示例#1
0
文件: Main.py 项目: Rehtal/hft
    print data

    full_path = "../Data/" + data
    x_list, y_list, num = BasicFoo.loadData(full_path)

    short_list, long_list = Pattern.movingAvgCrossover(x_list, y_list)

    short_sum_profit, short_act_result = Pattern.profitGain(x_list, y_list, short_list, Pattern.ACT_SHORT)
    long_sum_profit, long_act_result = Pattern.profitGain(x_list, y_list, long_list, Pattern.ACT_LONG)

    if short_sum_profit > 0:
      sum_gain += short_sum_profit
    else:
      sum_loss += short_sum_profit

    if long_sum_profit > 0:
      sum_gain += long_sum_profit
    else:
      sum_loss += long_sum_profit

    print short_sum_profit, long_sum_profit

    if short_sum_profit + long_sum_profit < 0:
      print "FAIL!"
      if DRAW_FAIL:
        BasicFoo.drawAll(x_list, y_list, short_act_result, long_act_result)
    else:
      print "SUCCESS!"

  print sum_gain, sum_loss, sum_gain + sum_loss