from pyalgotrade.optimizer import worker from strategy import rsi2 if __name__ == '__main__': worker.run(rsi2.RSI2, "localhost", 5000, workerName="RSI2Worker")
bar = bars["dia"] if self.__longPos != None: if self.exitLongSignal(bar): self.__longPos.exit() elif self.__shortPos != None: if self.exitShortSignal(bar): self.__shortPos.exit() else: if self.enterLongSignal(bar): self.__longPos = self.enterLong("dia", 10, True) elif self.enterShortSignal(bar): self.__shortPos = self.enterShort("dia", 10, True) def enterLongSignal(self, bar): return bar.getClose() > self.__entrySMA[-1] and self.__rsi[-1] <= self.__overSoldThreshold def exitLongSignal(self, bar): return bar.getClose() > self.__exitSMA[-1] def enterShortSignal(self, bar): return bar.getClose() < self.__entrySMA[-1] and self.__rsi[-1] >= self.__overBoughtThreshold def exitShortSignal(self, bar): return bar.getClose() < self.__exitSMA[-1] # The if __name__ == '__main__' part is necessary if running on Windows. if __name__ == '__main__': worker.run(MyStrategy, "localhost", 5000, workerName="localworker")
#!/usr/bin/python from pyalgotrade.optimizer import worker import vwap_strategy # The if __name__ == '__main__' part is necessary if running on Windows. if __name__ == '__main__': worker.run(vwap_strategy.VWAPMomentum, "192.168.1.10", 5001, workerName="localworker")
return bar = bars["dia"] if self.__longPos is not None: if self.exitLongSignal(bar): self.__longPos.exitMarket() elif self.__shortPos is not None: if self.exitShortSignal(bar): self.__shortPos.exitMarket() else: if self.enterLongSignal(bar): self.__longPos = self.enterLong("dia", 10, True) elif self.enterShortSignal(bar): self.__shortPos = self.enterShort("dia", 10, True) def enterLongSignal(self, bar): return bar.getClose() > self.__entrySMA[-1] and self.__rsi[-1] <= self.__overSoldThreshold def exitLongSignal(self, bar): return bar.getClose() > self.__exitSMA[-1] def enterShortSignal(self, bar): return bar.getClose() < self.__entrySMA[-1] and self.__rsi[-1] >= self.__overBoughtThreshold def exitShortSignal(self, bar): return bar.getClose() < self.__exitSMA[-1] # The if __name__ == '__main__' part is necessary if running on Windows. if __name__ == '__main__': worker.run(MyStrategy, "localhost", 5000, workerName="localworker")
bar = bars["dia"] if self.__longPos != None: if self.exitLongSignal(bar): self.exitPosition(self.__longPos) elif self.__shortPos != None: if self.exitShortSignal(bar): self.exitPosition(self.__shortPos) else: if self.enterLongSignal(bar): self.__longPos = self.enterLong("dia", 10, True) elif self.enterShortSignal(bar): self.__shortPos = self.enterShort("dia", 10, True) def enterLongSignal(self, bar): return bar.getClose() > self.__entrySMA[-1] and self.__rsi[-1] <= self.__overSoldThreshold def exitLongSignal(self, bar): return bar.getClose() > self.__exitSMA[-1] def enterShortSignal(self, bar): return bar.getClose() < self.__entrySMA[-1] and self.__rsi[-1] >= self.__overBoughtThreshold def exitShortSignal(self, bar): return bar.getClose() < self.__exitSMA[-1] # The if __name__ == '__main__' part is necessary if running on Windows. if __name__ == '__main__': worker.run(MyStrategy, "localhost", 5000)
if self.__longPos != None: if self.exitLongSignal(bar): self.exitPosition(self.__longPos) elif self.__shortPos != None: if self.exitShortSignal(bar): self.exitPosition(self.__shortPos) else: if self.enterLongSignal(bar): self.__longPos = self.enterLong("dia", 10, True) elif self.enterShortSignal(bar): self.__shortPos = self.enterShort("dia", 10, True) def enterLongSignal(self, bar): return bar.getClose() > self.__entrySMA.getValue( ) and self.__rsi.getValue() <= self.__overSoldThreshold def exitLongSignal(self, bar): return bar.getClose() > self.__exitSMA.getValue() def enterShortSignal(self, bar): return bar.getClose() < self.__entrySMA.getValue( ) and self.__rsi.getValue() >= self.__overBoughtThreshold def exitShortSignal(self, bar): return bar.getClose() < self.__exitSMA.getValue() # The if __name__ == '__main__' part is necessary if running on Windows. if __name__ == '__main__': worker.run(MyStrategy, "localhost", 5000)
from pyalgotrade.optimizer import worker import rsi2 # The if __name__ == '__main__' part is necessary if running on Windows. if __name__ == '__main__': worker.run(rsi2.RSI2, "localhost", 5000, workerName="localworker")
from pyalgotrade.optimizer import worker import rsi2 # The if __name__ == '__main__' part is necessary if running on Windows. if __name__ == '__main__': worker.run(rsi2.RSI2, "localhost", 6000, workerName="localworker")
#!/usr/bin/python from pyalgotrade.optimizer import worker import rsi2 # The if __name__ == '__main__' part is necessary if running on Windows. if __name__ == '__main__': worker.run(rsi2.RSI2, "192.168.1.10", 5000, workerName="localworker") <<<<<<< HEAD ======= >>>>>>> 8af68b313b7f2adfb8f05e8597d906cc4c0877b3