def __init__(self):
super().__init__()
self.ui = Ui_Dialog()
self.ui.setupUi(self)
self.tran = Transactions()
self.load_table(self.tran.expense_transactions)
self.show()
def loadHavelockFile(self, filename):
f = open(filename, "r")
raw = f.read()
f.close()
transactions = Transactions()
for line in raw.split("\n"):
transactions.addTransaction(line)
self.loadTransactions(transactions)
def __init__(self, conf):
self.conf = conf
self.apiKey = self.conf.hl_api_key
self.currentPrices = {}
self.transactions = Transactions()
self.portfolio = Portfolio(self.conf.epsilon)
self.havelockBalance = None
self.havelockBalanceAvailable = None
# (timestamps) api calls, last 600s
self.apiRate = []
def loadBitcoinFile(self, filename):
f = open(filename, "r")
raw = f.read()
f.close()
transactions = Transactions()
ts = []
for line in raw.split("\n"):
if not line:
continue
b = BitcoinTransaction()
if b.parse(line):
ts.append(b)
transactions.addTransactions(ts)
self.loadTransactions(transactions)
def getData(self, sym):
s = self.portfolio.symbols[sym]
ts = s.getTimestamps()
ret = []
for t in ts:
tes = s.getTransactions(end=t)
allTrans = Transactions()
allTrans.addTransactions(tes)
buys = allTrans.getBuyAmount()
sells = allTrans.getSellAmount()
dividend = allTrans.getDividendAmount()
try:
val = allTrans.getShareQuantity() * self.currentPrices[sym]
except:
val = allTrans.getShareQuantity() * s.getMeanPrice()
ret.append((t, val + dividend + sells - buys))
return ret
def getActivity(self):
# get all timestamps where something happens
ts = self.transactions.getTimestamps()
ret = []
for t in ts:
trans = self.transactions.getTransactions(end=t)
allTrans = Transactions()
allTrans.addTransactions(trans)
bal = allTrans.getBalance()
dep = allTrans.getDepositAmount()
wit = allTrans.getWithdrawAmount()
portfolio = Portfolio(self.conf.epsilon)
prices = {}
for s in allTrans.getSymbols():
portfolio.addTransactions(allTrans.getTransactions(symbol=s),
s)
prices[s] = portfolio.symbols[s].getLastPrice()
portfolio.setCurrentPrices(prices)
val = portfolio.getCurrentValue()
ret.append((t, bal + val + wit - dep))
return ret
def __init__(self, root, user, firstweekday=0):
self.firstweekday = firstweekday # 0 = Monday, 6 = Sunday
self.date_clicked = None
self.root = root
self.transaction = Transactions(user, self.root)
self.transaction_dates = []
def __init__(self, conf):
self.conf = conf
self.apiKey = self.conf.btc_de_api_key
self.btc2eur = 0.0
self.eur2btc = 0.0
self.transactions = Transactions()
"""
from Strategy import *
from Transactions import *
import pandas as pd
result = pd.DataFrame()
s = []
t = []
for i in range(0, 30):
print(round((i + 1) * 0.1, 1))
s.append(
Strategy(pd.read_csv('F:/小宇宙/R/History/GBPUSD60.csv'), 30, 100000,
-7.44, 3.37, 300000))
s[i].setStrategyAugment((i + 1) * 0.1, 12, 26, 24)
transactions = s[i].getTransactions()
t.append(Transactions(transactions))
t[i].caculateDetails()
t[i].caculateAboutDrawDown()
openTradesHistory = s[i].openTradesHistory
days = t[i].days
drawDown = t[i].drawDown
result.at[i, 'R'] = (i + 1) * 0.1
result.at[i, '年收益'] = t[i].netProfitPerYear
result.at[i, '最大衰落金额'] = drawDown.describe().loc['max']['drawDown']
result.at[i, 'MAR'] = result.at[i, '年收益'] / result.at[i, '最大衰落金额']
result.at[i, '期望'] = t[i].expectedPayOff
result.at[i, '最大衰落期'] = drawDown.describe().loc['max']['drawDownPeriod']
result.at[i, '胜率'] = t[i].profitTradesRate
result.at[i, '盈利月占比'] = len(
t[i].profitPerMonth[t[i].profitPerMonth.profitPerMonth > 0]) / len(
t[i].profitPerMonth)
"3 --> Cars with Owners\n"
"4 --> Cars without Owners\n"
"0 --> Exit\n"
"Enter: "))
if i == 1:
z = 0
answer = str(
input(
"\nAre you buying a first-hand or a second-hand car?\n" # User can either buy a first or
"Enter: ")) # a second hand car
if answer == "first" or answer == "first-hand":
print("\n", "Accounts: ", Storage.Storage.User_Dic)
print("\n", "Available Cars: ", Storage.Storage.Car_Name_List)
x = str(input("\nWho is buying the car?\n" "Enter a name: "))
y = int(input("\nWhich car?\n" "Enter an index number: "))
Transactions.Transactions(x, y, z, i)
elif answer == "second" or answer == "second-hand":
i = 11
print("\n", "Accounts: ", Storage.Storage.User_Dic)
print("\n", "Owned Cars: ", Storage.Storage.Ownership_Dic)
x = str(input("\nWho is buying the car?\n" "Enter a name: "))
y = str(input("\nFrom whom he/she is buying?\n" "Enter a name: "))
print(y, "'s Cars: ", Storage.Storage.Ownership_Dic[y])
z = int(
input("\nSelect the car you want to buy\n"
"Enter an index number: "))
Transactions.Transactions(x, y, z, i)
elif i == 2: # User can buy options for his/her car
print("\n", Storage.Storage.User_Dic)
print("\n", Storage.Storage.Option_Dic)
x = str(input("\nWho is buying an option?\n" "Enter a name: "))
"""
多单swap-12.09与空单swap6.527取自2019年2月某刻数据
"""
import sys
sys.path.append("E:/TheSecondElement/Program/TheSecondElement001/")
from Strategy import *
from Transactions import *
import pandas as pd
result = pd.DataFrame()
s = Strategy(pd.read_csv('E:/TheSecondElement/History/XAUUSD60.csv'), 30, 100,
-12.09, 6.527, 30000)
s.setStrategyAugment(1.6, 12, 26, 24, 19)
transactions = s.getTransactions()
t = Transactions(transactions)
t.caculateDetails()
t.caculateAboutDrawDown()
openTradesHistory = s.openTradesHistory
days = t.days
drawDown = t.drawDown
result.at[0, 'R'] = 1.6
result.at[0, 'lossLimit'] = 19
result.at[0, '年收益'] = t.netProfitPerYear
result.at[0, '最大衰落金额'] = drawDown.describe().loc['max']['drawDown']
result.at[0, 'MAR'] = result.at[0, '年收益'] / result.at[0, '最大衰落金额']
result.at[0, '期望'] = t.expectedPayOff
result.at[0, '最大衰落期'] = drawDown.describe().loc['max']['drawDownPeriod']
result.at[0, '胜率'] = t.profitTradesRate
result.at[0, '盈利月占比'] = len(
t.profitPerMonth[t.profitPerMonth.profitPerMonth > 0]) / len(
多单swap-12.09与空单swap6.527取自2019年2月某刻数据
"""
from Strategy import *
from Transactions import *
import pandas as pd
result = pd.DataFrame()
s = []
t = []
for i in range(9):
print(round((i + 1) * 0.1, 1))
s.append(
Strategy(pd.read_csv('D:/graduate/TheSecondElement/History/XAUUSD60.csv'), 30, 100, -12.09, 6.527,
300000))
s[i].setStrategyAugment(1.6, 12, 26, 24, (i + 1) * 0.1)
t.append(Transactions(s[i].getTransactions()))
t[i].caculateDetails()
t[i].caculateAboutDrawDown()
openTradesHistory = s[i].openTradesHistory
days = t[i].days
drawDown = t[i].drawDown
result.at[i, 'R'] = (i + 1) * 0.1
result.at[i, '年收益'] = t[i].netProfitPerYear
result.at[i, '最大衰落金额'] = drawDown.describe().loc['max']['drawDown']
result.at[i, 'MAR'] = result.at[i, '年收益'] / result.at[i, '最大衰落金额']
result.at[i, '期望'] = t[i].expectedPayOff
result.at[i, '最大衰落期'] = drawDown.describe().loc['max']['drawDownPeriod']
result.at[i, '胜率'] = t[i].profitTradesRate
result.at[i, '盈利月占比'] = len(t[i].profitPerMonth[t[i].profitPerMonth.profitPerMonth > 0]) / len(t[i].profitPerMonth)
result.at[i, '盈利单均盈利'] = t[i].profitTradesAverageProfit
result.at[i, '亏损单均亏损'] = t[i].lossTradesAverageLoss
