def _start(self, app_context, **kwargs):
self.qty = self.get_stg_config_value("qty", 1)
self.bar = app_context.inst_data_mgr.get_series(
"Bar.%s.Time.86400" %
self.app_context.app_config.instrument_ids[0])
self.bar.start(app_context)
self.ema_fast = EMA(self.bar, 'close', 10)
self.ema_fast.start(app_context)
self.ema_slow = EMA(self.bar, 'close', 25)
self.ema_slow.start(app_context)
super(EMAStrategy, self)._start(app_context, **kwargs)
def _start(self, app_context: Context) -> None:
self.instruments = app_context.config.get_app_config("instrumentIds")
self.qty = self._get_stg_config("qty", default=1)
self.bar = self.app_context.inst_data_mgr.get_series(
"Bar.%s.Time.86400" % self.instruments[0])
self.bar.start(app_context)
self.ema_fast = EMA(self.bar, 'close', 10)
self.ema_fast.start(app_context)
self.ema_slow = EMA(self.bar, 'close', 25)
self.ema_slow.start(app_context)
super(EMAStrategy, self)._start(app_context)
def _start(self, app_context: Context) -> None:
self.qty = self._get_stg_config("qty", 1)
self.threshold = self._get_stg_config("threshold", 1)
self.xiv = app_context.ref_data_mgr.get_inst('XIV', 'SMART')
self.vxx = app_context.ref_data_mgr.get_inst('VXX', 'SMART')
self.vxv = app_context.ref_data_mgr.get_inst('VXV', 'SMART')
self.vxmt = app_context.ref_data_mgr.get_inst('VXMT', 'SMART')
instruments = [self.vxx, self.xiv, self.vxmt]
self.vix_close = app_context.inst_data_mgr.get_series(
"Bar.%s.Time.86400" % self.vix.get_symbol())
self.xiv_close = app_context.inst_data_mgr.get_series(
"Bar.%s.Time.86400" % self.xiv.get_symbol())
self.vxv_close = app_context.inst_data_mgr.get_series(
"Bar.%s.Time.86400" % self.vxv.get_symbol())
self.vxmt_close = app_context.inst_data_mgr.get_series(
"Bar.%s.Time.86400" % self.vxmt.get_symbol())
self.ema_60 = EMA()
self.sma_fast = SMA(self.bar, 'close', 10)
super(VxvVxmtRatio, self)._start(app_context)
