def next(self):
if len(self.data.Volume) > 4:
prices = self.data.Close
opens = self.data.Open
bodies = self.data.Body
ups = self.data.UpShadow
lows = self.data.LowerShadow
height = self.data.Height
dates = self.data.Date
current_date = numpy.datetime_as_string(dates[-1], unit="D")
isUmbrellaCandlestick = jModel.isUmbrellaCandlestick(
bodies[-2], height[-2], ups[-2], lows[-2])
isWhiteCandlestick = jModel.isWhiteCandlestick(
opens[-1], prices[-1])
isBlackCandlestick = jModel.isBlackCandlestick(
opens[-1], prices[-1])
isShavenHead = jModel.isShavenHead(height[-1], ups[-1])
if isUmbrellaCandlestick is True and isWhiteCandlestick is True and prices[
-1] > prices[-2] and isShavenHead is True:
self.buy(sl=0.9 * prices[-1], tp=1.2 * prices[-1])
# self.buy(sl=0.9*prices[-1])
# if isUmbrellaCandlestick is True and isBlackCandlestick is True:
# self.position.close()
py_date = datetime.datetime.strptime(current_date, "%Y-%m-%d")
week_day = py_date.weekday()
day = py_date.day
if day > 22 and week_day > 2:
self.position.close()
def next(self):
if len(self.data.Volume) > LOOK_BACK:
prices = self.data.Close
# if np.datetime64(self.data.Date[-1]) == np.datetime64('2018-01-29T00:00:00.000000000'):
# t4 = jModel.isBearishEngulfing(self.data.Open, self.data.Close, self.data.High, self.data.Low, self.data.Body, self.data.Height, self.data.UpShadow, self.data.LowerShadow)
# print('today - isBearishEngulfing - ' + str(t4))
# exit()
the1stDayIsBlack = jModel.isBlackCandlestick(
self.data.Open[-3], self.data.Close[-3])
isDownTrend = jModel.isDownTrendV1(self.data.Open, self.data.Close,
self.data.High, self.data.Low,
self.data.Body,
self.data.Height,
self.data.UpShadow,
self.data.LowerShadow)
the2ndDayIsDoji = jModel.isDoji(self.data.Body[-2],
self.data.Height[-2])
todayIsShavenHead = jModel.isShavenHead(self.data.Height[-1],
self.data.UpShadow[-1])
todayIsWhite = jModel.isWhiteCandlestick(self.data.Open[-1],
self.data.Close[-1])
if isDownTrend is True and the2ndDayIsDoji is True and todayIsShavenHead is True and todayIsWhite is True:
hasBuySignal = True
else:
hasBuySignal = False
if hasBuySignal is not False:
self.buy(sl=0.9 * prices[-1], tp=1.2 * prices[-1])
def next(self):
if len(self.data.Volume) > 4:
prices = self.data.Close
opens = self.data.Open
bodies = self.data.Body
ups = self.data.UpShadow
lows = self.data.LowerShadow
height = self.data.Height
dates = self.data.Date
prevDayIsSpinningTopCandlestick = jModel.isSpinningTopCandlestick(
bodies[-2], height[-2], ups[-2], lows[-2])
prevDayIsBlackCandlestick = jModel.isBlackCandlestick(
opens[-2], prices[-2])
prevDayIsWhiteCandlestick = jModel.isWhiteCandlestick(
opens[-2], prices[-2])
prevDayMaxOpenClose = opens[
-2] if opens[-2] > prices[-2] else prices[-2]
prevDayMinOpenClose = opens[
-2] if opens[-2] < prices[-2] else prices[-2]
todayIsWhiteCandlestick = jModel.isWhiteCandlestick(
opens[-1], prices[-1])
todayIsBlackCandlestick = jModel.isBlackCandlestick(
opens[-1], prices[-1])
todayMaxOpenClose = opens[
-1] if opens[-1] > prices[-1] else prices[-1]
todayMinOpenClose = opens[
-1] if opens[-1] < prices[-1] else prices[-1]
if prevDayIsBlackCandlestick is True \
and prices[-1] >= opens[-2] \
and opens[-1] <= prices[-2] \
and todayIsWhiteCandlestick is True:
# self.buy(sl=0.9*prices[-1], tp=1.2 * prices[-1])
self.buy(sl=0.9 * prices[-1])
if prevDayIsWhiteCandlestick is True \
and prices[-1] <= opens[-2] \
and opens[-1] >= prices[-2] \
and todayIsBlackCandlestick is True:
self.position.close()
if prevDayIsBlackCandlestick is True \
and ((prices[-1] <= opens[-2] and opens[-1] <= prices[-2] and todayIsBlackCandlestick is True) \
or prevDayMinOpenClose > todayMaxOpenClose):
self.position.close()