- refactored

git-svn-id: http://moon:8086/svn/projects/Stock@326 fda53097-d464-4ada-af97-ba876c37ca34
2019-12-25 19:02:31 +00:00
parent 5da384ec18
commit 947a843128
3 changed files with 187 additions and 179 deletions
@@ -0,0 +1,42 @@
+import numpy as np
+
+
+def buy_BTFD(name, data, range_days, cand_window, marker_key='close_n', thresh_max=-10, thresh_min=1, buy_callback=None):
+	N = len(data['index'])
+	key = 'BTFD'
+	buy_list = {'index' : np.array([None]*N), key : np.array([None]*N)}
+	cand = None
+	do_buy = False
+	for n in range(N-range_days, N):
+		vmax = data['Qmax'][n]
+		vmin = data['Qmin'][n]
+		trend = data['macd_fdd'][n]
+		index = data['index'][n]
+		value = data[marker_key][n]
+		if vmin <= thresh_min:
+			if vmax <= thresh_max:
+				cand = n
+				if trend >= 0:
+					do_buy = True
+					print ("{}: Buy on {} at {:0.2f}".format(name, index, value))
+					cand = None
+
+		if cand is not None:
+			if n - cand <= cand_window:
+				if trend >= 0:
+					do_buy = True
+					former = data[marker_key][cand]
+					print("{}: Delayed buy on {} at {:0.2f} ({:0.2f})".format(name, index, value, former-value))
+					cand = None
+			else:
+				cand = None
+
+		if do_buy:
+			do_buy = False
+			buy_list['index'][n] = index
+			buy_list[key][n] = value
+			if buy_callback is not None:
+				buy_callback({'name': name, 'item': {'value': value, 'date': index}})
+
+	return buy_list
+