def initialize(self, properties):
# Interactive, mobile, hipchat, database and commission middlewares
for middleware in common_middlewares(properties, self.identity):
self.use(middleware)
report_mails = properties.get('reports')
if report_mails:
self.use(mail.Report(report_mails).send_briefing)
long_window = int(properties.get('long_window', 30))
short_window = int(properties.get('short_window', 0))
if not short_window:
short_window = int(round(
properties.get('ma_rate', 0.5) * float(long_window), 2))
self.threshold = properties.get('threshold', 0)
self.add_transform(MovingAverage, 'short_mavg', ['price'],
window_length=short_window)
self.add_transform(MovingAverage, 'long_mavg', ['price'],
window_length=long_window)
# To keep track of whether we invested in the stock or not
self.invested = {}
self.short_mavgs = []
self.long_mavgs = []
def initialize(self, properties):
# Interactive, mobile, hipchat, database and commission middlewares
for middleware in common_middlewares(properties, self.identity):
self.use(middleware)
report_mails = properties.get('reports')
if report_mails:
self.use(mail.Report(report_mails).send_briefing)
long_window = int(properties.get('long_window', 30))
short_window = int(properties.get('short_window', 0))
if not short_window:
short_window = int(
round(properties.get('ma_rate', 0.5) * float(long_window), 2))
self.threshold = properties.get('threshold', 0)
self.add_transform(MovingAverage,
'short_mavg', ['price'],
window_length=short_window)
self.add_transform(MovingAverage,
'long_mavg', ['price'],
window_length=long_window)
# To keep track of whether we invested in the stock or not
self.invested = {}
self.short_mavgs = []
self.long_mavgs = []
def initialize(self, properties):
# Punctual buy signals, except 0 means never
self.start_time = properties.get('start_time', 3)
# regularly buy signals
self.rate = properties.get('rate', -1)
# Interactive, mobile, hipchat, database and commission middlewares
for middleware in common_middlewares(properties, self.identity):
self.use(middleware)
def initialize(self, properties):
# Punctual buy signals, except 0 means never
self.start_time = properties.get('start_time', 3)
# regularly buy signals
self.rate = properties.get('rate', -1)
# Interactive, mobile, hipchat, database and commission middlewares
for middleware in common_middlewares(properties, self.identity):
self.use(middleware)
def test_full_common_middlewares(self):
# TODO For simplicity, rethinkdb is excluded for now
full_required = {
'save': False,
'interactive': True,
'mobile': 'Nexus 5',
'hipchat': '123456'
}
middlewares = utils.common_middlewares(full_required, 'whatever')
eq_(len(middlewares), 3)
for middleware in middlewares:
ok_(inspect.ismethod(middleware))
def test_full_common_middlewares(self):
# TODO For simplicity, rethinkdb is excluded for now
full_required = {
'save': False,
'interactive': True,
'mobile': 'Nexus 5',
'hipchat': '123456'
}
middlewares = utils.common_middlewares(full_required, 'whatever')
eq_(len(middlewares), 3)
for middleware in middlewares:
ok_(inspect.ismethod(middleware))
def initialize(self, properties):
for middleware in common_middlewares(properties, self.identity):
self.use(middleware)
self.buy_trigger = properties.get('buy_trigger',
random.randint(500, 1000) / 1000.0)
self.sell_trigger = properties.get('sell_trigger',
random.randint(0, 500) / 1000.0)
# Makes results reproductible
random.seed(self.identity)
def initialize(self, properties):
for middleware in common_middlewares(properties, self.identity):
self.use(middleware)
self.buy_trigger = properties.get(
'buy_trigger', random.randint(500, 1000) / 1000.0)
self.sell_trigger = properties.get(
'sell_trigger', random.randint(0, 500) / 1000.0)
# Makes results reproductible
random.seed(self.identity)
def initialize(self, properties):
for middleware in common_middlewares(properties, self.identity):
self.use(middleware)
# Set Max and Min positions in security
self.max_notional = 1000000.1
self.min_notional = -1000000.0
# This is the lookback window that the entire algorithm depends on
self.refresh_period = properties.get('rate', 10)
self.returns_transform = transforms.get_past_returns(
refresh_period=self.refresh_period,
window_length=properties.get('window', 40),
compute_only_full=True)
def initialize(self, properties):
for middleware in common_middlewares(properties, self.identity):
self.use(middleware)
# Set Max and Min positions in security
self.max_notional = 1000000.1
self.min_notional = -1000000.0
# This is the lookback window that the entire algorithm depends on
self.refresh_period = properties.get('rate', 10)
self.returns_transform = transforms.get_past_returns(
refresh_period=self.refresh_period,
window_length=properties.get('window', 40),
compute_only_full=True)
def initialize(self, properties):
# Interactive, mobile, hipchat, database and commission middlewares
for middleware in common_middlewares(properties, self.identity):
self.use(middleware)
self.rebalance_period = properties.get('rebalance_period', 5)
self.bet_amount = self.capital_base
self.max_notional = self.capital_base + 0.1
self.min_notional = -self.capital_base
self.gradient_iterations = int(properties.get('gradient_iterations',
5))
self.calculate_theta = calculate_theta(
refresh_period=int(properties.get('refresh', 1)),
window_length=int(properties.get('window', 60)))
def initialize(self, properties):
# Interactive, mobile, hipchat, database and commission middlewares
for middleware in common_middlewares(properties, self.identity):
self.use(middleware)
self.rebalance_period = properties.get('rebalance_period', 5)
self.bet_amount = self.capital_base
self.max_notional = self.capital_base + 0.1
self.min_notional = -self.capital_base
self.gradient_iterations = int(
properties.get('gradient_iterations', 5))
self.calculate_theta = calculate_theta(
refresh_period=int(properties.get('refresh', 1)),
window_length=int(properties.get('window', 60))
)
def initialize(self, properties):
# Interactive, mobile, hipchat, database and commission middlewares
for middleware in common_middlewares(properties, self.identity):
self.use(middleware)
report_mails = properties.get('reports')
if report_mails:
self.use(mail.Report(report_mails).send_briefing)
self.buy_trigger = properties.get('buy_trigger', 30)
self.sell_trigger = properties.get('sell_trigger', 70)
self.period = properties.get('period', 14)
# RSI Signal
self.rsi = ta.RSI(timeperiod=self.period)
# Quotes loopback for managers
self.prices_transform = transforms.get_past_prices(
#refresh_period=10,
window_length=properties.get('window', 40),
compute_only_full=properties.get('only_full'))
def initialize(self, properties):
# Interactive, mobile, hipchat, database and commission middlewares
for middleware in common_middlewares(properties, self.identity):
self.use(middleware)
report_mails = properties.get('reports')
if report_mails:
self.use(mail.Report(report_mails).send_briefing)
self.buy_trigger = properties.get('buy_trigger', 30)
self.sell_trigger = properties.get('sell_trigger', 70)
self.period = properties.get('period', 14)
# RSI Signal
self.rsi = ta.RSI(timeperiod=self.period)
# Quotes loopback for managers
self.prices_transform = transforms.get_past_prices(
#refresh_period=10,
window_length=properties.get('window', 40),
compute_only_full=properties.get('only_full'))
def test_empty_common_middlewares(self):
nothing_required = {}
middlewares = utils.common_middlewares(nothing_required, 'whatever')
eq_(middlewares, [])
def test_empty_common_middlewares(self):
nothing_required = {}
middlewares = utils.common_middlewares(nothing_required, 'whatever')
eq_(middlewares, [])
