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dosangyoon
2021-10-16 01:26:27 +09:00
parent af5c22f9f5
commit 0283807f75
4 changed files with 56 additions and 58 deletions
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5
hts/Simulation.py
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@@ -49,8 +49,8 @@ class Simulation:
bsLine['weight'] = [-1 for i in range(size)]
bsLine['sell'] = [-1 for i in range(size)]
for i in range(21, size-5):
buy, weight, sell = self.bs.getPriceAndWeight(data, i)
for i in range(6, size-5):
buy, weight, sell = self.bs.getPriceAndWeight1(data, i)
bsLine['buy'][i] = buy
bsLine['weight'][i] = weight
bsLine['sell'][i] = sell
@@ -163,7 +163,6 @@ if __name__ == "__main__":
given_days = ['20210901','20210902','20210903','20210906','20210907','20210908','20210909','20210910','20210913',
'20210914','20210915','20210916','20210917','20210923','20210924','20210927','20210928','20210929',
'20210930','20211001', '20211005','20211006', '20211007','20211008', '20211012','20211013', '20211014']
simulation = Simulation()
for given_day in given_days: