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catalyst/zipline/examples/dual_ema_talib.py
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#!/usr/bin/env python
#
# Copyright 2014 Quantopian, Inc.
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
"""Dual Moving Average Crossover algorithm.
This algorithm buys apple once its short moving average crosses
its long moving average (indicating upwards momentum) and sells
its shares once the averages cross again (indicating downwards
momentum).
"""
from zipline.api import order, record, symbol
# Import exponential moving average from talib wrapper
from zipline.transforms.ta import EMA
def initialize(context):
context.asset = symbol('AAPL')
# Add 2 mavg transforms, one with a long window, one with a short window.
context.short_ema_trans = EMA(timeperiod=20)
context.long_ema_trans = EMA(timeperiod=40)
# To keep track of whether we invested in the stock or not
context.invested = False
def handle_data(context, data):
short_ema = context.short_ema_trans.handle_data(data)
long_ema = context.long_ema_trans.handle_data(data)
if short_ema is None or long_ema is None:
return
buy = False
sell = False
if (short_ema > long_ema).all() and not context.invested:
order(context.asset, 100)
context.invested = True
buy = True
elif (short_ema < long_ema).all() and context.invested:
order(context.asset, -100)
context.invested = False
sell = True
record(AAPL=data[context.asset].price,
short_ema=short_ema[context.asset],
long_ema=long_ema[context.asset],
buy=buy,
sell=sell)
# Note: this function can be removed if running
# this algorithm on quantopian.com
def analyze(context=None, results=None):
import matplotlib.pyplot as plt
import logbook
logbook.StderrHandler().push_application()
log = logbook.Logger('Algorithm')
fig = plt.figure()
ax1 = fig.add_subplot(211)
results.portfolio_value.plot(ax=ax1)
ax1.set_ylabel('Portfolio value (USD)')
ax2 = fig.add_subplot(212)
ax2.set_ylabel('Price (USD)')
# If data has been record()ed, then plot it.
# Otherwise, log the fact that no data has been recorded.
if 'AAPL' in results and 'short_ema' in results and 'long_ema' in results:
results[['AAPL', 'short_ema', 'long_ema']].plot(ax=ax2)
ax2.plot(results.ix[results.buy].index, results.short_ema[results.buy],
'^', markersize=10, color='m')
ax2.plot(results.ix[results.sell].index,
results.short_ema[results.sell],
'v', markersize=10, color='k')
plt.legend(loc=0)
plt.gcf().set_size_inches(18, 8)
else:
msg = 'AAPL, short_ema and long_ema data not captured using record().'
ax2.annotate(msg, xy=(0.1, 0.5))
log.info(msg)
plt.show()
# Note: this if-block should be removed if running
# this algorithm on quantopian.com
if __name__ == '__main__':
from datetime import datetime
import pytz
from zipline.algorithm import TradingAlgorithm
from zipline.utils.factory import load_from_yahoo
# Set the simulation start and end dates.
start = datetime(2014, 1, 1, 0, 0, 0, 0, pytz.utc)
end = datetime(2014, 11, 1, 0, 0, 0, 0, pytz.utc)
# Load price data from yahoo.
data = load_from_yahoo(stocks=['AAPL'], indexes={}, start=start,
end=end)
# Create and run the algorithm.
algo = TradingAlgorithm(initialize=initialize, handle_data=handle_data,
identifiers=['AAPL'])
results = algo.run(data).dropna()
# Plot the portfolio and asset data.
analyze(results=results)