本文整理匯總了Python中recorder.Recorder.record_dir方法的典型用法代碼示例。如果您正苦於以下問題:Python Recorder.record_dir方法的具體用法?Python Recorder.record_dir怎麽用?Python Recorder.record_dir使用的例子?那麽, 這裏精選的方法代碼示例或許可以為您提供幫助。您也可以進一步了解該方法所在類recorder.Recorder
的用法示例。
在下文中一共展示了Recorder.record_dir方法的2個代碼示例,這些例子默認根據受歡迎程度排序。您可以為喜歡或者感覺有用的代碼點讚,您的評價將有助於係統推薦出更棒的Python代碼示例。
示例1: Recorder
# 需要導入模塊: from recorder import Recorder [as 別名]
# 或者: from recorder.Recorder import record_dir [as 別名]
trade.volume = stock.unit
print "trade",trade
print "entry",trade.entry_date
print "entry_price",trade.entry_price
print "trade_type", trade.trade_type
print "volume",trade.volume
# check exit
if trade is not None:
trading_system.check_exit(trade, i)
if trade.isclosed():
trades.append(trade)
print "exit",trade.exit_date
print "exit_price",trade.exit_price
trade = None
return trades
con = sqlite.connect(os.getcwd()+'/../data/daily_stock_data.db')
recorder = Recorder()
recorder.record_dir = 'result/test'
recorder.create_record_folder()
recorder.record_setting(__file__) # 現在実行中のソースファイル名
results = [ simulate(code) for code in (7203,4063, 8604) ]
results = [trades for trades in results if len(trades)!=0]
for trades in results: recorder.record_a_stock(trades)
recorder.record_stats_for_each_stock(results)
recorder.record_stats(results)
示例2: DataToStock
# 需要導入模塊: from recorder import Recorder [as 別名]
# 或者: from recorder.Recorder import record_dir [as 別名]
from data_to_stock import DataToStock
from estrangement_entry import EstrangementEntry
from estrangement_exit import EstrangementExit
from stop_out_exit import StopOutExit
from average_true_range_stop import AverageTrueRangeStop
from moving_average_direction_filter import MovingAverageDirectionFilter
from recorder import Recorder
from simulation import Simulation
data_dir = os.getcwd()+'/../data/'
dbname = 'daily_stock_data.db'
data = DataToStock(data_dir, dbname)
estrangement_system = TradingSystem({'entries':EstrangementEntry({'span':20, 'rate':5}),
'exits':[StopOutExit(), EstrangementExit({'span':20, 'rate':3.5})], # stop_out_exitは最後につける(損切りの手仕舞いだから)
'stops':AverageTrueRangeStop({'span':20}),
'filters':MovingAverageDirectionFilter({'span':30})
})
recorder = Recorder()
recorder.record_dir = 'result/estrangement/test_simulation'
simulation = \
Simulation({'trading_system':estrangement_system,
'data_loader': data,
'recorder':recorder})
recorder.create_record_folder()
#simulation.simulate_a_stock(8604) # code.csv
simulation.simulate_all_stocks(os.getcwd()+'/../data/test_stock.csv') # _stats_for_each_stock.csv