marketTrade/market_trade/tests/test_decision.py

63 lines
1.6 KiB
Python

from market_trade.core.decisionManager_v2 import *
from market_trade.core.indicators_v2 import *
from market_trade.core.signals_v2 import *
import market_trade.data.dataloader
sigAgrReq = {
'sig_BB':{
'className':sig_BB,
'params':{'source':'close','target':'close'},
'indicators':{
'ind_BB':{
'className':ind_BB,
'params':{'MeanType':'SMA','window':30,'valueType':'close','kDev':2.5}
}
}
},
'sig_BB_2':{
'className':sig_BB,
'params':{'source':'close','target':'close'},
'indicators':{
'ind_BB':{
'className':ind_BB,
'params':{'MeanType':'SMA','window':30,'valueType':'close','kDev':2}
}
}
}
}
test = decsionManager('Pipa', sigAgrReq)
import pandas as pd
df_candle = pd.read_csv("../../data/EURUSD_price_candlestick.csv")
df_candle["date"] = df_candle["timestamp"]
sigAgrRetroTemplate = {
'sig_BB':{
'signalData': None,
'indicatorData' :{'ind_BB': None}
},
'sig_BB_2':{
'signalData': None,
'indicatorData' :{'ind_BB': None}
}
}
retroAns = test.getRetroTrendAns(sigAgrRetroTemplate,df_candle[5000:6000].reset_index(drop=True),40)
test.generateMatrixProbabilityFromDict(retroAns)
sigAgrData = {
'sig_BB':{
'signalData': df_candle[990:1000],
'indicatorData' :{'ind_BB': df_candle[:1000]}
},
'sig_BB_2':{
'signalData': df_candle[990:1000],
'indicatorData' :{'ind_BB': df_candle[:1000]}
}
}
test.getOnlineAns(sigAgrData, 0.0)