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
3
View Complete Implementation : indexes.py
Copyright GNU Lesser General Public License v3.0
Author : TalaikisInc
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
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
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)