def setUp(self):
self.stock_code = 'HK.09988'
self.complete_data = pd.read_csv('./test/test_data/test_data.csv',
index_col=None)
self.input_data = self.complete_data.iloc[:100, :]
self.test_data = self.complete_data.iloc[100:, :]
self.kdj_cross = KDJCross({self.stock_code: self.input_data},
observation=100)
class KDJTestCase(unittest.TestCase):
def setUp(self):
self.stock_code = 'HK.09988'
self.complete_data = pd.read_csv('./test/test_data/test_data.csv',
index_col=None)
self.input_data = self.complete_data.iloc[:100, :]
self.test_data = self.complete_data.iloc[100:, :]
self.kdj_cross = KDJCross({self.stock_code: self.input_data},
observation=100)
def test_buy(self):
# Success. K = 71.86 D = 71.021 J = 73.539 at Dec 23 2020 11:10 AM
for index, row in self.test_data.iterrows():
latest_data = row.to_frame().transpose()
latest_data.reset_index(drop=True, inplace=True)
self.kdj_cross.parse_data(latest_data=latest_data)
self.kdj_cross.buy(self.stock_code)
self.assertEqual(True, True)
def test_sell(self):
for index, row in self.test_data.iterrows():
latest_data = row.to_frame().transpose()
latest_data.reset_index(drop=True, inplace=True)
self.kdj_cross.parse_data(latest_data=latest_data)
self.kdj_cross.sell(self.stock_code)
self.assertEqual(True, True)
def main():
# Initialization Connection
futu_trade = trading_engine.FutuTrade()
# Daily Update Data
# daily_update_data(futu_trade=futu_trade, force_update=False)
# Update ALl Data to Database
# futu_trade.store_all_data_database()
# Initialize Strategies
stock_list = [
"HK.00001", "HK.00002", "HK.00003", "HK.00005", "HK.00006", "HK.00011",
"HK.00012", "HK.00016", "HK.00017", "HK.00027", "HK.00066", "HK.00101",
"HK.00175", "HK.00267", "HK.00288", "HK.00386", "HK.00388", "HK.00669",
"HK.00688", "HK.00700", "HK.00762", "HK.00823", "HK.00857", "HK.00883",
"HK.00939", "HK.00941", "HK.01038", "HK.01044", "HK.01093", "HK.01109",
"HK.01113", "HK.01177", "HK.01299", "HK.01398", "HK.01810", "HK.01876",
"HK.01928", "HK.01997", "HK.02007", "HK.02018", "HK.02020", "HK.02269",
"HK.02313", "HK.02318", "HK.02319", "HK.02382", "HK.02388", "HK.02628",
"HK.03328", "HK.03690", "HK.03988", "HK.09988"
]
for stock_code in stock_list:
futu_trade.update_1M_data(stock_code, force_update=False)
input_data = futu_trade.get_1M_data(stock_list=stock_list)
kdj_cross = KDJCross(input_data=input_data)
futu_trade.cur_kline_subscription(input_data,
stock_list=stock_list,
strategy=kdj_cross,
timeout=3600 * 12)
futu_trade.display_quota()
def __init_strategy(strategy_name: str, input_data: dict) -> Strategies:
strategies = {
'EMA_Ribbon': EMARibbon(input_data=input_data.copy()),
'KDJ_Cross': KDJCross(input_data=input_data.copy()),
'KDJ_MACD_Close': KDJMACDClose(input_data=input_data.copy()),
'MACD_Cross': MACDCross(input_data=input_data.copy()),
'RSI_Threshold': RSIThreshold(input_data=input_data.copy()),
'Short_Term_Band': ShortTermBand(input_data=input_data.copy()),
'Quant_Legendary': QuantLegendary(input_data=input_data.copy())
}
# Default return simplest MACD Cross Strategy
return strategies.get(strategy_name, MACDCross(input_data=input_data))