def __init__(self, symbol, strategy, buyingRatio):
''' constructor '''
self.__symbol = symbol
self.__strategy = strategy
self.__startDate = strategy.startDate
self.__buyingRatio = buyingRatio
# order id
self.__stopOrderId = None
self.__stopOrder = None
self.__buyOrder = None
self.__smaShort = Sma(10)
self.__smaMid = Sma(60)
self.__smaLong = Sma(200)
self.__smaVolumeShort = Sma(10)
self.__smaVolumeMid = Sma(60)
self.__movingLowShort = MovingLow(10)
self.__movingLowWeek = MovingLow(3)
#state of previous day
self.__previousTick = None
self.__previousSmaShort = None
self.__previousMovingLowShort = None
self.__previousMovingLowWeek = None
self.__previousSmaMid = None
self.__previousSmaLong = None
self.__previousSmaVolumeShort = None
self.__previousSmaVolumeMid = None
def __init__(self, configDict):
''' constructor '''
super(SMAStrategy, self).__init__("smaStrategy")
self.configDict = configDict
self.symbols = None
# order id
self.__stopOrderId = None
self.__stopOrder = None
self.__buyOrder = None
self.__smaShort = Sma(10)
self.__smaMid = Sma(60)
self.__smaLong = Sma(300)
#state of privious day
self.__previousTick = None
self.__previousSmaShort = None
self.__previousSmaMid = None
self.__previousSmaLong = None
def testSma(self):
sma = Sma(period=3)
expectedAvgs = [1, 1.5, 2, 3, 4]
for index, number in enumerate(range(1, 6)):
self.assertEqual(expectedAvgs[index], sma(number))
