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Son of a git

master
Denis Tereshkin 7 years ago
parent
commit
ebf7a36ba1
  1. 16
      src/naiback/strategy/strategy.py

16
src/naiback/strategy/strategy.py

@ -108,14 +108,18 @@ class Strategy:
return dates return dates
def buy_at_open(self, bar, ticker): def buy_at_open(self, bar, ticker=None):
if ticker is None:
ticker = 0
if isinstance(ticker, int): if isinstance(ticker, int):
ticker = self.all_bars[ticker].ticker ticker = self.all_bars[ticker].ticker
bars = self._get_bars(ticker) bars = self._get_bars(ticker)
self.broker.set_timestamp(bars.timestamp[bar]) self.broker.set_timestamp(bars.timestamp[bar])
return self.broker.add_position(ticker, bars.open[bar], self.trade_size, bar) return self.broker.add_position(ticker, bars.open[bar], self.trade_size, bar)
def buy_at_limit(self, bar, price, ticker): def buy_at_limit(self, bar, price, ticker=None):
if ticker is None:
ticker = 0
if isinstance(ticker, int): if isinstance(ticker, int):
ticker = self.all_bars[ticker].ticker ticker = self.all_bars[ticker].ticker
bars = self._get_bars(ticker) bars = self._get_bars(ticker)
@ -128,7 +132,9 @@ class Strategy:
else: else:
return None return None
def buy_at_stop(self, bar, price, ticker): def buy_at_stop(self, bar, price, ticker=None):
if ticker is None:
ticker = 0
if isinstance(ticker, int): if isinstance(ticker, int):
ticker = self.all_bars[ticker].ticker ticker = self.all_bars[ticker].ticker
bars = self._get_bars(ticker) bars = self._get_bars(ticker)
@ -141,7 +147,9 @@ class Strategy:
else: else:
return None return None
def buy_at_close(self, bar, ticker): def buy_at_close(self, bar, ticker=None):
if ticker is None:
ticker = 0
if isinstance(ticker, int): if isinstance(ticker, int):
ticker = self.all_bars[ticker].ticker ticker = self.all_bars[ticker].ticker
bars = self._get_bars(ticker) bars = self._get_bars(ticker)

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