From 65740b5fccb50d5d23c9d92b60e54f7b69e7a3c7 Mon Sep 17 00:00:00 2001 From: Juan Pablo Amoroso Date: Tue, 11 Feb 2020 15:34:10 -0300 Subject: [PATCH] Fixed imports --- backtester/strategy/__init__.py | 1 - backtester/strategy/strangle.py | 2 +- backtester/strategy/strategy.py | 3 +-- backtester/strategy/strategy_leg.py | 18 +++++------------- 4 files changed, 7 insertions(+), 17 deletions(-) diff --git a/backtester/strategy/__init__.py b/backtester/strategy/__init__.py index 1b111c3..7ec0bf8 100644 --- a/backtester/strategy/__init__.py +++ b/backtester/strategy/__init__.py @@ -1,4 +1,3 @@ from .strategy import Strategy, Condition from .strategy_leg import StrategyLeg from .strangle import Strangle -from .signal import * diff --git a/backtester/strategy/strangle.py b/backtester/strategy/strangle.py index a97fa03..ba94aab 100644 --- a/backtester/strategy/strangle.py +++ b/backtester/strategy/strangle.py @@ -1,6 +1,6 @@ from .strategy_leg import StrategyLeg from .strategy import Strategy -from backtester.option import Direction, Type +from backtester.enums import Direction, Type class Strangle(Strategy): diff --git a/backtester/strategy/strategy.py b/backtester/strategy/strategy.py index 4808ab2..ef01391 100644 --- a/backtester/strategy/strategy.py +++ b/backtester/strategy/strategy.py @@ -6,9 +6,8 @@ import pandas as pd import numpy as np from backtester.datahandler import Schema -from backtester.option import Direction +from backtester.enums import Direction, Signal, get_order from .strategy_leg import StrategyLeg -from .signal import Signal, get_order Condition = namedtuple('Condition', 'fields legs tolerance') diff --git a/backtester/strategy/strategy_leg.py b/backtester/strategy/strategy_leg.py index f0d4f27..355058a 100644 --- a/backtester/strategy/strategy_leg.py +++ b/backtester/strategy/strategy_leg.py @@ -1,15 +1,10 @@ -from backtester.option import Type, Direction +from backtester.enums import Type, Direction from backtester.datahandler import Schema class StrategyLeg: """Strategy Leg data class""" - - def __init__(self, - name, - schema, - option_type=Type.CALL, - direction=Direction.BUY): + def __init__(self, name, schema, option_type=Type.CALL, direction=Direction.BUY): assert isinstance(schema, Schema) assert isinstance(option_type, Type) assert isinstance(direction, Direction) @@ -44,16 +39,13 @@ class StrategyLeg: def _base_entry_filter(self): if self.direction == Direction.BUY: - return (self.schema.type == self.type.value) & (self.schema.ask > - 0) + return (self.schema.type == self.type.value) & (self.schema.ask > 0) else: - return (self.schema.type == self.type.value) & (self.schema.bid > - 0) + return (self.schema.type == self.type.value) & (self.schema.bid > 0) def _base_exit_filter(self): return self.schema.type == self.type.value def __repr__(self): return "StrategyLeg(name={}, type={}, direction={}, entry_filter={}, exit_filter={})".format( - self.name, self.type, self.direction, self._entry_filter, - self._exit_filter) + self.name, self.type, self.direction, self._entry_filter, self._exit_filter)