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()