from pyalgotrade import strategy from pyalgotrade.barfeed import quandlfeed class MyStrategy(strategy.BacktestingStrategy): def __init__(self, feed, instrument): super(MyStrategy, self).__init__(feed) self.__instrument = instrument def onBars(self, bars): bar = bars[self.__instrument] self.info(bar.getClose()) # Load the bar feed from the CSV file feed = quandlfeed.Feed() feed.addBarsFromCSV("orcl", "WIKI-ORCL-2000-quandl.csv") # Evaluate the strategy with the feed's bars. myStrategy = MyStrategy(feed, "orcl") myStrategy.run()
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