Ultimate Algorithmic Trading System

>>> c = a + b
>>> c
After you hit enter following the last c you will be presented with this:
[1, 2, 3, 4, 6, 7, 8, 9, 1, 2, 3, 4, 5, 6, 7, 8, 10]
This is simply a concatenation of the two lists. It includes all values from both lists.
Now type this:
>>> c.sort()
>>> c
Hit enter after the last c, and the list is now sorted and stored back in the original
list.
[1, 1, 2, 2, 3, 3, 4, 4, 5, 6, 6, 7, 7, 8, 8, 9, 10]
This is how I created a master data list that included all the dates in the different
equity streams from each market. I then used a removeDuplicates function to
remove the duplicate list entries. The other cool thing in this class is this snippet
of code:
192
USING PYTHON TO BACKTEST YOUR ALGORITHM
def createMonthList(li):
myMonthList = list()
for i in range(0,len(li)):
if i != 0:
tempa = int(li[i]/100)
pMonth = int(li[i-1]/100) % 100
month = int(li[i]/100) % 100
if pMonth != month:
myMonthList.append(li[i-1])
if i == len(li)-1:
return myMonthList
myMonthList.append(li[i])
This code takes a large list of dates and extracts the beginning date of each month
in that list, and then creates a list with just the different months. This is how I was able
to create a monthly breakdown of the time period used in the testing of the system.
20110930 2249 2249
20111031 -2545 -296
20111130 0 -296
20111230 -913 -1209
20120131 0 -1209
20120229 0 -1209
20120330 0 -1209
20120430 -120 -1329
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