def run(self):
for i in range(30,len(self.__dt)):
#check for buy postion
if self.__dt.loc[i].close >= self.__dt.loc[i-1].m20 and len(self.__oo)==0:
od = Order()
od.setOrder(i,self.__dt.loc[i])
self.__oo.append(od)
#check for short position
if len(self.__oo)>0:
if self.checkSell(self.__oo[0],self.__dt.loc[i]) == True:
od = self.__oo.pop(0)
od.closeOrder(i,self.__dt.loc[i])
self.__co.append(od)
#calculate daily margin
margin = 0.0
for o in self.__oo:
margin += self.__dt.loc[i].close-o.getPrice()
for o in self.__co:
margin += o.getMargin()
self.__dt.loc[i,['margin']]=1000.0+margin
#end for
#handle last order if any
if len(self.__oo)>0:
od = self.__oo.pop(0)
od.closeOrder(i,self.__dt.loc[len(self.__dt)-1])
self.__co.append(od)
def run1(self):
for i in range(30,len(self.__dt)):
index = self.__dt.index.values[i]
prv_idx = self.__dt.index.values[i-1]
if self.__dt.IN_T[index]==1 and self.__dt.IN_T[prv_idx]==0:
od = Order()
od.setOrder(i,self.__dt.loc[index])
self.__oo.append(od)
pass
