def setUpClass(self):
Logger.pushLogData("unitTesting", __name__)
forceWorkingDirectory()
pyswing.globals.potentialRuleMatches = None
pyswing.globals.equityCount = None
pyswing.database.overrideDatabase("output/TestSimpleRule.db")
pyswing.constants.pySwingStartDate = datetime.datetime(2014, 1, 1)
deleteFile(pyswing.database.pySwingDatabase)
args = "-n %s" % ("unitTesting")
createDatabase(args.split())
pretendDate = datetime.datetime(2015, 9, 1)
with patch.object(Equity, '_getTodaysDate',
return_value=pretendDate) as mock_method:
self._equityCBA = Equity("WOR.AX")
self._equityCBA.importData()
indicatorROC = IndicatorROC(self._equityCBA.dataFrame(), "WOR.AX")
indicatorROC.updateIndicator()
self.rule = SimpleRule("Indicator_ROC", "ROC_5 > 10")
self.rule.evaluateRule("WOR.AX")
def setUpClass(self):
Logger.pushLogData("unitTesting", __name__)
forceWorkingDirectory()
pyswing.globals.potentialRuleMatches = None
pyswing.globals.equityCount = None
pyswing.database.overrideDatabase("output/TestSimpleRule.db")
pyswing.constants.pySwingStartDate = datetime.datetime(2014, 1, 1)
deleteFile(pyswing.database.pySwingDatabase)
args = "-n %s" % ("unitTesting")
createDatabase(args.split())
pretendDate = datetime.datetime(2015, 9, 1)
with patch.object(Equity, '_getTodaysDate', return_value=pretendDate) as mock_method:
self._equityCBA = Equity("WOR.AX")
self._equityCBA.importData()
indicatorROC = IndicatorROC(self._equityCBA.dataFrame(), "WOR.AX")
indicatorROC.updateIndicator()
self.rule = SimpleRule("Indicator_ROC", "ROC_5 > 10")
self.rule.evaluateRule("WOR.AX")
class TestSimpleRule(unittest.TestCase):
@classmethod
def setUpClass(self):
Logger.pushLogData("unitTesting", __name__)
forceWorkingDirectory()
pyswing.globals.potentialRuleMatches = None
pyswing.globals.equityCount = None
pyswing.database.overrideDatabase("output/TestSimpleRule.db")
pyswing.constants.pySwingStartDate = datetime.datetime(2014, 1, 1)
deleteFile(pyswing.database.pySwingDatabase)
args = "-n %s" % ("unitTesting")
createDatabase(args.split())
pretendDate = datetime.datetime(2015, 9, 1)
with patch.object(Equity, '_getTodaysDate', return_value=pretendDate) as mock_method:
self._equityCBA = Equity("WOR.AX")
self._equityCBA.importData()
indicatorROC = IndicatorROC(self._equityCBA.dataFrame(), "WOR.AX")
indicatorROC.updateIndicator()
self.rule = SimpleRule("Indicator_ROC", "ROC_5 > 10")
self.rule.evaluateRule("WOR.AX")
@classmethod
def tearDownClass(self):
deleteFile(pyswing.database.pySwingDatabase)
def test_IndicatorSMA(self):
dataPointMatch = self.rule._ruleData.ix['2015-04-27 00:00:00']
self.assertEqual(dataPointMatch['Match'], 1)
dataPointNoMatch = self.rule._ruleData.ix['2015-04-28 00:00:00']
self.assertEqual(dataPointNoMatch['Match'], 0)
def test_getEquityCount(self):
equityCount = self.rule._getEquityCount()
self.assertEqual(equityCount, 1)
potentialRuleMatches = self.rule._getPotentialRuleMatches()
self.assertEqual(potentialRuleMatches, 434)
def test_analyseRule(self):
self.rule.analyseRule()
self.assertAlmostEqual(self.rule._matchesPerDay, 0.032, 3)
class TestSimpleRule(unittest.TestCase):
@classmethod
def setUpClass(self):
Logger.pushLogData("unitTesting", __name__)
forceWorkingDirectory()
pyswing.globals.potentialRuleMatches = None
pyswing.globals.equityCount = None
pyswing.database.overrideDatabase("output/TestSimpleRule.db")
pyswing.constants.pySwingStartDate = datetime.datetime(2014, 1, 1)
deleteFile(pyswing.database.pySwingDatabase)
args = "-n %s" % ("unitTesting")
createDatabase(args.split())
pretendDate = datetime.datetime(2015, 9, 1)
with patch.object(Equity, '_getTodaysDate',
return_value=pretendDate) as mock_method:
self._equityCBA = Equity("WOR.AX")
self._equityCBA.importData()
indicatorROC = IndicatorROC(self._equityCBA.dataFrame(), "WOR.AX")
indicatorROC.updateIndicator()
self.rule = SimpleRule("Indicator_ROC", "ROC_5 > 10")
self.rule.evaluateRule("WOR.AX")
@classmethod
def tearDownClass(self):
deleteFile(pyswing.database.pySwingDatabase)
def test_IndicatorSMA(self):
dataPointMatch = self.rule._ruleData.ix['2015-04-27 00:00:00']
self.assertEqual(dataPointMatch['Match'], 1)
dataPointNoMatch = self.rule._ruleData.ix['2015-04-28 00:00:00']
self.assertEqual(dataPointNoMatch['Match'], 0)
def test_getEquityCount(self):
equityCount = self.rule._getEquityCount()
self.assertEqual(equityCount, 1)
potentialRuleMatches = self.rule._getPotentialRuleMatches()
self.assertEqual(potentialRuleMatches, 434)
def test_analyseRule(self):
self.rule.analyseRule()
self.assertAlmostEqual(self.rule._matchesPerDay, 0.032, 3)
def evaluateRules(argv):
"""
Evaluate Rules.
:param argv: Command Line Parameters.
-n = Name
Example:
python -m pyswing.EvaluateRules -n asx
"""
Logger.log(logging.INFO, "Log Script Call", {
"scope": __name__,
"arguments": " ".join(argv)
})
Logger.pushLogData("script", __name__)
marketName = ""
try:
shortOptions = "n:dh"
longOptions = ["marketName=", "debug", "help"]
opts, __ = getopt.getopt(argv, shortOptions, longOptions)
except getopt.GetoptError as e:
Logger.log(logging.ERROR, "Error Reading Options", {
"scope": __name__,
"exception": str(e)
})
usage()
sys.exit(2)
for opt, arg in opts:
if opt in ("-d", "--debug"):
Logger().setLevel(logging.DEBUG)
elif opt in ("-h", "--help"):
print("?")
usage()
sys.exit()
elif opt in ("-n", "--marketName"):
marketName = arg
if marketName != "":
pyswing.database.initialiseDatabase(marketName)
Logger.log(logging.INFO, "Evaluate Rules", {
"scope": __name__,
"market": marketName
})
tickerCodesRelativeFilePath = "resources/%s.txt" % (marketName)
market = Market(tickerCodesRelativeFilePath)
rules = []
rules.append(SimpleRule("Indicator_ROC", "ROC_5 > 1"))
rules.append(SimpleRule("Indicator_ROC", "ROC_5 > 3"))
rules.append(SimpleRule("Indicator_ROC", "ROC_5 > 5"))
rules.append(SimpleRule("Indicator_ROC", "ROC_5 < -1"))
rules.append(SimpleRule("Indicator_ROC", "ROC_5 < -3"))
rules.append(SimpleRule("Indicator_ROC", "ROC_5 < -5"))
rules.append(SimpleRule("Indicator_ROC", "ROC_10 > 1"))
rules.append(SimpleRule("Indicator_ROC", "ROC_10 > 4"))
rules.append(SimpleRule("Indicator_ROC", "ROC_10 > 8"))
rules.append(SimpleRule("Indicator_ROC", "ROC_10 < -1"))
rules.append(SimpleRule("Indicator_ROC", "ROC_10 < -4"))
rules.append(SimpleRule("Indicator_ROC", "ROC_10 < -8"))
rules.append(SimpleRule("Indicator_ROC", "ROC_20 > 1"))
rules.append(SimpleRule("Indicator_ROC", "ROC_20 > 5"))
rules.append(SimpleRule("Indicator_ROC", "ROC_20 > 10"))
rules.append(SimpleRule("Indicator_ROC", "ROC_20 < -1"))
rules.append(SimpleRule("Indicator_ROC", "ROC_20 < -5"))
rules.append(SimpleRule("Indicator_ROC", "ROC_20 < -10"))
#
# rules.append(RelativeRule("Equities", "Close", -1, Comparison.GreaterThan, 1.01))
# rules.append(RelativeRule("Equities", "Close", -1, Comparison.LessThan, 0.99))
#
# rules.append(RelativeRule("Equities", "Close", -1, Comparison.GreaterThan, 1.02))
# rules.append(RelativeRule("Equities", "Close", -1, Comparison.LessThan, 0.98))
#
# rules.append(RelativeRule("Equities", "Close", -1, Comparison.GreaterThan, 1.03))
# rules.append(RelativeRule("Equities", "Close", -1, Comparison.LessThan, 0.97))
#
# rules.append(RelativeRule("Equities", "Close", -1, Comparison.GreaterThan, 1.05))
# rules.append(RelativeRule("Equities", "Close", -1, Comparison.LessThan, 0.95))
#
# rules.append(RelativeRule("Equities", "Close", -5, Comparison.GreaterThan, 1.10))
# rules.append(RelativeRule("Equities", "Close", -5, Comparison.LessThan, 0.90))
#
# rules.append(RelativeRule("Equities", "Close", -5, Comparison.GreaterThan, 1.20))
# rules.append(RelativeRule("Equities", "Close", -5, Comparison.LessThan, 0.80))
#
# rules.append(CrossingRule("Indicator_SMA","SMA_5","Indicator_SMA","SMA_20"))
# rules.append(CrossingRule("Indicator_SMA","SMA_10","Indicator_SMA","SMA_50"))
# rules.append(CrossingRule("Indicator_SMA","SMA_10","Indicator_SMA","SMA_200"))
# rules.append(CrossingRule("Indicator_SMA","SMA_20","Indicator_SMA","SMA_200"))
# rules.append(CrossingRule("Indicator_SMA","SMA_20","Indicator_SMA","SMA_5"))
# rules.append(CrossingRule("Indicator_SMA","SMA_50","Indicator_SMA","SMA_10"))
# rules.append(CrossingRule("Indicator_SMA","SMA_200","Indicator_SMA","SMA_10"))
# rules.append(CrossingRule("Indicator_SMA","SMA_200","Indicator_SMA","SMA_20"))
rules.append(
MultipleIndicatorRule("Equities", "Indicator_SMA",
"t1.Close > t2.SMA_100"))
rules.append(
MultipleIndicatorRule("Equities", "Indicator_SMA",
"t1.Close > 1.1 * t2.SMA_100"))
rules.append(
MultipleIndicatorRule("Equities", "Indicator_SMA",
"t1.Close > 1.2 * t2.SMA_100"))
rules.append(
MultipleIndicatorRule("Equities", "Indicator_SMA",
"t1.Close > t2.SMA_200"))
rules.append(
MultipleIndicatorRule("Equities", "Indicator_SMA",
"t1.Close > 1.1 * t2.SMA_200"))
rules.append(
MultipleIndicatorRule("Equities", "Indicator_SMA",
"t1.Close > 1.2 * t2.SMA_200"))
rules.append(
MultipleIndicatorRule("Equities", "Indicator_SMA",
"t1.Close > t2.SMA_300"))
rules.append(
MultipleIndicatorRule("Equities", "Indicator_SMA",
"t1.Close > 1.1 * t2.SMA_300"))
rules.append(
MultipleIndicatorRule("Equities", "Indicator_SMA",
"t1.Close > 1.2 * t2.SMA_300"))
rules.append(
MultipleIndicatorRule("Equities", "Indicator_SMA",
"t1.Close < t2.SMA_100"))
rules.append(
MultipleIndicatorRule("Equities", "Indicator_SMA",
"t1.Close < 0.9 * t2.SMA_100"))
rules.append(
MultipleIndicatorRule("Equities", "Indicator_SMA",
"t1.Close < 0.8 * t2.SMA_100"))
rules.append(
MultipleIndicatorRule("Equities", "Indicator_SMA",
"t1.Close < t2.SMA_200"))
rules.append(
MultipleIndicatorRule("Equities", "Indicator_SMA",
"t1.Close < 0.9 * t2.SMA_200"))
rules.append(
MultipleIndicatorRule("Equities", "Indicator_SMA",
"t1.Close < 0.8 * t2.SMA_200"))
rules.append(
MultipleIndicatorRule("Equities", "Indicator_SMA",
"t1.Close < t2.SMA_300"))
rules.append(
MultipleIndicatorRule("Equities", "Indicator_SMA",
"t1.Close < 0.9 * t2.SMA_300"))
rules.append(
MultipleIndicatorRule("Equities", "Indicator_SMA",
"t1.Close < 0.8 * t2.SMA_300"))
#
# rules.append(CrossingRule("Indicator_EMA","EMA_5","Indicator_EMA","EMA_20"))
# rules.append(CrossingRule("Indicator_EMA","EMA_10","Indicator_EMA","EMA_50"))
# rules.append(CrossingRule("Indicator_EMA","EMA_10","Indicator_EMA","EMA_200"))
# rules.append(CrossingRule("Indicator_EMA","EMA_20","Indicator_EMA","EMA_200"))
# rules.append(CrossingRule("Indicator_EMA","EMA_20","Indicator_EMA","EMA_5"))
# rules.append(CrossingRule("Indicator_EMA","EMA_50","Indicator_EMA","EMA_10"))
# rules.append(CrossingRule("Indicator_EMA","EMA_200","Indicator_EMA","EMA_10"))
# rules.append(CrossingRule("Indicator_EMA","EMA_200","Indicator_EMA","EMA_20"))
rules.append(
MultipleIndicatorRule("Equities", "Indicator_EMA",
"t1.Close > t2.EMA_100"))
rules.append(
MultipleIndicatorRule("Equities", "Indicator_EMA",
"t1.Close > 1.1 * t2.EMA_100"))
rules.append(
MultipleIndicatorRule("Equities", "Indicator_EMA",
"t1.Close > 1.2 * t2.EMA_100"))
rules.append(
MultipleIndicatorRule("Equities", "Indicator_EMA",
"t1.Close > t2.EMA_200"))
rules.append(
MultipleIndicatorRule("Equities", "Indicator_EMA",
"t1.Close > 1.1 * t2.EMA_200"))
rules.append(
MultipleIndicatorRule("Equities", "Indicator_EMA",
"t1.Close > 1.2 * t2.EMA_200"))
rules.append(
MultipleIndicatorRule("Equities", "Indicator_EMA",
"t1.Close > t2.EMA_300"))
rules.append(
MultipleIndicatorRule("Equities", "Indicator_EMA",
"t1.Close > 1.1 * t2.EMA_300"))
rules.append(
MultipleIndicatorRule("Equities", "Indicator_EMA",
"t1.Close > 1.2 * t2.EMA_300"))
rules.append(
MultipleIndicatorRule("Equities", "Indicator_EMA",
"t1.Close < t2.EMA_100"))
rules.append(
MultipleIndicatorRule("Equities", "Indicator_EMA",
"t1.Close < 0.9 * t2.EMA_100"))
rules.append(
MultipleIndicatorRule("Equities", "Indicator_EMA",
"t1.Close < 0.8 * t2.EMA_100"))
rules.append(
MultipleIndicatorRule("Equities", "Indicator_EMA",
"t1.Close < t2.EMA_200"))
rules.append(
MultipleIndicatorRule("Equities", "Indicator_EMA",
"t1.Close < 0.9 * t2.EMA_200"))
rules.append(
MultipleIndicatorRule("Equities", "Indicator_EMA",
"t1.Close < 0.8 * t2.EMA_200"))
rules.append(
MultipleIndicatorRule("Equities", "Indicator_EMA",
"t1.Close < t2.EMA_300"))
rules.append(
MultipleIndicatorRule("Equities", "Indicator_EMA",
"t1.Close < 0.9 * t2.EMA_300"))
rules.append(
MultipleIndicatorRule("Equities", "Indicator_EMA",
"t1.Close < 0.8 * t2.EMA_300"))
rules.append(
CrossingRule("Indicator_SMA", "SMA_20", "Indicator_EMA",
"EMA_200"))
rules.append(
CrossingRule("Indicator_EMA", "EMA_200", "Indicator_SMA",
"SMA_20"))
rules.append(
MultipleIndicatorRule("Equities", "Indicator_BB20",
"t1.Close > t2.upperband"))
rules.append(
MultipleIndicatorRule(
"Equities", "Indicator_BB20",
"abs(t1.Close - t2.upperband) < abs(t1.Close - t2.middleband)")
)
rules.append(
MultipleIndicatorRule("Equities", "Indicator_BB20",
"t1.Close < t2.lowerband"))
rules.append(
MultipleIndicatorRule(
"Equities", "Indicator_BB20",
"abs(t1.Close - t2.lowerband) < abs(t1.Close - t2.middleband)")
)
rules.append(
SimpleRule("Indicator_BB20",
"upperbandroc < 0 and lowerbandroc > 0"))
rules.append(
SimpleRule("Indicator_BB20",
"upperbandroc < -1 and lowerbandroc > 1"))
rules.append(
SimpleRule("Indicator_BB20",
"upperbandroc > 0 and lowerbandroc < 0"))
rules.append(
SimpleRule("Indicator_BB20",
"upperbandroc > 1 and lowerbandroc <- 1"))
rules.append(SimpleRule("Indicator_BB20", "upperbandroc > 1"))
rules.append(SimpleRule("Indicator_BB20", "upperbandroc > 2"))
rules.append(SimpleRule("Indicator_BB20", "upperbandroc > 3"))
rules.append(SimpleRule("Indicator_BB20", "upperbandroc < -1"))
rules.append(SimpleRule("Indicator_BB20", "upperbandroc < -2"))
rules.append(SimpleRule("Indicator_BB20", "upperbandroc < -3"))
rules.append(SimpleRule("Indicator_BB20", "lowerbandroc > 1"))
rules.append(SimpleRule("Indicator_BB20", "lowerbandroc > 2"))
rules.append(SimpleRule("Indicator_BB20", "lowerbandroc > 3"))
rules.append(SimpleRule("Indicator_BB20", "lowerbandroc < -1"))
rules.append(SimpleRule("Indicator_BB20", "lowerbandroc < -2"))
rules.append(SimpleRule("Indicator_BB20", "lowerbandroc < -3"))
rules.append(
SimpleRule("Equities", "abs(Close - High) * 2 < abs(Close - Low)"))
rules.append(
SimpleRule("Equities", "abs(Close - High) * 5 < abs(Close - Low)"))
rules.append(
SimpleRule("Equities",
"abs(Close - High) * 10 < abs(Close - Low)"))
rules.append(
SimpleRule("Equities", "abs(Close - High) > 2 * abs(Close - Low)"))
rules.append(
SimpleRule("Equities", "abs(Close - High) > 5 * abs(Close - Low)"))
rules.append(
SimpleRule("Equities",
"abs(Close - High) > 10 * abs(Close - Low)"))
rules.append(
SimpleRule("Indicator_MACD", "MACD_12_26_9_DIVERGENCE < 0"))
rules.append(
SimpleRule("Indicator_MACD", "MACD_12_26_9_DIVERGENCE > 0"))
rules.append(SimpleRule("Indicator_MACD", "MACD_12_26_9 > MACD_12_26"))
rules.append(SimpleRule("Indicator_MACD", "MACD_12_26_9 < MACD_12_26"))
rules.append(SimpleRule("Indicator_STOCH", "STOCH_K < 5"))
rules.append(SimpleRule("Indicator_STOCH", "STOCH_K < 10"))
rules.append(SimpleRule("Indicator_STOCH", "STOCH_K < 15"))
rules.append(SimpleRule("Indicator_STOCH", "STOCH_K < 20"))
rules.append(SimpleRule("Indicator_STOCH", "STOCH_K < 30"))
rules.append(SimpleRule("Indicator_STOCH", "STOCH_K > 95"))
rules.append(SimpleRule("Indicator_STOCH", "STOCH_K > 90"))
rules.append(SimpleRule("Indicator_STOCH", "STOCH_K > 85"))
rules.append(SimpleRule("Indicator_STOCH", "STOCH_K > 80"))
rules.append(SimpleRule("Indicator_STOCH", "STOCH_K > 70"))
rules.append(SimpleRule("Indicator_STOCH", "STOCH_D < 5"))
rules.append(SimpleRule("Indicator_STOCH", "STOCH_D < 10"))
rules.append(SimpleRule("Indicator_STOCH", "STOCH_D < 15"))
rules.append(SimpleRule("Indicator_STOCH", "STOCH_D < 20"))
rules.append(SimpleRule("Indicator_STOCH", "STOCH_D < 30"))
rules.append(SimpleRule("Indicator_STOCH", "STOCH_D > 95"))
rules.append(SimpleRule("Indicator_STOCH", "STOCH_D > 90"))
rules.append(SimpleRule("Indicator_STOCH", "STOCH_D > 85"))
rules.append(SimpleRule("Indicator_STOCH", "STOCH_D > 80"))
rules.append(SimpleRule("Indicator_STOCH", "STOCH_D > 70"))
rules.append(SimpleRule("Indicator_STOCH", "STOCH_K > STOCH_D"))
rules.append(SimpleRule("Indicator_STOCH", "STOCH_K < STOCH_D"))
rules.append(SimpleRule("Indicator_STOCH", "STOCH_K_ROC > 50"))
rules.append(SimpleRule("Indicator_STOCH", "STOCH_K_ROC > 100"))
rules.append(SimpleRule("Indicator_STOCH", "STOCH_K_ROC > 200"))
rules.append(SimpleRule("Indicator_STOCH", "STOCH_K_ROC < -50"))
rules.append(SimpleRule("Indicator_STOCH", "STOCH_K_ROC < -60"))
rules.append(SimpleRule("Indicator_STOCH", "STOCH_K_ROC < -70"))
rules.append(SimpleRule("Indicator_STOCH", "STOCH_D_ROC > 50"))
rules.append(SimpleRule("Indicator_STOCH", "STOCH_D_ROC > 100"))
rules.append(SimpleRule("Indicator_STOCH", "STOCH_D_ROC > 200"))
rules.append(SimpleRule("Indicator_STOCH", "STOCH_D_ROC < -50"))
rules.append(SimpleRule("Indicator_STOCH", "STOCH_D_ROC < -60"))
rules.append(SimpleRule("Indicator_STOCH", "STOCH_D_ROC < -70"))
rules.append(SimpleRule("Indicator_ADX", "ADX > 30"))
rules.append(SimpleRule("Indicator_ADX", "ADX > 40"))
rules.append(SimpleRule("Indicator_ADX", "ADX > 50"))
rules.append(SimpleRule("Indicator_ADX", "ADX_ROC > 10"))
rules.append(SimpleRule("Indicator_ADX", "ADX_ROC > 20"))
rules.append(SimpleRule("Indicator_ADX", "ADX_ROC < -10"))
rules.append(SimpleRule("Indicator_ADX", "ADX_ROC < -20"))
rules.append(SimpleRule("Indicator_DX", "DX > 40"))
rules.append(SimpleRule("Indicator_DX", "DX > 50"))
rules.append(SimpleRule("Indicator_DX", "DX > 60"))
# rules.append(SimpleRule("Indicator_DX", "DX_ROC > 1000"))
# rules.append(SimpleRule("Indicator_DX", "DX_ROC > 2000"))
# rules.append(SimpleRule("Indicator_DX", "DX_ROC > 3000"))
# rules.append(SimpleRule("Indicator_DX", "DX_ROC > 4000"))
#
# rules.append(SimpleRule("Indicator_DX", "DX_ROC < -95"))
# rules.append(SimpleRule("Indicator_DX", "DX_ROC < -97"))
# rules.append(SimpleRule("Indicator_DX", "DX_ROC < -98"))
rules.append(SimpleRule("Indicator_RSI", "RSI > 20"))
rules.append(SimpleRule("Indicator_RSI", "RSI > 30"))
rules.append(SimpleRule("Indicator_RSI", "RSI > 40"))
rules.append(SimpleRule("Indicator_RSI", "RSI > 50"))
rules.append(SimpleRule("Indicator_RSI", "RSI > 60"))
rules.append(SimpleRule("Indicator_RSI", "RSI > 70"))
rules.append(SimpleRule("Indicator_RSI", "RSI > 80"))
rules.append(SimpleRule("Indicator_RSI", "RSI < 80"))
rules.append(SimpleRule("Indicator_RSI", "RSI < 70"))
rules.append(SimpleRule("Indicator_RSI", "RSI < 60"))
rules.append(SimpleRule("Indicator_RSI", "RSI < 50"))
rules.append(SimpleRule("Indicator_RSI", "RSI < 40"))
rules.append(SimpleRule("Indicator_RSI", "RSI < 30"))
rules.append(SimpleRule("Indicator_RSI", "RSI < 20"))
rules.append(SimpleRule("Indicator_AROON", "AROON_UP = 100"))
rules.append(SimpleRule("Indicator_AROON", "AROON_UP = 0"))
rules.append(SimpleRule("Indicator_AROON", "AROON_UP > 50"))
rules.append(SimpleRule("Indicator_AROON", "AROON_UP < 50"))
rules.append(SimpleRule("Indicator_AROON", "AROON_UP > 90"))
rules.append(SimpleRule("Indicator_AROON", "AROON_UP < 90"))
rules.append(SimpleRule("Indicator_AROON", "AROON_UP > 10"))
rules.append(SimpleRule("Indicator_AROON", "AROON_UP < 10"))
rules.append(SimpleRule("Indicator_AROON", "AROON_DOWN = 100"))
rules.append(SimpleRule("Indicator_AROON", "AROON_DOWN = 0"))
rules.append(SimpleRule("Indicator_AROON", "AROON_DOWN > 50"))
rules.append(SimpleRule("Indicator_AROON", "AROON_DOWN < 50"))
rules.append(SimpleRule("Indicator_AROON", "AROON_DOWN > 90"))
rules.append(SimpleRule("Indicator_AROON", "AROON_DOWN < 90"))
rules.append(SimpleRule("Indicator_AROON", "AROON_DOWN > 10"))
rules.append(SimpleRule("Indicator_AROON", "AROON_DOWN < 10"))
rules.append(
SimpleRule("Equities",
"abs(High - Close) > 10 * abs(Low - Close)"))
rules.append(
SimpleRule("Equities",
"abs(High - Close) * 10 < abs(Low - Close)"))
rules.append(
SimpleRule("Equities",
"abs(High - Close) > 100 * abs(Low - Close)"))
rules.append(
SimpleRule("Equities",
"abs(High - Close) * 100 < abs(Low - Close)"))
for index, row in market.tickers.iterrows():
tickerCode = row[0]
for rule in rules:
rule.evaluateRule(tickerCode)
marketRules = []
marketRules.append(MarketRule("Indicator_ADI", "ADI > 0"))
marketRules.append(MarketRule("Indicator_ADI", "ADI > 25"))
marketRules.append(MarketRule("Indicator_ADI", "ADI > 50"))
marketRules.append(MarketRule("Indicator_ADI", "ADI < 0"))
marketRules.append(MarketRule("Indicator_ADI", "ADI < -25"))
marketRules.append(MarketRule("Indicator_ADI", "ADI < -50"))
marketRules.append(MarketRule("Indicator_ADI", "ADI_ROC > 1"))
marketRules.append(MarketRule("Indicator_ADI", "ADI_ROC > 3"))
marketRules.append(MarketRule("Indicator_ADI", "ADI_ROC > 7"))
marketRules.append(MarketRule("Indicator_ADI", "ADI_ROC < -1"))
marketRules.append(MarketRule("Indicator_ADI", "ADI_ROC < -3"))
marketRules.append(MarketRule("Indicator_ADI", "ADI_ROC < -7"))
marketRules.append(MarketRule("Indicator_ADI", "ADI_EMA > 5"))
marketRules.append(MarketRule("Indicator_ADI", "ADI_EMA > 10"))
marketRules.append(MarketRule("Indicator_ADI", "ADI_EMA > 20"))
marketRules.append(MarketRule("Indicator_ADI", "ADI_EMA < -5"))
marketRules.append(MarketRule("Indicator_ADI", "ADI_EMA < -10"))
marketRules.append(MarketRule("Indicator_ADI", "ADI_EMA < -20"))
for marketRule in marketRules:
marketRule.evaluateRule()
TeamCity.setBuildResultText("Evaluated Rules")
else:
Logger.log(logging.ERROR, "Missing Options", {
"scope": __name__,
"options": str(argv)
})
usage()
sys.exit(2)