def test_bollinger_goog_strategy(self): symbols = ["AAPL", "MSFT"] keys = ["close"] d_data = data_access.load("2010-04-01", "2010-05-22", 16, symbols, keys) events, vals = bollinger_val.find_events(d_data) print vals["AAPL"].tail() print vals["MSFT"].tail()
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")