Algo 2K


#Cross moving Avrages Implementation
#Sets investment
investment= float(10000.0)
#sets Strategy
aapl = getData('AAPL', [2016,10,1],[2017,10,1])
# Initialize the short and long Avarage lengths
short_window = 30
long_window = 100
# Creates Signals data with the Apple stock dates
# Initilizes all and signals column to zero
signals = pd.DataFrame(index=aapl.index)
signals['signal'] = 0.0
# Create moving average over the short window
signals['shortMovingAvarage'] = aapl['Close'].rolling(window=short_window, min_periods=1, center=False).mean()
signals['longMovingAvarage'] = aapl['Close'].rolling(window=long_window, min_periods=1, center=False).mean()
# Calculate trading signals
signals['signal'][short_window:] = np.where(signals['shortMovingAvarage'][short_window:]
                                              > signals['longMovingAvarage'][short_window:], 1.0, 0.0)
# Generate Positions
signals['positions'] = signals['signal'].diff()