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Python Simulation.get_prices_yahoo方法代码示例

本文整理汇总了Python中simulation.Simulation.get_prices_yahoo方法的典型用法代码示例。如果您正苦于以下问题:Python Simulation.get_prices_yahoo方法的具体用法?Python Simulation.get_prices_yahoo怎么用?Python Simulation.get_prices_yahoo使用的例子?那么恭喜您, 这里精选的方法代码示例或许可以为您提供帮助。您也可以进一步了解该方法所在simulation.Simulation的用法示例。


在下文中一共展示了Simulation.get_prices_yahoo方法的2个代码示例,这些例子默认根据受欢迎程度排序。您可以为喜欢或者感觉有用的代码点赞,您的评价将有助于系统推荐出更棒的Python代码示例。

示例1: process_simulations

# 需要导入模块: from simulation import Simulation [as 别名]
# 或者: from simulation.Simulation import get_prices_yahoo [as 别名]
    def process_simulations(self):
        """
        This function will iterate over all the symbols and simulate the 
        strategy.
        """
        n=0 # For sleeping and going on getting data from yahoo
        for row in self.symbols.iterrows():
            
            symbol = row[1]['symbol']
            print 'processing ' + str(symbol)
            sim = Simulation(symbol, from_date=self.from_date, to_date=self.to_date)
            sim.get_prices_yahoo()
            sim.apply_strategy(self.strategy)
            s_result = sim.get_result()
            if s_result.empty: continue  ## If it was not possible to make the simulation
            s_result = s_result.append(row[1])
            self.df_results = self.df_results.append(s_result, ignore_index=True)
            columns = ['symbol', 'name', 'category', 'subcategory', 'track index', 
                       'comments', 'commodity', 'sector', 'countries', 'assets',
                       'avg. vol', 'inverse', 'leveraged',
                       'from_date', 'to_date', 'nperiods', 'ntrades', 
                       'max_open', 'drawdown', 'abs_profit', 'pct_simple_profit',
                       'pct_compound_profit', 'annual_pct_simple_profit', 
                       'annual_pct_compound_profit', 'volatility', 'sharpe']
            self.df_results = self.df_results[columns]
        
            ## Time for not overuse Yahoo API
            n += 1
            if n == 350:
#                 sleep(10)
                n=0
开发者ID:quantacademy,项目名称:Simulations,代码行数:33,代码来源:collective_simulations.py

示例2: process_simulations

# 需要导入模块: from simulation import Simulation [as 别名]
# 或者: from simulation.Simulation import get_prices_yahoo [as 别名]
 def process_simulations(self):
     """
     This function will iterate over all the symbols and simulate the 
     strategy.
     """
     for row in self.symbols.iterrows():
         
         symbol = row[1]['symbol']
         print 'processing ' + str(symbol)
         sim = Simulation(symbol, from_date=self.from_date, to_date=self.to_date)
         sim.get_prices_yahoo()
         sim.apply_strategy(self.strategy)
         s_result = sim.get_result()
         s_result['symbol']=symbol
         self.df_results = self.df_results.append(s_result, ignore_index=True)
开发者ID:alfil,项目名称:asybets-simulations,代码行数:17,代码来源:collective_simulations.py


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