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DOC: Updated dual moving average example to use symbol lookup.

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Thomas Wiecki
2014-08-04 12:21:50 +02:00
parent 79041df093
commit c12304ce40
4 changed files with 113 additions and 112 deletions
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README.md
+9 -7
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@@ -126,18 +126,20 @@ def handle_data(context, data):
short_mavg = history(100, '1d', 'price').mean()
long_mavg = history(300, '1d', 'price').mean()
sym = symbol('AAPL')
# Trading logic
if short_mavg[0] > long_mavg[0]:
if short_mavg[sym] > long_mavg[sym]:
# order_target orders as many shares as needed to
# achieve the desired number of shares.
order_target(symbol('AAPL'), 100)
elif short_mavg[0] < long_mavg[0]:
order_target(symbol('AAPL'), 0)
order_target(sym, 100)
elif short_mavg[sym] < long_mavg[sym]:
order_target(sym, 0)
# Save values for later inspection
record(AAPL=data[symbol('AAPL')].price,
short_mavg=short_mavg[0],
long_mavg=long_mavg[0])
record(AAPL=data[sym].price,
short_mavg=short_mavg[sym],
long_mavg=long_mavg[sym])
```
You can then run this algorithm using the Zipline CLI. From the
docs/tutorial.ipynb
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zipline/examples/dual_moving_average.conf
+1 -1
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@@ -2,4 +2,4 @@
algofile=dual_moving_average.py
symbols=AAPL
start=2000-1-1
end=2012-1-1
end=2014-1-1
zipline/examples/dual_moving_average.py
+9 -7
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@@ -46,15 +46,17 @@ def handle_data(context, data):
short_mavg = history(100, '1d', 'price').mean()
long_mavg = history(300, '1d', 'price').mean()
sym = symbol('AAPL')
# Trading logic
if short_mavg[0] > long_mavg[0]:
if short_mavg[sym] > long_mavg[sym]:
# order_target orders as many shares as needed to
# achieve the desired number of shares.
order_target(symbol('AAPL'), 100)
elif short_mavg[0] < long_mavg[0]:
order_target(symbol('AAPL'), 0)
order_target(sym, 100)
elif short_mavg[sym] < long_mavg[sym]:
order_target(sym, 0)
# Save values for later inspection
record(AAPL=data[symbol('AAPL')].price,
short_mavg=short_mavg[0],
long_mavg=long_mavg[0])
record(AAPL=data[sym].price,
short_mavg=short_mavg[sym],
long_mavg=long_mavg[sym])