advanced-algorithmic-trading

461
if (
self.invested[ticker] is False and
event.sentiment >= self.sent_buy
):
print("LONG %s at %s" % (ticker, event.timestamp))
self.events_queue.put(SignalEvent(ticker, "BOT", self.qty))
self.invested[ticker] = True
# Close signal
if (
self.invested[ticker] is True and
event.sentiment <= self.sent_sell
):
print("CLOSING LONG %s at %s" % (ticker, event.timestamp))
self.events_queue.put(SignalEvent(ticker, "SLD", self.qty))
self.invested[ticker] = False
# sentiment_sentdex_backtest.py
import datetime
import click
import numpy as np
from qstrader import settings
from qstrader.compat import queue
from qstrader.price_parser import PriceParser
from qstrader.price_handler.yahoo_daily_csv_bar import \
YahooDailyCsvBarPriceHandler
from qstrader.sentiment_handler.sentdex_sentiment_handler import \
SentdexSentimentHandler
from qstrader.strategy import Strategies, DisplayStrategy
from qstrader.position_sizer.naive import NaivePositionSizer
from qstrader.risk_manager.example import ExampleRiskManager
from qstrader.portfolio_handler import PortfolioHandler
from qstrader.compliance.example import ExampleCompliance
from qstrader.execution_handler.ib_simulated import \
IBSimulatedExecutionHandler
from qstrader.statistics.tearsheet import TearsheetStatistics
from qstrader.trading_session.backtest import Backtest
from sentdex_sentiment_strategy import SentdexSentimentStrategy
def run(config, testing, tickers, filename):
# Set up variables needed for backtest