def test_stopLow9(self):
donchianLowStop = [1, 1, 2, 2, 3, 3, 2, 2, 4, 1, 2, 2, 3, 3]
index = 13
stopdays = 2
timebase = 3
e = utils.setStopLow(donchianLowStop, index, stopdays, timebase)
self.assertEqual(e, 1)
def test_stopLow4(self):
donchianLowStop = [1, 1, 2, 2, 3, 3]
index = 3
stopdays = 1
timebase = 1
e = utils.setStopLow(donchianLowStop, index, stopdays, timebase)
self.assertEqual(e, 2)
def test_stopLow2(self):
donchianLowStop = [1]
index = 5
stopdays = 1
timebase = 1
e = utils.setStopLow(donchianLowStop, index, stopdays, timebase)
self.assertEqual(e, -1)
def test_stopLow1(self):
donchianLowStop = [1]
index = 0
stopdays = 3
timebase = 1440
e = utils.setStopLow(donchianLowStop, index, stopdays, timebase)
self.assertEqual(e, -1)
def test_stopLow11(self):
donchianLowStop = [0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10]
stopdays = 2
timebase = 2
for index in donchianLowStop:
#print("---" + str(index) + "---")
e = utils.setStopLow(donchianLowStop, index, stopdays, timebase)
donchianHighStop, donchianLowStop = utils.buildDonchian2(
STOPDAYS, TIMEBASE, highList, lowList)
gAccountMoney = STARTMONEY # money
gAmountAssets = 0 # assets
state = State.EQUAL
file.write('----' + str(dd) + '|' + str(sd) + '----\n')
#---buy and sell---
if 1:
index = 0
for price in closeList[:len(donchianHigh)]:
#for price in closeList[:100000]:
if 1:
AMOUNTOFMONEY = gAccountMoney
#trailing Stop Long
if (state == State.LONG):
stop = utils.setStopLow(donchianLowStop, index, 1,
TIMEBASE)
gStop = stop = donchianLowStop[index - TIMEBASE]
stopDict[int(index / TIMEBASE) * TIMEBASE] = stop
#sellLong
if ((state == State.LONG) and (price < gStop)):
sellLong(gAmountAssets, price, FEE, index)
state = State.EQUAL
# buyLong
if ((index > ((DONCHIANDAYS + 1) * TIMEBASE))
and (state == State.EQUAL)):
if (utils.checkLong(price, donchianHigh, index,
TIMEBASE)):
print("---------" + str(dd) + '|' + str(sd) +
"-----------")
stop = donchianLowStop[index - TIMEBASE]