Ultimate Algorithmic Trading System

class stochClass(object):
class stochClass(object):
316
PYTHON SYSTEM BACKTESTER
def __init__(self):
self.fastK = 0
self.fastD = 0
self.slowD = 0
self.seed = 0
def calcStochastic(self,kLen,dLen,dSloLen,hPrices,
lPrices,cPrices,curBar,offset):
curBarLookBack = curBar - offset
testSeed = self.seed
if self.seed == 0:
self.seed = 1
stoKList =[]
stoDList = []
index1 = kLen - 1 + dLen - 1 + dSloLen -1
index2 = dLen - 1 + dSloLen -1
loopCnt = 0
for i in range(0,index2+1):
loopCnt = loopCnt + 1
hh = 0
ll = 9999999
lowRngBound = curBarLookBack - (index1 - i)
highRngBound =lowRngBound + 3
for k in range(lowRngBound,highRngBound):
if hPrices[k] > hh:
hh = hPrices[k]
if lPrices[k] < ll:
ll = lPrices[k]
if hh - ll == 0.0:
hh = ll + 1
whichClose = curBarLookBack - (index2 -i)
stoKList.append((cPrices[whichClose] - ll) /
(hh - ll) *100)
lenOfStoKList = len(stoKList)
self.fastK = stoKList[len(stoKList)-1]
if (i >= dLen-1):
tempSum = 0
lowRngBound = len(stoKList)-dLen
highRngBound = lowRngBound + dLen
for j in range(lowRngBound,highRngBound):
tempSum += stoKList[j]
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