def test_experiment_h7(self):
dataobj = da.DataAccess('Yahoo')
symbols = dataobj.get_symbols_from_list('sp5002012')
symbols = symbols + ["SPY"]
keys = ["close"]
data = data_access.load("2008-01-01", "2009-12-31", 16, symbols, keys)
events = find_events_h7(data)
write_strategy("data/orders_bollinger_h7.csv", events, strategy)
build_market(100000, "data/orders_bollinger_h7.csv", "data/market_sim_bollinger_h7.csv")
analise_market("data/market_sim_bollinger_h7.csv", "$SPX", "data/market_sim_bollinger_h7.png")
def test_experiment(self):
"""
http://wiki.quantsoftware.org/index.php?title=CompInvesti_Homework_7
"""
"""
dataobj = da.DataAccess('Yahoo')
symbols = dataobj.get_symbols_from_list('sp5002012')
symbols = symbols + ["SPY"]
keys = ["close"]
data = data_access.load("2008-01-01", "2009-12-31", 16, symbols, keys)
events = find_events(data)
write_strategy("data/orders_bollinger.csv", events, strategy)
"""
#build_market(100000, "data/orders_bollinger.csv", "data/market_sim_bollinger.csv")
analise_market("data/market_sim_bollinger.csv", "$SPX", "data/market_sim_bollinger.png")
def test_analise_market_sim(self):
market_analyzer.analise_market("../data/values_5_dollar_events.csv", "SPY", "../data/5_dollar_events.png")
