simulate trade performance based on python algorithm
def initialize(context):
context.aapl = sid(24)
def handle_data(context, data):
hist = data.history(context.aapl, 'price', 50, '1d')
log.info(hist)
#last 50 day average
sma_50 = hist.mean()
#last 20 day average
sma_20 = hist[-20:].mean()
if sma_20 > sma_50:
#buy apple with all money
order_target_percent(context.aapl, 1.0)
elif sma_50 > sma_20:
#sell all apple share
order_target_percent(context.aapl, -1.0)
reference:
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