Ultimate Algorithmic Trading System

elif entryQuant[numEntries] > peelAmt:
entryQuant[numEntries]
= entryQuant[numEntries] - peelAmt
return profit
def printTrade(self):
print( ’%8.0f %10s %2.0d %8.4f %10.2f %10.2f’
% (self.tradeDate, self.tradeName, self.quant,
self.tradePrice,self.tradeProfit, self.cumuProfit))
portfolioClass
from systemMarket import systemMarketClass
class portfolioClass(object):
def __init__(self):
self.portfolioName = ""
self.systemMarkets = list()
self.portEquityDate = list()
self.portEquityVal = list()
self.portclsTrdEquity = list()
self.portDailyEquityVal = list()
self.portPeakEquity = 0
self.portMinEquity = 0
self.portMaxDD = 0
tempEqu = 0
cumEqu = 0
maxEqu = -999999999
minEqu = 999999999
maxDD = 0
def setPortfolioInfo(self,name,systemMarket):
self.portfolioName = name
self.systemMarkets = list(systemMarket)
masterDateList = list()
monthList = list()
monthEquity = list()
combinedEquity = list()
self.portPeakEquity = -999999999999
self.portMinEquity = -999999999999
313
PYTHON SYSTEM BACKTESTER
for i in range(0,len(self.systemMarkets)):
masterDateList += self.systemMarkets[i].equity.equityDate
sysName = self.systemMarkets[i].systemName
market = self.systemMarkets[i].symbol
avgWin = self.systemMarkets[i].avgWin
www.rasabourse.com