def test_equity_sp_5_dollars_actual_close(self):
dt_start = dt.datetime(2008, 1, 1)
dt_end = dt.datetime(2009, 12, 31)
dataobj = da.DataAccess('Yahoo')
ls_symbols = dataobj.get_symbols_from_list('sp5002012')
df_events, d_data = strategy_maker.find_events(dt_start, dt_end, 'SPY', ls_symbols, evt_5_dollars_actual_close)
strategy_maker.write_strategy("../data/orders_5_dollar_events.csv", df_events, strat)
def test_experiment_h6(self):
dataobj = da.DataAccess('Yahoo')
symbols = dataobj.get_symbols_from_list('sp5002012')
symbols = symbols + ["SPY"]
keys = ["close"]
data = data_access.load("2008-01-01", "2009-12-31", 16, symbols, keys)
events = find_events_h6(data)
write_strategy("data/orders_bollinger_h6.csv", events, strategy)
def test_experiment_h7(self):
dataobj = da.DataAccess('Yahoo')
symbols = dataobj.get_symbols_from_list('sp5002012')
symbols = symbols + ["SPY"]
keys = ["close"]
data = data_access.load("2008-01-01", "2009-12-31", 16, symbols, keys)
events = find_events_h7(data)
write_strategy("data/orders_bollinger_h7.csv", events, strategy)
build_market(100000, "data/orders_bollinger_h7.csv", "data/market_sim_bollinger_h7.csv")
analise_market("data/market_sim_bollinger_h7.csv", "$SPX", "data/market_sim_bollinger_h7.png")
def test_write_strategy_equity_3_down_market_2_up_buy_100_aapl(self):
dt_start = dt.datetime(2008, 1, 1)
dt_end = dt.datetime(2009, 12, 31)
df_events, d_data = strategy_maker.find_events(dt_start, dt_end, 'SPY', ['AAPL'], evt)
strategy_maker.write_strategy("orders1.csv", df_events, strat)
