#                         row["Volume"] == "-"
# instruments = ["PETR4", "PETR3"]
# googleFeed = googlefinance.build_feed(codes, 2014, 2014, storage="./googlefinance", skipErrors=True,
#                                       rowFilter=rowFilter)
db = "./sqliteddb"
# feed = DynamicFeed(db, codes, maxLen=10)
# feed.getDatabase().addBarsFromFeed(googleFeed)
################################################################################################

feed = DynamicFeed(db, codes, maxLen=60)

#$36922.16
days =  feed.getAllDays()
cash = 10000
shares = {}
activeOrders = {}
nextOrderId = 1
for day in days:
    feed = DynamicFeed(db, codes, maxLen=60)
    feed.positionFeed(day)

    broker = PytradeBroker(cash, feed, backtesting.FixedPerTrade(10), shares, activeOrders, nextOrderId)
    strategy = TradingSystem(feed, broker, debugMode=True)
    strategy.setAlgorithm(DonchianTradingAlgorithm(feed, broker, 9, 26, 0.05))

    feed.dispatch()

    cash = broker.getAvailableCash()
    shares = broker.getAllShares()
    activeOrders = broker.getAllActiveOrders()
    nextOrderId = broker.getNextOrderIdWithoutIncrementing()