Ultimate Algorithmic Trading System

algorithms. I usually open SystemTester.py and save as immediately. If I am working
on a Donchian type of algorithm, I will use a name like DonchianSys1.py. Instead
of listing the program in its entirety, let’s break it up section by section.
Import Section
#------------------------------------------------------------
#Import section - inlcude functions, classes, variabels
#form externam modules
#------------------------------------------------------------
import csv
import tkinter as tk
import os.path
from getData import getData
from dataLists import myDate,myTime,myOpen,myHigh,myLow,
myClose
from tradeClass import tradeInfo
from equityDataClass import equityClass
from trade import trade
from systemMarket import systemMarketClass
from portfolio import portfolioClass
from indicators import highest,lowest,rsiClass,stochClass,
sAverage,bollingerBands
from systemAnalytics import calcSystemResults
from tkinter.filedialog import askopenfilenames
The hash sign (#) at the beginning of any text informs the interpreter to ignore
whatever follows up to the end of the line. Use this symbol for comments in your
Python code—just like we did with the single quote (‘) in VBA. You can also use it
to temporarily hide a line of code from the interpreter. All of the external files and
functions/classes are pulled into the main program by using the keywords from
and import. This is similar to C’s include statement—on the surface, anyway.
For all intents and purposes, we will use it simply to import external code. The
name of the external module follows from and the function/class name follows the
import keyword. Look at the line that starts, from indicators import … You
will see a good portion of the indicator functions and classes that were defined in
indicator.py.
Some of the imports are strictly Python related:
179
USING PYTHON TO BACKTEST YOUR ALGORITHM
import csv
import tkinter as tk
import os.path
from tkinter.filedialog import askopenfilenames
www.rasabourse.com