Here is some code and visual aid to help understand how TradingSimula-18 figures out how many current positions are in the same sector as the market that is currently being tested.
Part A - determine existing sector positions
def numPosCurrentSector(sectorList,curMarket,symbolList,positionList):
for sector in range(0,len(sectorList)):
whichSector = -1
if curMarket in sectorList[sector].sectMarket:
whichSector = sector
break
numSectorPos = 0
if whichSector != -1:
for sectorMarkets in range (0,len(sectorList[whichSector].sectMarket)):
for symbols in range(0,len(symbolList)):
tempMarket1 = sectorList[whichSector].sectMarket[sectorMarkets]
tempMarket2 = symbolList[symbols]
if tempMarket1 == tempMarket2:
if positionList != []:
curMktPos = symbols - len(symbolList)
if positionList[curMktPos] > 0:
numSectorPos +=1
return(numSectorPos)
#Here is an explanation of the code sections
---------------------------------------------------------
for sector in range(0,len(sectorList)):
whichSector = -1
if curMarket in sectorList[sector].sectMarket:
whichSector = sector
break
---------------------------------------------------------
I have 7 sectors and here they are:
if sector == 0 "Currency","BPSFADDXECJYCD"
if sector == 1 "Energies","CLHONGRB"
if sector == 2 "Metals","GCSIHGPLPA"
if sector == 3 "Grains","S_W_C_BOSMRR"
if sector == 4 "Financials","USTYTUFVED"
if sector == 5 "Softs","SBKCCCCTLBOJ"
if sector == 6 "Meats","LCLHFC"
So if I am testing BP
if BP in sectorList[0] then set whichSector to 0
So if I am testing CL
if CL in sectorList[1] then set whichSector to 1 Part A
Now that I know the sector the current market belongs to I can use that information to extract the total positions in that sector.
Part B - determine existing sector positions
def numPosCurrentSector(sectorList,curMarket,symbolList,positionList):
for sector in range(0,len(sectorList)):
whichSector = -1
if curMarket in sectorList[sector].sectMarket:
whichSector = sector
break
numSectorPos = 0
if whichSector != -1:
for sectorMarkets in range (0,len(sectorList[whichSector].sectMarket)):
for symbols in range(0,len(symbolList)):
tempMarket1 = sectorList[whichSector].sectMarket[sectorMarkets]
tempMarket2 = symbolList[symbols]
if tempMarket1 == tempMarket2:
if positionList != []:
curMktPos = symbols - len(symbolList)
if positionList[curMktPos] > 0:
numSectorPos +=1
return(numSectorPos)
#Here is an explanation of the code sections
---------------------------------------------------------
numSectorPos = 0
if whichSector != -1:
for sectorMarkets in range (0,len(sectorList[whichSector].sectMarket)):
for symbols in range(0,len(symbolList)):
tempMarket1 = sectorList[whichSector].sectMarket[sectorMarkets]
tempMarket2 = symbolList[symbols]
if tempMarket1 == tempMarket2:
if positionList != []:
curMktPos = symbols - len(symbolList)
if positionList[curMktPos] > 0:
numSectorPos +=1
return(numSectorPos)
---------------------------------------------------------
If whichSector is not equal to -1 then you know the market
is included in one of the 7 sectors.
First loop through all the markets in the correct sector -
Assume market is BP so loop through the currency sector - "BPSFADDXECJYCD"
At the same time start looping through the entire portfolio and
extracting the sector for each market in the portfolio.
If the current sector matches the test sector then
accumulate the number of positions in the positionList for the sector Accumulate market positions in the same sector
Here is some output that might help understand how I do this…
Part C - accumulate current sector positions
Watches Type Value
sectorList[0].sectMarket list ['BP', 'SF', 'AD', 'DX', 'EC', 'JY', ...]
0 str 'BP'
1 str 'SF'
2 str 'AD'
3 str 'DX'
4 str 'EC'
5 str 'JY'
6 str 'CD'
curMarket str 'SF'
whichSector int 0
symbolList list ['BP', 'SF', 'AD', 'DX', 'EC', 'JY', ...]
0 str 'BP'
1 str 'SF'
2 str 'AD'
3 str 'DX'
4 str 'EC'
5 str 'JY'
6 str 'CD'
7 str 'CL'
8 str 'HO'
9 str 'NG'
10 str 'RB'
11 str 'GC'
12 str 'SI'
13 str 'HG'
14 str 'PL'
15 str 'PA'
16 str 'S_'
17 str 'W_'
18 str 'C_'
19 str 'BO'
20 str 'SM'
21 str 'RR'
22 str 'US'
23 str 'TY'
24 str 'TU'
25 str 'FV'
26 str 'ED'
27 str 'SB'
28 str 'KC'
29 str 'CC'
30 str 'CT'
31 str 'LB'
32 str 'OJ'
33 str 'LC'
34 str 'LH'
35 str 'FC'
tempMarket1 str 'BP'
tempMarket2 str 'BP'
positionList list [0, 0, 0, 0, 1, 1, ...]
0 int 0 - BP
1 int 0 - SF
2 int 0 - AD
3 int 0 - DX
4 int 1 - EC
5 int 1 - JY
6 int 0 - CD
7 int 1
8 int 1
9 int 0
10 int 1
11 int 0
12 int 0
13 int 1
14 int 1
15 int 1
16 int 0
17 int 0
18 int 0
19 int 0
20 int 0
21 int 1
22 int 0
23 int 0
24 int 0
25 int 0
26 int 1
27 int 1
28 int 0
29 int 0
30 int 0
31 int 0
32 int 1
33 int 0
34 int 1
35 int 1
If tempMarket1 and tempMarket2 both are EC then
curMktPos = 4 - 36 or 32
So look at element 4 and its a 1 : numSectPos = 1
If tempMarket1 and tempMarket2 both are JY then
curMktPos = 5 - 36 or 31
Sl look at element 5 and its a 1 : numSectPos = 2
classic
yes