def __init__(self, dbconn, TData=None):
self.db = dbconn
tt = lb.timer()
if TData == None:
self.TData = lb.TradeData(self.db)
else:
self.TData = TData
import lib.strategy_lib as sl
import lib.tracking as tl
import lib.analytics as an
import numpy as np
import pylab as pl
import scipy as sc
import matplotlib.pyplot as plt
Market = 'TX00'
DorN = 'N'
dbt = dl.DBConn(host="192.168.1.102",
uid="sa",
pwd="geniustom",
cata="FutureData")
tdt = dl.TradeData(dbt.conn, Market, DorN)
dayindi = il.indicatorGroup()
#=========================================================================
#dayindi=tdt.FetchDateByDB("20/03/13") #D:
#dayindi=tdt.FetchDateByDB("20/03/16") #D:
#dayindi=tdt.FetchDateByDB("20/03/17") #D:
#dayindi=tdt.FetchDateByDB("20/03/18") #D:
#dayindi=tdt.FetchDateByDB("20/03/20") #D:
#dayindi=tdt.FetchDateByDB("20/03/23") #D:
#dayindi=tdt.FetchDateByDB("20/03/24") #D:
#dayindi=tdt.FetchDateByDB("20/03/25") #D:
#dayindi=tdt.FetchDateByDB("20/03/26") #D:
#dayindi=tdt.FetchDateByDB("20/03/27") #D:
#dayindi=tdt.FetchDateByDB("20/03/30") #D:
#dayindi=tdt.FetchDateByDB("20/04/01") #D:
import os, imp
import common as cm
imp.reload(cm)
import lib.dblib as dl
imp.reload(dl)
import s01
imp.reload(s01)
try:
dbstr = db.connstr
datecount = td.DateCount
except:
db = dl.DBConn(host="127.0.0.1",
uid="sa",
pwd="geniustom",
cata="FutureHis")
td = dl.TradeData(db.conn)
def daytrade(s):
return cm.runDayTrade(db,
td,
fName=s.FName,
cName=__name__,
sName=s.s1,
sTittle=s.STittle)
daytrade(s01)
import lib.strategy_lib as sl
import lib.tracking as tl
import lib.analytics as an
import numpy as np
import pylab as pl
import scipy as sc
import matplotlib.pyplot as plt
dbc = dl.DBConn(host="127.0.0.1",uid="sa",pwd="geniustom",cata="FutureHis")
tdc=dl.TradeData(dbc.conn)
dayindi=il.indicatorGroup()
def getIndiInRange(tag_name,start,end):
d=[]
for i in range(start,end,1):
dayindi=tdc.FetchDateByDB(tdc.DateList[i])
il.GetSpecialIndicator(dayindi)
t=np.array(dayindi.get(tag_name))
d.extend(t)
return d
def seq_intg(x):
y=x #np.zeros(x.shape,dtype=x.dtype)
y[0]=0
# -*- coding: utf-8 -*- import imp import numpy as np import common as cm; imp.reload(cm); import lib.dblib as dl; imp.reload(dl); import lib.indicator as ind; imp.reload(ind); try: dbstr = db.connstr datecount = td.DateCount except: db = dl.DBConn(host="127.0.0.1",uid="sa",pwd="geniustom",cata="FutureData") print(Market,DorN) td=dl.TradeData(db.conn,Market,DorN) BackTestDays=60 #need >40 PC=np.array(cm.runDayTrade(db,td,fName=FName,cName="Track all",sName=s1,sTittle=STittle,Days=BackTestDays)) ''' TrainTag=np.zeros(PC.shape,dtype=PC.dtype) for i in range(0,len(PC)): if PC[i]>0: TrainTag[i]=1 else: TrainTag[i]=0 '''