func RunStrategy(w http.ResponseWriter, r *http.Request) {
fastAvg := 241
slowAvg := 316
firstAllowedBuyDate := time.Date(2010, time.January, 1, 0, 0, 0, 0, time.UTC)
unitPrices := metric.ReadMetricFromYahooCsv("sampledata/ivv_history.csv")
outcome := strategy.RunMovingAverageCrossover(fastAvg, slowAvg, firstAllowedBuyDate, unitPrices)
if err := json.NewEncoder(w).Encode(outcome); err != nil {
panic(err)
}
}
func RunBuyAndHold(firstAllowedBuyDate time.Time, datafile string) *[]strategy.StrategyOutcomes {
outComes := make([]strategy.StrategyOutcomes, 0)
unitPrices := metric.ReadMetricFromYahooCsv(datafile)
so := strategy.RunBuyAndHold(firstAllowedBuyDate, unitPrices)
outComes = append(outComes, *so)
//fmt.Println()
//for _, so := range (outComes) {
// fmt.Printf("Final value: %v, NumTrades, %v, Settings: %v\n", so.FinalValue, len(so.Positions), so.Settings)
//}
return &outComes
}
func RunMovingAverage(firstAllowedBuyDate time.Time, datafile string) *[]strategy.StrategyOutcomes {
outComes := make([]strategy.StrategyOutcomes, 0)
unitPrices := metric.ReadMetricFromYahooCsv(datafile)
for firstAvg := 1; firstAvg < 400; firstAvg += 5 {
for secondAvg := firstAvg + 5; secondAvg < 400; secondAvg += 5 {
so := strategy.RunMovingAverageCrossover(firstAvg, secondAvg, firstAllowedBuyDate, unitPrices)
outComes = append(outComes, *so)
}
}
//fmt.Println()
//for _, so := range (outComes) {
// fmt.Printf("Final value: %v, NumTrades, %v, Settings: %v\n", so.FinalValue, len(so.Positions), so.Settings)
//}
return &outComes
}
