def getAllSellPoints(pricesData, macd, signalLine, modifiedSignalLine):
periods = getTradingPeriods(macd, signalLine)
allSellPoints = []
for period in periods:
upPoint = getUpCrossingPointInAPeriod(macd, signalLine, period)
totalTrade = getTotalTradesInAPeriod(macd, modifiedSignalLine, period, upPoint)
if totalTrade is not None:
for trade in totalTrade.tradeList:
allSellPoints.append(trade.sellPoint)
print('total sell' ,len(allSellPoints))
return allSellPoints
def getAllSellPoints(pricesData, macd, signalLine, modifiedSignalLine):
periods = getTradingPeriods(macd, signalLine)
allSellPoints = []
for period in periods:
upPoint = getUpCrossingPointInAPeriod(macd, signalLine, period)
totalTrade = getTotalTradesInAPeriod(macd, modifiedSignalLine, period,
upPoint)
if totalTrade is not None:
for trade in totalTrade.tradeList:
allSellPoints.append(trade.sellPoint)
print('total sell', len(allSellPoints))
return allSellPoints
def modifiedSignalLineTest(pricesData, macd, signalLine, modifiedSignalLine):
periods = getTradingPeriods(macd, signalLine)
profitRateList = []
successList = []
for period in periods:
upPoint = getUpCrossingPointInAPeriod(macd, signalLine, period)
totalTrade = getTotalTradesInAPeriod(macd, modifiedSignalLine, period, upPoint)
if totalTrade is not None:
profitRate = totalTrade.getProfitRate(pricesData)
profitRateList.append(profitRate)
if profitRate > 0:
successList.append(1)
else:
successList.append(0)
if len(profitRateList) > 0:
return np.mean(successList), np.mean(profitRateList)
else:
return None, None
def modifiedSignalLineTest(pricesData, macd, signalLine, modifiedSignalLine):
periods = getTradingPeriods(macd, signalLine)
profitRateList = []
successList = []
for period in periods:
upPoint = getUpCrossingPointInAPeriod(macd, signalLine, period)
totalTrade = getTotalTradesInAPeriod(macd, modifiedSignalLine, period,
upPoint)
if totalTrade is not None:
profitRate = totalTrade.getProfitRate(pricesData)
profitRateList.append(profitRate)
if profitRate > 0:
successList.append(1)
else:
successList.append(0)
if len(profitRateList) > 0:
return np.mean(successList), np.mean(profitRateList)
else:
return None, None
