Introduction

• put rule file in rule dir
• You need sell() and buy() functions
• sell()
  • arguments:stock,trade,dt
    • stock : Stock data class
    • trade : Trade data class
    • dt : Date,time
  • Return sell price and trade type (limit order or market order)
• buy()
  • arguments:stock,trade,dt
    • stock : Stock data class
    • trade : Trade data class
    • dt : Date,time
  • Return buy price and trade type (limit order or market order)

Special Variables

• trade.price
  • last stock price
• trade.price_history
  • stock price history (Array)
  • trade.price_history[-1] = trade.price
• trade.vals(array)
  • values for trade rule

Example :"simple.py"

Simple trade rule. Buy if last price < Second last price. Sell if last price > Buy price. ``` #!/usr/bin/python # coding: UTF-8

#Import library from string import * import os import sys import datetime import time import numpy as np sys.path.append('../lib/') import data_process as dp

#Buy routine def buy(stock,trade,dt): data_num = 3 r = dp.get_data_by_day_num(stock,dt,data_num) #Get price data trade.price = r.close[-1] #set last price last_price = int(r.close[-2]) #Set second last price last_last_price = int(r.close[-3]) #Set third last price buy_rate = float(trade.vals[0]) #Set buy price rate if(int(last_price) < int(last_last_price * buy_rate)): #Buy the stocks if the second last price is lower than third last price price = int(last_price) * buy_rate #set buy price if(int(r.open[-1]) < price): #Set the buy price if last price is lower than buy price price = int(r.open[-1]) buy_type = 0 #limit order return price,buy_type return 0,0 #Do nothing #Sell routine def sell(stock,trade,dt): data_num = 3 sell_type = 0 r = dp.get_data_by_day_num(stock,dt,data_num) #get stock prices trade.price = r.close[-1] #Set last price sell_rate = float(trade.vals[1]) #Set sell price rate now_rate = float(r.open[-1]) / float(trade.buy_price) #Set a loss target wish_sell_price = int(trade.buy_price)*sell_rate #Set sell price if(int(r.open[-1]) > wish_sell_price): #Sell the stock if last price is higher than sell price sell_type = 0 #limit order wish_sell_price = int(r.open[-1]) #set sell price elif(now_rate < float(trade.vals[2])): #Loss Cut sell_type = 1 #market order wish_sell_price = int(r.open[-1]) # return wish_sell_price,sell_type ```