def computeWithPointsUsingStrategy(futureData, strategy):
futureData = similarity.byFirst(futureData)
money = 1
stock = 0
holdingStocks = False
for i in range(0,len(futureData)):
action = strategy(i, futureData[:i+1])
if action == 0:
continue
elif action == -1:
if not holdingStocks: continue
#sell
print('Sell ' + str(i))
money += stock*futureData[i]
stock = 0
holdingStocks = False
else: # action == 1
if holdingStocks: continue
#buy
print('Buy ' + str(i))
stock = money / futureData[i]
money = 0
holdingStocks = True
# Sell remaining stock at end of period.
if holdingStocks:
money += stock*futureData[len(futureData)-1]
return money
def largestReturn(data):
data = similarity.byFirst(data)
runningMin = data[0]
minIndex = 0
maxReturn = -1
buyPoint = -1
sellPoint = -1
for i in range(0,len(data)):
v = data[i]
if (v < runningMin):
runningMin = v
minIndex = i
if (v - runningMin > maxReturn):
maxReturn = v - runningMin
buyPoint = minIndex
sellPoint = i
return(buyPoint, sellPoint)
def computeWithPoints(futureData, buySellPoints):
futureData = similarity.byFirst(futureData)
money = 1
stock = 0
holdingStocks = False
for i in range(0,len(buySellPoints)):
if holdingStocks:
#sell
money += stock*futureData[buySellPoints[i]]
stock = 0
holdingStocks = False
else:
#buy
stock = money / futureData[buySellPoints[i]]
money = 0
holdingStocks = True
# Sell remaining stock at end of period.
if holdingStocks:
money += stock*futureData[len(futureData)-1]
return money