class GapUpEntryManager:
def __init__(self, settings):
self.minPrice = settings.getfloat("GapAndGoSwingEntry", "minPrice")
self.minAvgVol = settings.getint("GapAndGoSwingEntry", "minAvgVol")
self.minPercent = settings.getfloat("GapAndGoSwingEntry", "minPercent")
targetstr = settings.get("GapAndGoSwingEntry", "target")
if targetstr == "None":
self.target = None
else:
self.target = float(targetstr)
self.volume = Volume()
self.avgvol = SimpleMovingAverage(metric=self.volume, period=21)
self.opn = AdjustedOpen()
self.close = AdjustedClose()
self.lastClose = HistoricMetric(metric=self.close, period=1)
self.high = AdjustedHigh()
self.lastHigh = HistoricMetric(metric=self.high, period=1)
self.low = AdjustedLow()
self.inBottomRange=0.1
self.inTopRange=None
def handle(self, perioddata):
self.close.handle(perioddata)
self.lastClose.handle(perioddata)
self.high.handle(perioddata)
self.lastHigh.handle(perioddata)
self.opn.handle(perioddata)
self.volume.handle(perioddata)
self.avgvol.handle(perioddata)
self.low.handle(perioddata)
self.lastdd = perioddata
def checkTrade(self):
if self.close.ready() and self.lastClose.ready() \
and self.opn.ready() and self.volume.ready() \
and self.avgvol.ready():
if self.lastdd.close >= self.minPrice and self.avgvol.value() >= self.minAvgVol \
and self.lastClose.value() > 0 and self.opn.value() > 0 \
and ((self.opn.value()-self.lastClose.value())/self.lastClose.value()) >= self.minPercent \
and self.low.value() >= self.lastHigh.value() \
and (self.inBottomRange == None or ((self.lastdd.adjustedHigh != self.lastdd.adjustedLow) and (self.close.value()-self.lastdd.adjustedLow)/(self.lastdd.adjustedHigh-self.lastdd.adjustedLow)) <= self.inBottomRange) \
and (self.inTopRange == None or ((self.lastdd.adjustedHigh != self.lastdd.adjustedLow) and (self.close.value()-self.lastdd.adjustedLow)/(self.lastdd.adjustedHigh-self.lastdd.adjustedLow)) >= self.inTopRange):
stop = max(0.0, self.low.value() - 0.01)
# stop = max(0.0, self.lastHigh.value())
trade = Trade(self.lastdd.stock, self.lastdd.date, self.close.value(), stop)
if self.target != None:
target = self.close.value() + ((self.close.value()-stop)*self.target)
trade.target = target
return trade
return None
def recommendedPreload(self):
return 22
def __init__(self, settings):
self.minPrice = settings.getfloat("GapAndGoSwingEntry", "minPrice")
self.minAvgVol = settings.getint("GapAndGoSwingEntry", "minAvgVol")
self.minPercent = settings.getfloat("GapAndGoSwingEntry", "minPercent")
targetstr = settings.get("GapAndGoSwingEntry", "target")
if targetstr == "None":
self.target = None
else:
self.target = float(targetstr)
self.volume = Volume()
self.avgvol = SimpleMovingAverage(metric=self.volume, period=21)
self.opn = AdjustedOpen()
self.close = AdjustedClose()
self.lastClose = HistoricMetric(metric=self.close, period=1)
self.high = AdjustedHigh()
self.lastHigh = HistoricMetric(metric=self.high, period=1)
self.low = AdjustedLow()
self.inBottomRange=0.1
self.inTopRange=None