def run_strategy():
# Load the yahoo feed from the CSV file
feed = LiveFeed([COIN_TYPE], Frequency.MINUTE * K_PERIOD, REQ_DELAY)
# commission
# broker_commission = broker.backtesting.TradePercentage(0.002)
# broker_brk = broker.backtesting.Broker(20000, feed, broker_commission)
liveBroker = LiveBroker(COIN_TYPE, hbClient(COIN_TYPE))
# Evaluate the strategy with the feed.
myStrategy = MyStrategy(feed, COIN_TYPE, liveBroker)
# returnsAnalyzer = returns.Returns()
# myStrategy.attachAnalyzer(returnsAnalyzer)
# Attach the plotter to the strategy.
# plt = plotter.StrategyPlotter(myStrategy)
# Include the SMA in the instrument's subplot to get it displayed along with the closing prices.
# plt.getInstrumentSubplot("orcl").addDataSeries("SMA60", myStrategy.getSMA(60))
# plt.getInstrumentSubplot("orcl").addDataSeries("SMA10", myStrategy.getSMA(10))
# plt.getInstrumentSubplot("orcl").addDataSeries("SMA30", myStrategy.getSMA(30))
# Plot the simple returns on each bar.
# plt.getOrCreateSubplot("returns").addDataSeries("Simple returns", returnsAnalyzer.getReturns())
myStrategy.run()
# print "Final portfolio value: $%.2f" % myStrategy.getBroker().getEquity()
print "Final portfolio value: $%.2f" % myStrategy.getBroker().getCash()
def run_strategy():
# Load the yahoo feed from the CSV file
feed = LiveFeed([COIN_TYPE], Frequency.MINUTE * K_PERIOD, REQ_DELAY)
# commission
liveBroker = LiveBroker(COIN_TYPE, hbClient(COIN_TYPE))
# Evaluate the strategy with the feed.
myStrategy = MyStrategy(feed, COIN_TYPE, liveBroker)
myStrategy.run()
print "Final portfolio value: $%.4f" % myStrategy.getBroker().getCash()
def run_strategy():
logger.info("-------START-------")
feed = LiveFeed([COIN_TYPE], Frequency.MINUTE * K_PERIOD, REQ_DELAY)
liveBroker = LiveBroker(COIN_TYPE, hbClient(COIN_TYPE))
myStrategy = MyStrategy(feed, COIN_TYPE, liveBroker)
myStrategy.run()