trade.py

# -*- coding: utf-8 -*-

"""
Algorithmic trading testing.

"""

import pandas as pd

import strategy
from pyalgotrade.barfeed import googlefeed


def show_clustered_equities(exchange):
    """
    Show details for the clustered equities
    :param exchange: Exchange name
    :return: None
    """
    df_clustered_equities = pd.read_csv('dataset/{}_clustered_equities.csv'.format(exchange))
    print(df_clustered_equities.groupby(['cluster']).symbol.nunique())


def get_equities_by_cluster(df_equities, cluster):
    print("Get equities by clusters")


def run_strategy(smaPeriod):
    # Load the Google feed from the CSV file
    feed = googlefeed.Feed()
    feed.addBarsFromCSV("ytlpowr", "dataset/6742.kl.csv")

    # Evaluate the strategy with the feed's bars.
    myStrategy = strategy.SmaTradingStrategy(feed, "ytlpowr", smaPeriod)
    myStrategy.run()
    print("Final portfolio value: $%.2f" % myStrategy.getBroker().getEquity())


def main():
    """
    Main script.
    """
    # show_clustered_equities('KLS')

    run_strategy(15)



if __name__ == "__main__":
    main()