half of the month
BuyDay = 25 #Buy at the end of the month, after the 25th
SellDay = 15 #Sell mid month, after the 15th
currentPrices = tm.GetPriceSnapshot()
if not currentPrices == None:
low = currentPrices.low
high = currentPrices.high
d = tm.currentDate.day
for i in range(tm._tranchCount):
available, buyPending, sellPending, longPositions = tm.PositionSummary(
)
if d >= BuyDay or d < 3:
if available > 0 and tm.FundsAvailable() > high:
tm.PlaceBuy(ticker, low, True)
else:
break
elif d >= SellDay:
if longPositions > 0:
tm.PlaceSell(ticker, high, True)
else:
break
else:
break