def sim_ema_trend_follow(cls, stdata, ac):
print('sim length:' + str(stdata.dt[0]) + str(stdata.dt[-1]))
for i in range(len(stdata.prediction) - 1):
dd = Strategy.ema_trend_follow(stdata, i, ac)
if dd.side != '':
ac.entry_order(dd.side, dd.price, dd.size, dd.type, dd.expire, i, stdata.dt[i], stdata.ut[i],
stdata.price[i])
ac.move_to_next(i, stdata.dt[i], stdata.ut[i], stdata.price[i])
ac.last_day_operation(len(stdata.prediction) - 1, stdata.dt[len(stdata.prediction) - 1],
stdata.ut[len(stdata.prediction) - 1], stdata.price[len(stdata.prediction) - 1])
return ac
def sim_ema_tftc_switch(cls, stdata, ac, pl_sma_term):
print('sim length:' + str(stdata.dt[0]) + str(stdata.dt[-1]))
tf_ac = SimAccount()
tc_ac = SimAccount()
tf_pl_sma = []
tc_pl_sma = []
tf_pl_sum = 0
tc_pl_sum = 0
sim_min_count = 60
switch_flg = 0 # 0:tf, 1:tc
for i in range(len(stdata.prediction) - 1):
# sim for tf
dd = Strategy.ema_trend_follow(stdata, i, tf_ac)
if dd.side != '':
tf_ac.entry_order(dd.side, dd.price, dd.size, dd.type, dd.expire, i, stdata.dt[i], stdata.ut[i],
stdata.price[i])
tf_ac.move_to_next(i, stdata.dt[i], stdata.ut[i], stdata.price[i])
# sim for tc
dd = Strategy.ema_trend_contrarian(stdata, i, tc_ac)
if dd.side != '':
tc_ac.entry_order(dd.side, dd.price, dd.size, dd.type, dd.expire, i, stdata.dt[i], stdata.ut[i],
stdata.price[i])
tc_ac.move_to_next(i, stdata.dt[i], stdata.ut[i], stdata.price[i])
return ac
