def update(self, timestamp, portfolio_handler):
"""
Update equity curve and benchmark equity curve that must be tracked
over time.
"""
self.equity[timestamp] = PriceParser.display(
self.portfolio_handler.portfolio.equity)
if self.benchmark is not None:
self.equity_benchmark[timestamp] = PriceParser.display(
self.price_handler.get_last_close(self.benchmark))
def calculate_signals(self, event, agent=None):
if event.type in [EventType.TICK, EventType.BAR]:
# Format the event for human display
if event.type == EventType.BAR:
event.open_price = PriceParser.display(event.open_price)
event.high_price = PriceParser.display(event.high_price)
event.low_price = PriceParser.display(event.low_price)
event.close_price = PriceParser.display(event.close_price)
event.adj_close_price = PriceParser.display(
event.adj_close_price)
else: # event.type == EventType.TICK
event.bid = PriceParser.display(event.bid)
event.ask = PriceParser.display(event.ask)
if self.i % self.n == 0 and self.i != 0:
print(s_speed(event, self.i, self.t0))
print("")
if self.i % self.n in range(self.n_window):
print("%d %s" % (self.i, event))
self.i += 1
def x(p):
return PriceParser.display(p)