def __init__(self, barFeed, cash=1000000):
broker_ = BacktestingFuturesBroker(cash, barFeed)
Strategy.__init__(self, barFeed, cash, broker_)
self._position = None
self._started = False
self._db = InstrumentDb.Instance()
self._riskfactor = 0.002
def __init__(self, barFeed, cash=1000000):
broker_ = BacktestingFuturesBroker(cash, barFeed)
Strategy.__init__(self, barFeed, cash, broker_)
self._position = None
self._started = False
self._db = InstrumentDb.Instance()
self._riskfactor = 0.002
def __init__(self, barFeed, symbols = None, broker = None, cash = 1000000,\
compounding = True, parms = None):
self._parms = self.defaultParms()
if parms:
self._parms.update(parms)
if broker is None:
broker = BacktestingFuturesBroker(
cash, barFeed, commission=FuturesCommission(2.50))
Strategy.__init__(self, barFeed, cash, broker)
if symbols is None:
self._symbols = barFeed.symbols()
else:
self._symbols = symbols
self._barFeed = barFeed
self._longpositions = {}
self._shortpositions = {}
self._started = {}
for sym in self._symbols:
feed = self._barFeed.get_feed(sym)
self._started[sym] = False
feed.insert(ATR(name='atr', period=self._parms['atrPeriod']))
self._db = InstrumentDb.Instance()
self._riskfactor = self._parms['riskFactor']
self._tradeHigh = {}
self._tradeLow = {}
self.prep_bar_feed()
self._startingCash = cash
self._compounding = compounding
self._stop = self._parms['stop']
self._limit = self._parms['limit']
self._intraday = self._parms['intradayStop']
self._dynamic = self._parms['dynamicStop']
def __init__(self, barFeed, symbols = None, broker = None, cash = 1000000,\
compounding = True, parms = None):
self._parms = self.defaultParms()
if parms:
self._parms.update(parms)
if broker is None:
broker = BacktestingFuturesBroker(cash, barFeed, commission=FuturesCommission(2.50))
Strategy.__init__(self, barFeed, cash, broker)
if symbols is None:
self._symbols = barFeed.symbols()
else:
self._symbols = symbols
self._barFeed = barFeed
self._longpositions = {}
self._shortpositions = {}
self._started = {}
for sym in self._symbols:
feed = self._barFeed.get_feed(sym)
self._started[sym] = False
feed.insert( ATR( name='atr', period=self._parms['atrPeriod'] ) )
self._db = InstrumentDb.Instance()
self._riskfactor = self._parms['riskFactor']
self._tradeHigh = {}
self._tradeLow = {}
self.prep_bar_feed()
self._startingCash = cash
self._compounding = compounding
self._stop = self._parms['stop']
self._limit = self._parms['limit']
self._intraday = self._parms['intradayStop']
self._dynamic = self._parms['dynamicStop']
def __init__(self, barFeed, cash=1000000, broker_=None):
Strategy.__init__(self, barFeed, cash, broker_)
self._position = None
self._started = False
def __init__(self, barFeed, cash = 1000000, broker_ = None):
Strategy.__init__(self, barFeed, cash, broker_)
self._position = None
self._started = False
