def DataPrepare():
connection = MySQL.connect(host='localhost',
database='exchange',
user='******',
password='******')
Si = DataHandler('Si', '2015-08-01', '2015-11-06', connection)
SiSMA5High = Si.SMA(5, '5Min', 'high')
SiSMA5Low = Si.SMA(5, '5Min', 'low')
Si5 = Si.SetTimeFrame('5Min')
InputData = pd.merge(Si5,
SiSMA5High,
how='inner',
left_index=True,
right_index=True)
InputData = pd.merge(InputData,
SiSMA5Low,
how='inner',
left_index=True,
right_index=True)
return InputData
import pandas as pd
import mysql.connector as MySQL
from data_handler import DataHandler
from strategy import Signal
# ##
# Data preparation
###
connection = MySQL.connect(host='localhost', database='exchange', user='******', password='******')
Si = DataHandler('Si', '2015-08-01', '2015-11-06', connection)
SiSMA5High = Si.SMA(5, '5Min', 'high')
SiSMA5Low = Si.SMA(5, '5Min', 'low')
Si5 = Si.SetTimeFrame('5Min')
InputData = pd.merge(Si5, SiSMA5High, how='inner', left_index=True, right_index=True)
InputData = pd.merge(InputData, SiSMA5Low, how='inner', left_index=True, right_index=True)
#print(InputData.head(10))
OrdersLine = {'datetime': [],
'type': [],
'open_price': [],
'close_price': [],
'profit': []
}
State = {'state': 'close'}
for datetime in InputData.index:
