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Open Trading
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Fixed broken url links
1 parent a35f7ae commit 6b9625e

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Lines changed: 817 additions & 749 deletions

‎.gitignore‎

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@@ -4,6 +4,9 @@ __pycache__/
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# visual studio
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*.sdf
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*.iss
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*.msys
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*.bat
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# C extensions
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*.so

‎CHANGELOG.txt‎

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@@ -1,3 +1,8 @@
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commit a35f7ae4e728925084d5cc492104d7954a023e48
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Date: Sat Aug 22 06:32:15 2015 +0300
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Github creole bugs workaround
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commit 3f198812d5d8f2fe9b0425d09369aa9de8bdf776
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Date: Sat Aug 22 02:25:54 2015 +0300
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‎OpenTrader/BacktestCmd.py‎

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@@ -258,7 +258,7 @@ def vDoBacktestCmd(self, oArgs, oOpts=None):
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#? rename delete
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_lCmds = ['dir', 'list', 'get', 'set',
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'read_mt4_csv', 'read_yahoo_csv', 'info', 'plot', 'to_hdf']
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assert len(lArgs) > 1, "ERROR: " +sDo +" " +str(_lCmds)
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assert len(lArgs) > 1, "ERROR: " +sDo +" command required: " +str(_lCmds)
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sCmd = lArgs[1]
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assert lArgs[1] in _lCmds, "ERROR: " +sDo +" " +str(_lCmds)
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@@ -351,6 +351,9 @@ def vDoBacktestCmd(self, oArgs, oOpts=None):
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return
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# The following all require that a feed has been loaded
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if not sFEED_CACHE_KEY or sFEED_CACHE_KEY not in dFEED_CACHE:
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self.vError("Run \"back read_*\" first to read a DataFrame")
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return
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_dCurrentFeedFrame = dFEED_CACHE[sFEED_CACHE_KEY]
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if _dCurrentFeedFrame is None:
@@ -405,11 +408,11 @@ def vDoBacktestCmd(self, oArgs, oOpts=None):
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# 'download_hst_zip'
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if sCmd == 'plot':
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import matplotlib
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import numpy as np
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from OTPpnAmgc import vGraphData
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if 'matplotlib.rcParams' in self.oConfig:
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for sKey, gVal in self.oConfig['matplotlib.rcParams'].items():
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matplotlib.rcParams[sKey] = gVal
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import numpy as np
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from OTPpnAmgc import vGraphData
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from OTBackTest import oPreprocessOhlc
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mFeedOhlc = oPreprocessOhlc(mFeedOhlc)

‎OpenTrader/OTCmd2.ini‎

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@@ -90,9 +90,14 @@ iMacdEma = 9
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# axes.xmargin =
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# axes.ymargin =
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# axes3d.grid =
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# backend =
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# backend.qt4 =
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# backend_fallback =
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# valid strings are ['pdf', 'pgf', 'Qt4Agg', 'GTK', 'GTKAgg',
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# 'ps', 'agg', 'cairo', 'MacOSX', 'GTKCairo', 'WXAgg',
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# 'TkAgg', 'GTK3Cairo', 'GTK3Agg', 'svg',
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# 'WebAgg', 'CocoaAgg', 'emf', 'gdk', 'WX']
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# we freeze support for: 'Qt4Agg', 'TkAgg', 'WX', 'WXAgg', 'agg',
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backend = 'Qt4Agg'
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backend.qt4 = 'PyQt4'
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backend_fallback = 'TkAgg'
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# contour.negative_linestyle =
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# datapath =
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# docstring.hardcopy =

‎OpenTrader/OTCmd2.py‎

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@@ -169,14 +169,17 @@
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import time
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import unittest
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try:
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import OpenTrader
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except ImportError:
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# support running from source
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sDIR = os.path.dirname(os.path.dirname(__file__))
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if sDIR not in sys.path:
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sys.path.insert(0, sDIR)
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del sDIR
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if hasattr(sys, 'frozen') and sys.frozen:
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__file__ = sys.executable
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else:
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try:
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import OpenTrader
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except ImportError:
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# support running from source
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sDIR = os.path.dirname(os.path.dirname(__file__))
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if sDIR not in sys.path:
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sys.path.insert(0, sDIR)
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del sDIR
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from OpenTrader.cmd2plus import Cmd, options, make_option, Cmd2TestCase
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try:

‎OpenTrader/OTPpnAmgc.py‎

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@@ -20,6 +20,17 @@
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from collections import OrderedDict
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import numpy as np
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import matplotlib
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# Problems when frozen: only matplotlib.backends._backend_agg.pyd is bundled
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# File "OpenTrader\OTPpnAmgc.py", line 23, in <module>
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# File "c:\Python27\lib\site-packages\matplotlib\pyplot.py", line 98, in <module
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# >
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# _backend_mod, new_figure_manager, draw_if_interactive, _show = pylab_setup()
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#
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# File "c:\Python27\lib\site-packages\matplotlib\backends\__init__.py", line 28,
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# in pylab_setup
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# globals(),locals(),[backend_name],0)
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# ImportError: No module named backend_qt4agg
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import matplotlib.pyplot as plt
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import matplotlib.ticker as mticker
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from matplotlib.finance import candlestick

‎README.creole‎

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@@ -19,22 +19,22 @@ This ia a work in progress but it has quite a lot in there already:
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better MQL4 trading library (https://github.com/OpenTrading/OTMql4Lib),
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* there's a backtester for trading recipes based on
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pybacktest (https://github.com/ematvey/pybacktest/),
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using pandas with TaLib (https://github.com/OpenTrading/wiki/TaLib),
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using pandas with TaLib (https://github.com/OpenTrading/OpenTrader/wiki/TaLib),
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so it's quite fast.
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* reads CSV history files and treats everything internally in
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pandas DataFrames or Series,
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* there's simple plotting of the CSV files and results using
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matplotlib (http://matplotlib.org),
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* you can save recipes and backtest results as an HDF5 file,
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viewable by ViTables (https://github.com/OpenTrading/wiki/ViTables)
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viewable by ViTables (https://github.com/OpenTrading/OpenTrader/wiki/ViTables)
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* if you have pyrabbit (http://pypi.python.org/packages/source/p/pyrabbit)
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installed, you can query the AMQP server.
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Coming **Real Soon Now(TM)** is:
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* wiring up the backtester so that it should soon support Recipes for
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live-trading on Metatrader from Recipes and Chefs.
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* there's an optimizer in the backtester, but it's not yet wired up.
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For our future directions, see the RoadMap (https://github.com/OpenTrading/wiki/RoadMap) .
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For our future directions, see the RoadMap (https://github.com/OpenTrading/OpenTrader/wiki/RoadMap) .
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=== Messaging Protocols
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‎share/doc/07Tests.txt‎

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This file was deleted.

‎share/examples/OTCmd2-backtest_SMARecipe.txt‎

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@@ -1,35 +1,35 @@
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# These tests will only work if you have pybacktest installed:
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# https://github.com/ematvey/pybacktest
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# You dont need to have a listener thread running
4-
set echo True
5-
# read a CSV file from Mt4
6-
back feed read_mt4_csv tmp/EURUSD60-2014.csv EURUSD 60 2014
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# list the feeds we have read
8-
back feed list
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py assert len(self._G) > 0
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# get the key name of the current feed
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back feed get
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# set the current recipe
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back recipe set SMARecipe
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# show the current recipe config
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back recipe config
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# list the known chefs
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back chef list
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# show the current chef
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back chef set
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# set the current chef
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back chef set PybacktestChef
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# make the ingredients
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back recipe ingredients
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# cook the recipe by the chef
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back chef cook
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# This should be done in this order
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back servings list
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back servings signals
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back servings trades
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back servings positions
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back servings equity
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back servings trade_price
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back servings reviews
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# FixMe: cant test tabview
35-
exit
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# These tests will only work if you have pybacktest installed:
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# https://github.com/ematvey/pybacktest
3+
# You dont need to have a listener thread running
4+
set echo True
5+
# read a CSV file from Mt4
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back feed read_mt4_csv tmp/EURUSD60-2014.csv EURUSD 60 2014
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# list the feeds we have read
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back feed list
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py assert len(self._G) > 0
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# get the key name of the current feed
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back feed get
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# set the current recipe
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back recipe set SMARecipe
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# show the current recipe config
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back recipe config
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# list the known chefs
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back chef list
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# show the current chef
19+
back chef set
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# set the current chef
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back chef set PybacktestChef
22+
# make the ingredients
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back recipe ingredients
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# cook the recipe by the chef
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back chef cook
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# This should be done in this order
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back servings list
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back servings signals
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back servings trades
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back servings positions
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back servings equity
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back servings trade_price
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back servings reviews
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# FixMe: cant test tabview
35+
exit

‎share/examples/OTCmd2-backtest_SMARecipe_plot.txt‎

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Original file line numberDiff line numberDiff line change
@@ -1,36 +1,36 @@
1-
# These tests will only work if you have pybacktest installed:
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# https://github.com/ematvey/pybacktest
3-
# You dont need to have a listener thread running
4-
set echo True
5-
# read a CSV file from Mt4
6-
back feed read_mt4_csv tmp/EURUSD60-2014.csv EURUSD 60 2014
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# list the feeds we have read
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back feed list
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# get the key name of the current feed
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back feed get
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# set the current recipe
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back recipe set SMARecipe
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# show the current recipe config
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back recipe config
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# list the known chefs
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back chef list
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# show the current chef
18-
back chef set
19-
# set the current chef
20-
back chef set PybacktestChef
21-
# make the ingredients
22-
back recipe ingredients
23-
# cook the recipe by the chef
24-
back chef cook
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# This should be done in this order
26-
back servings list
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back servings signals
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back servings trades
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back servings positions
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back servings equity
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back servings trade_price
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back servings reviews
33-
# FixMe: cant test tabview
34-
back plot trades
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back plot equity
36-
exit
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# These tests will only work if you have pybacktest installed:
2+
# https://github.com/ematvey/pybacktest
3+
# You dont need to have a listener thread running
4+
set echo True
5+
# read a CSV file from Mt4
6+
back feed read_mt4_csv tmp/EURUSD60-2014.csv EURUSD 60 2014
7+
# list the feeds we have read
8+
back feed list
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# get the key name of the current feed
10+
back feed get
11+
# set the current recipe
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back recipe set SMARecipe
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# show the current recipe config
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back recipe config
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# list the known chefs
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back chef list
17+
# show the current chef
18+
back chef set
19+
# set the current chef
20+
back chef set PybacktestChef
21+
# make the ingredients
22+
back recipe ingredients
23+
# cook the recipe by the chef
24+
back chef cook
25+
# This should be done in this order
26+
back servings list
27+
back servings signals
28+
back servings trades
29+
back servings positions
30+
back servings equity
31+
back servings trade_price
32+
back servings reviews
33+
# FixMe: cant test tabview
34+
back plot trades
35+
back plot equity
36+
exit

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