def update_system_backtests():
    ## function if called from script
    with dataBlob(log_name="Update-System_Backtest") as data:
        list_of_strategies = get_list_of_strategies_for_process(
            data, process_name)
        for strategy_name in list_of_strategies:
            system_backtest_runner = strategyRunner(data, strategy_name,
                                                    process_name,
                                                    backtest_function)
            system_backtest_runner.run_strategy_method()
Пример #2
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def get_list_of_backtest_timer_functions_for_strategies(data):
    list_of_strategy_names = get_list_of_strategies_for_process(
        data, process_name)
    list_of_timer_names_and_functions = []
    for strategy_name in list_of_strategy_names:
        # we add a method to the class with the strategy name, that just calls run_strategy_backtest with the current
        #    strategy
        setattr(strategyRunner, strategy_name, backtest_function_to_be_renamed)
        object = strategyRunner(data, strategy_name, process_name,
                                backtest_function)

        strategy_tuple = (strategy_name, object)
        list_of_timer_names_and_functions.append(strategy_tuple)

    return list_of_timer_names_and_functions
Пример #3
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def update_system_backtests():
    ## function if called from script
    with dataBlob(log_name="Update-System_Backtest") as data:
        list_of_strategies = get_list_of_strategies_for_process(data, process_name)
        ALL = "ALL"
        print("Which strategy?")
        strategy_name = print_menu_of_values_and_get_response(list_of_strategies, default_str=ALL)

        if not strategy_name == ALL:
            list_of_strategies = [strategy_name]


        for strategy_name in list_of_strategies:
            system_backtest_runner = strategyRunner(data, strategy_name, process_name, backtest_function)
            system_backtest_runner.run_strategy_method()
Пример #4
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def update_strategy_orders():
    ## function if called from script
    with dataBlob(log_name="Update-Strategy-Orders") as data:

        list_of_strategies = get_list_of_strategies_for_process(
            data, process_name)
        ALL = "ALL"
        print("Which strategy?")
        strategy_name = print_menu_of_values_and_get_response(
            list_of_strategies, default_str=ALL)

        if not strategy_name == ALL:
            list_of_strategies = [strategy_name]

        for strategy_name in list_of_strategies:
            strategy_order_generator = strategyRunner(
                data, strategy_name, process_name,
                name_of_main_generator_method)
            strategy_order_generator.run_strategy_method()