Meilleure strat

auto_trading/indicators/slopy.py

@@ -46,10 +46,12 @@ class Slopy(Indicator):
                 ultieme = lastND[column].get(lastND.index[-1])
                 penultieme = lastND[column].get(lastND.index[-2])
 
-                if ultieme > penultieme:
+                if ultieme / penultieme > 1.05:
                     res[column] = 1
-                else:
+                elif ultieme / penultieme < 0.95:
                     res[column] = -1
+                else:
+                    res[column] = 0
             else:
                 res[column] = 1
 

auto_trading/strat/buyupselldown.py

@@ -35,30 +35,38 @@ class BuyUpSellDown(Strategy):
         # if I have some money
         for stock_name in indicators_results.columns:
             # for each stock
-            if (balance := state.balance) > 0:
-                # I calculate the value of the stock
-                market_price = (
-                    data.loc[data.index[-1][0]].close.to_dict().get(stock_name)
-                )
+            # I calculate the value of the stock
+            market_price = data.loc[data.index[-1][0]].close.to_dict().get(stock_name)
+
+            trust = int(indicators_results[stock_name])
 
-                trust = int(indicators_results[stock_name])
-                print(trust)
+            if market_price is None:
+                # retry later
+                return []
 
-                if market_price is None:
-                    # retry later
-                    return []
+            if trust > 0:
+                if (balance := state.balance) > 0:
 
-                amount = balance / (market_price * nb_stock_type)
+                    amount = balance / (market_price * nb_stock_type)
 
-                if trust > 0:
                     # and I buy it all at market price
                     orders.append(
                         Long(stock=stock_name, amount=amount, price=market_price)
                     )
-                elif trust < 0:
-                    # and I sell it all at market price
-                    orders.append(
-                        Short(stock=stock_name, amount=amount, price=market_price)
+                else:
+                    # I don't have money
+                    orders
+                    # print("A PU DE THUNE")
+            elif trust < 0:
+                # and I sell it all at market price
+                orders
+                # print(state.stocks)
+                orders.append(
+                    Short(
+                        stock=stock_name,
+                        amount=state.stocks[stock_name],
+                        price=market_price,
                     )
-
+                )
+        print(state.stocks)
         return orders  # type: ignore

main.py

@@ -42,6 +42,8 @@ if __name__ == "__main__":
     for order in ptf.history:
         print(order)
 
+    # plt.plot(bot.balance_history, label="balance")
+
     print(bot.ptf.total_balance(bot.broker.current_change))
 
     plt.show()