Added remaining trading system around portfolio in order to compare with OANDA.

2015-02-03 13:33:33 +00:00
parent dbc973567a
commit b0b19d603d
13 changed files with 255 additions and 15 deletions
@@ -0,0 +1,18 @@
+from qsforex.event.event import SignalEvent
+
+
+class TestRandomStrategy(object):
+    def __init__(self, instrument, events):
+        self.instrument = instrument
+        self.events = events
+        self.ticks = 0
+
+    def calculate_signals(self, event):
+        if event.type == 'TICK':
+            self.ticks += 1
+            if self.ticks == 2:
+                signal = SignalEvent(self.instrument, "market", "buy")
+                self.events.put(signal)
+            if self.ticks == 10:
+                signal = SignalEvent(self.instrument, "market", "sell")
+                self.events.put(signal)