myBPV)
todaysEquity = todaysOTE + totProfit
equity.setEquityInfo(myDate[i], equItm, todaysCTE, todaysOTE)
if mp >= 1:
price = myClose[i]
tradeName = "L-EOD"
exitDate = myDate[i]
numShares = curShares
exitQuant.append(numShares)
profit, trades, curShares = exitPos(price, myDate[i], tradeName,
numShares)
listOfTrades.append(trades)
if mp <= -1:
price = myClose[i]
tradeName = "S-EOD"
exitDate = myDate[i]
numShares = curShares
exitQuant.append(numShares)
profit, trades, curShares = exitPos(price, myDate[i], tradeName,
numShares)
listOfTrades.append(trades)
systemMarket.setSysMarkInfo(sysName, myComName, listOfTrades, equity)
systemMarketList.append(systemMarket)
numRuns = numRuns + 1
if numMarkets > 0:
portfolio.setPortfolioInfo("PortfolioTest", systemMarketList)
calcSystemResults(systemMarketList)
if numMarkets == 0:
print("No markets selected : terminating!")
if mp >= 1:
price = myClose[i]
tradeName = "L-EOD"
exitDate =myDate[i]
numShares = curShares
exitQuant.append(numShares)
profit,trades,curShares = exitPos(price,myDate[i],tradeName,numShares)
listOfTrades.append(trades)
if mp <= -1:
price = myClose[i]
tradeName = "S-EOD"
exitDate =myDate[i]
numShares = curShares
exitQuant.append(numShares)
profit,trades,curShares = exitPos(price,myDate[i],tradeName,numShares)
listOfTrades.append(trades)
systemMarket.setSysMarkInfo(sysName,myComName,listOfTrades,equity)
systemMarketList.append(systemMarket)
numRuns = numRuns + 1
if numMarkets > 0:
portfolio.setPortfolioInfo("PortfolioTest",systemMarketList)
calcSystemResults(systemMarketList)
if numMarkets == 0: print("No markets selected : terminating!")