ticks = None
print "picking random weekday..."
while not ticks:
weekday = random_weekday(start, end)
print "random weekday: %s" % str(weekday)
ticks = ES_ticks(weekday)
if not ticks: print "no ticks found for: %s, trying again..." % str(weekday)
print "tick data loaded..."
tt0 = time.time()
for id, map in strategy_map.items():
t = Ticker(increment=0.25, commission=0.1)
strategy = strategy_builder(map['params'])
t0 = time.time()
simulation = SimulationRunner(t, ticks, strategy)
orders = simulation.run()
t1 = time.time()
map['orders'] = orders
map['simulation_time'] = t1 - t0
print "tested strategy: %s" % id
tt1 = time.time()
print "running %s simulations took %s seconds" % (nr_of_strategies,
repr(tt1 - tt0))
reduced_map = {}
for id, map in strategy_map.items():
orders = map['orders']
deltas = [details['delta'] for details in orders.values()
if details.get('delta')]
negatives = [delta for delta in deltas if delta <= 0]