Ultimate Algorithmic Trading System

def getData():
totComms = 0
with open(fileName) as f:
f_csv = csv.reader(f)
for row in f_csv:
f.close
commName.append(row[0])
bigPtVal.append(float(row[1]))
minMove.append(float(row[2]))
totComms = totComms + 1
The function starts out by opening the file C:\PBS\dataMaster.csv and reading
its contents into three different lists: commName, bigPtVal, andminMove.
Here is a quick snapshot of the contents of this file:
"AD",100000,0.0001
"BP",125000,0.0001
"CL",1000,0.01
"C2",50,0.25
"CC",10,1
"CD",100000,0.0001
"CL",1000,0.01
"CT",500,0.01
"CU",125000,0.0001
"DX",1000,0.005
"ED",2500,0.005
"EM",100,0.1
"FC",500,0.025
"FV",1000,0.0078
"GC",100,0.1
"HG",250,0.05
"HO",42000,0.0001
"JY",125000,0.00005
As you can see, the data are separated by commas, and there are three data values
per line. The first data value is the string (enclosed in quotes) that will be assigned
to commName. The second is the value of a big point move (a single increment
of the number right before the decimal point (British pound is quoted as 1.5631,
so a move from 1.5631 to 2.5631 would equate to $125,000), and the third is
the minimum move of the market. The minimum move in stocks is 0.01 or one
penny. In the British pound, it is 0.0001. Just like the ESB, the PSB needs to know
this information ahead of time so it can properly calculate price-based values and
perform accurate trade accounting. This file is easily editable and you can customize
it to fit your own data and its format.
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USING PYTHON TO BACKTEST YOUR ALGORITHM
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