Mariner Backtesting - TA-LIB Breakaway

CDLBREAKAWAY

 integer = CDLBREAKAWAY(open, high, low, close)

Return Codes

0 = No Signal
-100 = Bearish Signal
100 = Bullish Signal

Candlestick Plot

Working Example

from cloudquant.interfaces import Strategy
from collections import OrderedDict
import ktgfunc
import talib

class WE_CDLBREAKAWAY(Strategy):

    def on_start(self, md, order, service, account):
        # symbol and timestamp
        print(self.symbol + ":  " + service.time_to_string(service.system_time))
        daily_bars = md.bar.daily(start=-100)
        close = daily_bars.close
        high = daily_bars.high
        low = daily_bars.low
        open = daily_bars.open
        integer = talib.CDLBREAKAWAY(open, high, low, close)

        # get the date values
        dates = service._context.market._storage.market_hours.keys()
        dateList = []
        for date in dates:
           dateList.append(str(date.strftime('%Y-%m-%d')))
        dates = sorted(dateList, reverse=True)[1:101]
        dates.sort()

        dict = OrderedDict()
        dict['date'] = dates
        dict['open'] = open
        dict['high'] = high
        dict['low'] = low
        dict['close'] = close
        dict['integer'] = integer
        symbol = 'CDLBREAKAWAY: ' + self.symbol
        print ktgfunc.talib_table(symbol, 1, dict)

Console

YHOO:  2016-07-28 09:30:00.000000

CDLBREAKAWAY: YHOO
	Input	Output
date	open	high	low	close	integer
2016-03-07	33.68	34.38	33.59	33.96	0.00
2016-03-08	33.66	33.82	32.84	32.93	0.00
2016-03-09	33.09	33.52	32.78	33.51	0.00
2016-03-10	33.59	33.60	32.09	32.82	0.00
2016-03-11	33.29	33.86	32.83	33.81	0.00
2016-03-14	33.75	34.08	33.51	33.58	0.00
2016-03-15	33.32	33.46	33.11	33.26	0.00
2016-03-16	33.03	34.08	33.00	34.01	0.00
2016-03-17	33.88	34.55	33.87	34.28	0.00
2016-03-18	34.54	35.21	34.38	35.17	0.00
2016-03-21	35.00	36.10	35.00	35.47	0.00
2016-03-22	34.68	35.61	34.68	35.41	0.00
2016-03-23	35.43	35.69	34.71	34.80	0.00
2016-03-24	34.45	34.87	33.93	34.86	0.00
2016-03-28	35.39	35.45	34.62	35.23	0.00
2016-03-29	35.05	36.43	35.01	36.32	0.00
2016-03-30	36.61	37.28	36.44	36.56	0.00
2016-03-31	36.51	37.02	36.50	36.81	0.00
2016-04-01	36.54	36.88	36.31	36.48	0.00
2016-04-04	36.55	37.50	36.54	37.02	0.00
2016-04-05	36.70	36.92	36.22	36.41	0.00
2016-04-06	36.40	37.00	36.31	36.66	0.00
2016-04-07	35.86	37.25	35.72	36.17	0.00
2016-04-08	36.85	36.92	35.62	36.07	0.00
2016-04-11	36.38	36.85	36.32	36.48	0.00
2016-04-12	36.65	36.83	36.28	36.66	0.00
2016-04-13	36.94	37.35	36.90	37.31	0.00
2016-04-14	37.47	37.50	36.85	37.17	0.00
2016-04-15	37.13	37.15	36.42	36.51	0.00
2016-04-18	36.24	37.00	35.88	36.52	0.00
2016-04-19	36.46	36.73	36.11	36.33	0.00
2016-04-20	37.10	38.19	37.00	37.84	0.00
2016-04-21	37.92	38.12	37.35	37.67	0.00
2016-04-22	37.50	38.09	37.16	37.48	0.00
2016-04-25	37.47	37.54	37.18	37.23	0.00
2016-04-26	37.32	37.54	36.91	37.11	0.00
2016-04-27	37.52	37.59	36.63	36.95	0.00
2016-04-28	36.84	37.44	36.51	36.59	0.00
2016-04-29	36.51	36.98	36.15	36.60	0.00
2016-05-02	36.65	36.74	36.32	36.53	0.00
2016-05-03	36.25	36.41	35.91	36.01	0.00
2016-05-04	35.81	36.09	35.74	36.00	0.00
2016-05-05	37.06	37.45	36.86	36.94	0.00
2016-05-06	36.55	37.31	36.49	37.23	0.00
2016-05-09	36.97	37.35	36.92	37.18	0.00
2016-05-10	37.17	37.58	37.14	37.44	0.00
2016-05-11	37.28	37.63	37.20	37.37	0.00
2016-05-12	37.39	37.51	36.79	37.03	0.00
2016-05-13	36.91	37.07	36.38	36.48	0.00
2016-05-16	37.03	37.79	36.88	37.48	0.00
2016-05-17	37.44	37.70	37.25	37.27	0.00
2016-05-18	37.09	37.50	36.89	37.24	0.00
2016-05-19	36.94	37.23	36.67	37.02	0.00
2016-05-20	36.05	36.72	35.35	36.50	0.00
2016-05-23	36.46	36.94	36.43	36.66	0.00
2016-05-24	36.85	37.63	36.77	37.53	0.00
2016-05-25	36.63	36.96	35.47	35.59	0.00
2016-05-26	36.13	36.85	36.07	36.76	0.00
2016-05-27	36.88	37.88	36.84	37.82	0.00
2016-05-31	37.73	38.08	37.50	37.94	0.00
2016-06-01	37.25	37.74	36.56	36.65	0.00
2016-06-02	36.66	37.22	36.58	37.15	0.00
2016-06-03	37.11	37.11	36.50	36.60	0.00
2016-06-06	36.67	37.20	36.52	37.07	0.00
2016-06-07	36.90	36.99	36.62	36.73	0.00
2016-06-08	36.84	37.29	36.84	36.97	0.00
2016-06-09	36.82	37.73	36.71	37.35	0.00
2016-06-10	36.97	37.14	36.59	36.83	0.00
2016-06-13	36.70	36.91	36.42	36.47	0.00
2016-06-14	36.63	37.44	36.63	37.40	0.00
2016-06-15	37.43	37.60	37.10	37.32	0.00
2016-06-16	37.39	37.45	36.54	37.39	0.00
2016-06-17	37.43	37.44	36.81	36.94	0.00
2016-06-20	37.27	37.68	37.24	37.29	0.00
2016-06-21	37.37	37.55	37.20	37.40	0.00
2016-06-22	37.37	37.52	37.17	37.36	0.00
2016-06-23	37.64	37.78	37.41	37.78	0.00
2016-06-24	36.40	36.95	36.08	36.24	0.00
2016-06-27	35.87	36.01	35.05	35.22	0.00
2016-06-28	35.58	36.14	35.50	36.04	0.00
2016-06-29	36.25	37.08	36.25	36.86	0.00
2016-06-30	36.89	37.58	36.89	37.56	0.00
2016-07-01	37.56	38.08	37.43	37.99	0.00
2016-07-05	37.68	37.77	37.17	37.50	0.00
2016-07-06	37.43	37.56	37.13	37.51	0.00
2016-07-07	37.57	37.76	37.29	37.52	0.00
2016-07-08	37.53	37.84	37.06	37.74	0.00
2016-07-11	37.44	38.15	37.37	37.96	0.00
2016-07-12	38.00	38.33	37.87	37.89	0.00
2016-07-13	37.99	38.00	37.10	37.64	0.00
2016-07-14	37.85	38.35	37.85	37.96	0.00
2016-07-15	38.16	38.19	37.68	37.72	0.00
2016-07-18	37.68	37.97	37.50	37.95	0.00
2016-07-19	37.77	38.49	37.65	38.17	0.00
2016-07-20	38.36	38.93	38.26	38.90	0.00
2016-07-21	39.01	39.25	38.72	38.85	0.00
2016-07-22	38.90	39.42	38.78	39.38	0.00
2016-07-25	39.10	39.21	38.22	38.32	-100.00
2016-07-26	38.07	38.83	37.90	38.76	0.00
2016-07-27	38.66	38.77	38.43	38.66	0.00