def setUp(self):
self.events = queue.Queue()
self.status = dict()
self.portfolio = PortfolioLocal(self.status)
self.execution = SimulatedExecutionHandler(self.status)
self.manager = Manager(self.status, self.events, self.execution,
self.portfolio, None)
self.event_src = DukascopyCSVPriceHandler("EUR_USD", self.events)
# strategy = SMABOL(status)
# strategy = SMARSIOLS(status)
# strategy = WMA(status)
# strategy = SMAOLS(status)
# strategy = SMA(status)
# strategy = RSI(status)
# strategy = SMARSI(status)
# strategy = Granville(status)
# strategy = Momentum(status)
# strategy = BolingerBand(status)
manager = Manager(status, events, execution,
portfolio, strategy, timeseries)
print("=== Backtesting Start =================================== ")
# event_src = MetatraderCSVPriceHandler("EUR_USD", events)
event_src = DukascopyCSVPriceHandler("EUR_USD", events,
# "data/EURUSD_Ticks_24.07.2015-3H.csv")
"data/EURUSD_Ticks_28.07.2015-3H-2.csv")
# "data/EURUSD_Ticks_29.07.2015-4H.csv")
event_src.stream_to_queue()
simulating(events, manager)
print("=== End .... v(^_^)v =================================== ")
show_result()
plot_data()