# 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()