Decimalised the trading engine to be more realistic

strategy/strategy.py

@@ -1,17 +1,23 @@
 from qsforex.event.event import SignalEvent
 
 
-class TestRandomStrategy(object):
+class TestStrategy(object):
     def __init__(self, instrument, events):
         self.instrument = instrument
         self.events = events
         self.ticks = 0
+        self.invested = False
 
     def calculate_signals(self, event):
         if event.type == 'TICK':
             self.ticks += 1
-            if self.ticks % 2 == 0:
-                signal = SignalEvent(self.instrument, "market", "buy")
-            else:
-                signal = SignalEvent(self.instrument, "market", "sell")
-            self.events.put(signal)
+            if self.ticks % 5 == 0:
+                if self.invested == False:
+                    signal = SignalEvent(self.instrument, "market", "buy")
+                    self.events.put(signal)
+                    self.invested = True
+                else:
+                    signal = SignalEvent(self.instrument, "market", "sell")
+                    self.events.put(signal)
+                    self.invested = False
+