django.conf.settings.SHARPE - python examples

Here are the examples of the python api django.conf.settings.SHARPE taken from open source projects. By voting up you can indicate which examples are most useful and appropriate.

3 Examples 7

3 View Complete Implementation : indexes.py
Copyright GNU Lesser General Public License v3.0
Author : TalaikisInc
def qindex(broker):
    try:
        stats = Stats.objects.select_related("symbol", "period", "broker", \
            "system").filter(sharpe__gt=settings.SHARPE, trades__gt=settings.MIN_TRADES, \
            broker=broker, win_rate__gt=settings.WIN_RATE).exclude(system__satle="AI50", \
            avg_trade__isnull=True, avg_trade__lt=0.0, trades__isnull=True, \
            symbol__commission__isnull=True, sortino__lt=0.2).exclude(\
            symbol__symbol="AI50").order_by('sortino').reverse()[:50]
    except Exception as err:
        print(colored.red(" At qindex {}".format(err)))

    return stats

3 View Complete Implementation : mongo_views.py
Copyright GNU Lesser General Public License v3.0
Author : TalaikisInc
def systems_page(request):
    try:
        stats_ = Stats.objects.select_related('symbol', 'period', 'system', \
            'broker').filter(sharpe__gt=settings.SHARPE, trades__gt=settings.MIN_TRADES, \
            win_rate__gt=settings.WIN_RATE, yearly_p__gte=settings.MIN_YEARLY).exclude(avg_trade__isnull=True, \
            trades__isnull=True).order_by('sharpe').reverse().values('fitness',\
            'symbol__symbol', 'period__name', 'period__period', 'system__satle', \
            'sharpe', 'bh_sharpe', 'sortino', 'bh_sortino', 'win_rate', 'avg_trade', 'avg_win', 'avg_loss', 'trades', \
            'direction', 'intraday_dd', 'max_dd', 'symbol__currency', \
            'broker__slug', 'symbol__broker__satle', 'yearly_p')

        return render(request, '{}/systems.html'.format(settings.TEMPLATE_NAME), {'systems_list': stats_ })
    except Exception as e:
        #stck = inspect.stack()
        #msg='{0} by {1}: {2}'.format(stck[0][3], stck[1][3], e)
        #error_email(e=msg)
        raise Http404

0 View Complete Implementation : mongo_views.py
Copyright GNU Lesser General Public License v3.0
Author : TalaikisInc
def _get_stats(indx):
    try:
        stats = Stats.objects.select_related('symbol', 'period', 'broker', \
            'system').filter(sharpe__gt=settings.SHARPE, \
            trades__gt=settings.MIN_TRADES, win_rate__gt=settings.WIN_RATE \
            ).exclude(avg_trade__isnull=True, trades__isnull=True, \
            symbol__commission__isnull=True).order_by('sharpe').reverse().values('symbol__symbol', \
            'symbol__currency', 'direction', 'period__name', \
            'period__period', 'system__satle', 'broker__slug', \
            'sharpe', 'bh_sharpe', 'avg_trade', 'avg_win', 'avg_loss', 'win_rate', \
            'trades', 'fitness', 'symbol__description', 'symbol__commission', \
            'max_dd', 'intraday_dd', 'symbol__margin_initial', \
            'broker__satle', 'acc_minimum', 'total_profit', \
            'yearly', 'yearly_p', 'broker', 'symbol', 'period', 'system', \
            'sortino', 'bh_sortino', 'heatmap', 'img', 'yearly_ret', 'mc')
        pages = len(stats)
        return (stats[indx], pages)
    except Exception as e:
        #stck = inspect.stack()
        #msg='{0} by {1}: {2}'.format(stck[0][3], stck[1][3], e)
        #error_email(e=msg)
        stats = []
        pages = 0
        return (stats, pages)