38 lines
764 B
Python
38 lines
764 B
Python
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()
|