Ultimate Algorithmic Trading System

The single line of code:
files = askopenfilenames(filetypes=(('CSV files', '*.txt'),
('All files', '*.*')),
title='Select Markets To Test')
opens an OS-independent File Open Dialog labeled Select Markets To Test
and asks the operating system to list all files with a .CSV extension in that particular
location. Once the user selects one or more files, the selection is passed back and
stored in the variable files.
fileList = root.tk.splitlist(files)
The files are then listed separately and stored in a list named fileList. This is all
handled with the built-in method root.tk.splitlist(files). This method takes all of
the files the user selected and then splits them apart and stores the individual file
names in a list.
head,tail = os.path.split(fileList[marketCnt])
tempStr = tail[0:2]
for i in range(totComms):
if tempStr == commName[i]:
commIndex = i
Another OS method os.path.split takes the name of each individual file and
splits the path name (C:\myPath\Data\) and the actual filename apart (BP.CSV).
The head variable is assigned the pathname and the tail variable the filename. Once
the filename is separated the first two letters in the filename can be accessed by
simply indexing into the string: tempStr = tail[0:2]. The first two characters in
the filename represent the symbol that was selected. From this the symbol can
be cross-referenced in the DataMaster and the market name, big point value, and
minimum move can be attached to the symbol.
newDataClass = marketDataClass()
newDataClass.setDataAttributes(commName[commIndex],
bigPtVal[commIndex],minMove[commIndex])
As soon as the filename is cross referenced with DataMaster,amarketData-
Class object with the variable name newDataClass is instantiated by calling the
marketDataClass() method. The marketDataClass class looks like this:
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USING PYTHON TO BACKTEST YOUR ALGORITHM
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