예제 #1
0
    def simulate(self):
        datelist = dtf.get_datestr(self.startd, self.endd)
        self.relative_date_idx = 0
        for d in datelist:
            self._set_date(d)
            
            trader = self.choose(self.traders.keys())
            if trader is not None:
                code = trader.get_code()
                if not self.traders.has_key(code):
                    self.traders[code] = trader
            for code in self.traders.keys():
                self.trade(code)
            

        (eval_price, holding_n) = self.get_eval()
        #self._sell_all()
        f.log("Final evaluate amount is " + str(eval_price))
        f.log("Finished simulation.")
예제 #2
0
    def simulate(self):
        datelist = dtf.get_datestr(self.startd, self.endd)
        self.relative_date_idx = 0
        for d in datelist:
            self._set_date(d)
            self.sell()
            
            trader = self.choose(self.meigaras, self.traders.keys())
            self.buy(trader)
            
            self.relative_date_idx += 1
            if self.relative_date_idx == self.one_cycle_period and self.one_cycle_period > 0:
                self.relative_date_idx = 0
            

        eval_price = self.account.get_eval_price()
        init_amount = self.account.get_init_amount()
        #self._sell_all()
        f.log("Final evaluate amount is " + str(eval_price))
        f.log("Finished simulation.")