def testHighLow(self):
values = dataseries.SequenceDataSeries()
high = highlow.High(values, 5)
low = highlow.Low(values, 3)
for value in [1, 2, 3, 4, 5]:
values.append(value)
self.assertEqual(high[-1], 5)
self.assertEqual(low[-1], 3)
def __init__(self,feed,instrument,N1,N2):
strategy.BacktestingStrategy.__init__(self, feed)
self.__instrument = instrument
self.__feed = feed
self.__position = None
self.setUseAdjustedValues(False)
self.__prices = feed[instrument].getPriceDataSeries()
self.__high = highlow.High(self.__prices,N1,3)
self.__low = highlow.Low(self.__prices,N2,3)
self._count =0
self.__info = DataFrame(columns={'date','id','action','instrument','quantity','price'}) #交易记录信息
self.__info_matrix = []
