Change indicators to return their results and work on three indicator strat

strategy_evaluation/ManualStrategy.py

@@ -57,6 +57,18 @@ class ManualStrategy:
 
         orders['Shares'] = orders['Shares'].rolling(2).apply(strat)
 
+    def three_indicator_strat(self, macd, rsi, price_sma, orders):
+        # XXX: continue here
+
+        def strat(row):
+            m = macd.loc[row.index]
+            print(m)
+            # mac, signal = m.iloc[0]
+            # print(mac, signal)
+            return 0
+
+        orders['Shares'] = orders.apply(strat, axis=1)
+        raise Exception()
 
     # this method should use the existing policy and test it against new data
     def testPolicy(self, symbol="IBM",
@@ -67,22 +79,18 @@ class ManualStrategy:
         self.holding = 0
         df = util.get_data([symbol], pd.date_range(sd, ed))
         df.drop(columns=["SPY"], inplace=True)
-        macd = indicators.macd(df, symbol)
 
         orders = pd.DataFrame(index=df.index)
         orders["Symbol"] = symbol
         orders["Order"] = ""
         orders["Shares"] = 0
 
-        self.macd_strat(macd, orders)
+        macd = indicators.macd(df, symbol)
+        rsi = indicators.rsi(df, symbol)
+        price_sma = indicators.price_sma(df, symbol, [21])
+        # self.macd_strat(macd, orders)
+        self.three_indicator_strat(macd, rsi, price_sma, orders)
 
-        # here we build a fake set of trades
-        # orders.iloc[0] = [symbol, "BUY", 1000]
-        # orders.iloc[40] = [symbol, "SELL", 1000]
-        # orders.iloc[41] = [symbol, "BUY", 1000]
-        # orders.iloc[60] = [symbol, "SELL", 2000]
-        # orders.iloc[61] = [symbol, "BUY", 2000]
-        # orders.iloc[-1] = [symbol, "SELL", 1000]
-        # orders = orders[orders["Shares"] != 0]
+        # heers = orders[orders["Shares"] != 0]
         return orders