Exemplos de simplesystem em Python

Exemplo n.º 1

 def test_prebaked_simple_system(self):
     """
     This is the simple system from 'examples.introduction.prebakedsimplesystems'
     """
     my_system = simplesystem(log_level="on")
     print(my_system)
     print(my_system.portfolio.get_notional_position("EDOLLAR").tail(5))

Exemplo n.º 2

 def test_prebaked_from_confg(self):
     """
     This is the config system from 'examples.introduction.prebakedsimplesystems'
     """
     my_config = Config("systems.provided.example.simplesystemconfig.yaml")
     my_data = csvFuturesSimData()
     my_system = simplesystem(config=my_config, data=my_data)
     print(my_system.portfolio.get_notional_position("EDOLLAR").tail(5))

Exemplo n.º 3

Arquivo: prebakedsystems.py Projeto: oxmcvusd/pysystemtrade

from systems.provided.example.simplesystem import simplesystem

my_system = simplesystem(log_level="on")
print(my_system)
print(my_system.portfolio.get_notional_position("EDOLLAR").tail(5))

from sysdata.csvdata import csvFuturesData
from sysdata.configdata import Config

"""
Now loading config and data
"""


my_config = Config("systems.provided.example.simplesystemconfig.yaml")
my_data = csvFuturesData()
my_system = simplesystem(config=my_config, data=my_data)
print(my_system.portfolio.get_notional_position("EDOLLAR").tail(5))


"""
Let's get the chapter 15 system
"""

from systems.provided.futures_chapter15.basesystem import futures_system
from matplotlib.pyplot import show

system = futures_system(log_level="on")
print(system.accounts.portfolio().sharpe())
system.accounts.portfolio().curve().plot()
show()

Exemplo n.º 4

from systems.provided.example.simplesystem import simplesystem

my_system = simplesystem(log_level="on")
print(my_system)
print(my_system.portfolio.get_notional_position("EDOLLAR").tail(5))

from sysdata.csvdata import csvFuturesData
from sysdata.configdata import Config
"""
Now loading config and data
"""

my_config = Config("systems.provided.example.simplesystemconfig.yaml")
my_data = csvFuturesData()
my_system = simplesystem(config=my_config, data=my_data)
print(my_system.portfolio.get_notional_position("EDOLLAR").tail(5))
"""
Let's get the chapter 15 system
"""

from systems.provided.futures_chapter15.basesystem import futures_system
from matplotlib.pyplot import show

system = futures_system(log_level="on")
print(system.accounts.portfolio().sharpe())
system.accounts.portfolio().curve().plot()
show()
"""
Same for estimated system
"""

Exemplo n.º 5

Arquivo: prebakedsystems.py Projeto: as4724/pysystemtrade

from systems.provided.example.simplesystem import simplesystem

my_system = simplesystem()
print(my_system)
print(my_system.portfolio.get_notional_position("EDOLLAR").tail(5))

from sysdata.csvdata import csvFuturesData
from sysdata.configdata import Config

"""
Now loading config and data
"""

my_config = Config("systems.provided.example.simplesystemconfig.yaml")
my_data = csvFuturesData()
my_system = simplesystem(config=my_config, data=my_data)
print(my_system.portfolio.get_notional_position("EDOLLAR").tail(5))


"""
Let's get the chapter 15 system
"""

from systems.provided.futures_chapter15.basesystem import futures_system
from matplotlib.pyplot import show

system = futures_system()
print(system.accounts.portfolio().sharpe())
system.accounts.portfolio().curve().plot()
show()