Start to implement testPolicy

manual_strategy/indicators.py

@@ -1,5 +1,37 @@
-
+import datetime as dt
+import TheoreticallyOptimalStrategy as tos
 
 
 def author():
     return "felixm"
+
+
+def test_policy():
+    sd = dt.datetime(2008, 1, 1)
+    ed = dt.datetime(2009, 12, 31)
+    tos.testPolicy(symbol="JPM", sd=sd, ed=ed, sv=100000)
+
+
+def normalize(timeseries):
+    return timeseries / timeseries.iloc[0]
+
+
+def bollinger_band(prices):
+    pass
+
+
+def main():
+    test_policy()
+    # sd = dt.datetime(2008, 1, 1)
+    # ed = dt.datetime(2009, 12, 31)
+    # prices = get_data(['JPM'], pd.date_range(sd, ed))
+    # prices['JPM'] = normalize(prices['JPM'])
+    # print(prices)
+
+    # plot_data(prices)
+    # prices_appl = get_data(['AAPL'], pd.date_range(sd, ed), 'High')
+    # prices['AAPL'] = prices_appl['AAPL']
+
+
+if __name__ == "__main__":
+    main()