Mariner Backtesting - TA-LIB Vector Arithmetic Add

ADD

 

 real = ADD(high, low)

Plot

Vector Arithmetic Add

Working Example

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

class WE_ADD(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)
        high = daily_bars.high
        low = daily_bars.low
        real = talib.ADD(high, low)

        # 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['high'] = high
        dict['low'] = low
        dict['real'] = real
        symbol = 'ADD: ' + self.symbol
        print ktgfunc.talib_table(symbol, 1, dict)

Console

MSFT:  2017-02-09 09:30:00.000000
ADD: MSFT
Input Output
date high low real
2016-09-16 57.24 56.37 113.61
2016-09-19 57.36 56.47 113.83
2016-09-20 56.97 56.37 113.33
2016-09-21 57.46 56.70 114.16
2016-09-22 57.61 57.24 114.85
2016-09-23 57.52 56.99 114.52
2016-09-26 56.76 56.45 113.21
2016-09-27 57.67 56.30 113.97
2016-09-28 57.67 57.28 114.95
2016-09-29 57.78 56.83 114.60
2016-09-30 57.38 56.96 114.34
2016-10-03 57.16 56.68 113.84
2016-10-04 57.21 56.59 113.80
2016-10-05 57.57 56.88 114.45
2016-10-06 57.47 56.90 114.37
2016-10-07 57.59 57.03 114.63
2016-10-10 58.00 57.48 115.48
2016-10-11 57.63 56.51 114.14
2016-10-12 56.89 56.02 112.91
2016-10-13 56.92 55.94 112.85
2016-10-14 57.35 56.74 114.09
2016-10-17 57.07 56.49 113.56
2016-10-18 57.56 57.02 114.58
2016-10-19 57.45 57.01 114.46
2016-10-20 57.13 56.28 113.41
2016-10-21 60.04 59.09 119.13
2016-10-24 60.59 59.53 120.12
2016-10-25 60.96 60.39 121.35
2016-10-26 60.79 60.06 120.85
2016-10-27 60.42 59.69 120.11
2016-10-28 60.11 59.18 119.29
2016-10-31 60.01 59.52 119.53
2016-11-01 59.62 58.85 118.47
2016-11-02 59.53 58.90 118.43
2016-11-03 59.24 58.71 117.95
2016-11-04 58.88 58.13 117.01
2016-11-07 60.11 59.38 119.49
2016-11-08 60.37 59.75 120.12
2016-11-09 60.18 58.80 118.99
2016-11-10 60.08 57.24 117.33
2016-11-11 58.72 57.62 116.34
2016-11-14 58.68 56.90 115.58
2016-11-15 59.49 58.31 117.81
2016-11-16 59.66 54.27 113.93
2016-11-17 60.95 59.97 120.92
2016-11-18 61.14 60.30 121.44
2016-11-21 60.97 60.42 121.39
2016-11-22 61.26 60.81 122.06
2016-11-23 61.10 60.25 121.35
2016-11-25 60.53 60.13 120.66
2016-11-28 61.02 60.21 121.23
2016-11-29 61.41 60.52 121.93
2016-11-30 61.18 60.22 121.40
2016-12-01 60.15 58.94 119.09
2016-12-02 59.47 58.80 118.27
2016-12-05 60.58 59.56 120.15
2016-12-06 60.46 59.80 120.26
2016-12-07 61.38 59.80 121.18
2016-12-08 61.58 60.84 122.42
2016-12-09 61.99 61.12 123.12
2016-12-12 62.30 61.72 124.02
2016-12-13 63.42 62.24 125.66
2016-12-14 63.45 62.53 125.98
2016-12-15 63.15 62.30 125.45
2016-12-16 62.95 62.12 125.07
2016-12-19 63.77 62.42 126.19
2016-12-20 63.80 63.03 126.83
2016-12-21 63.70 63.12 126.82
2016-12-22 64.10 63.40 127.50
2016-12-23 63.54 62.80 126.34
2016-12-27 64.07 63.21 127.28
2016-12-28 63.40 62.83 126.23
2016-12-29 63.20 62.73 125.93
2016-12-30 62.99 62.03 125.02
2017-01-03 62.84 62.12 124.97
2017-01-04 62.75 62.12 124.87
2017-01-05 62.66 62.03 124.69
2017-01-06 63.15 62.04 125.19
2017-01-09 63.08 62.54 125.62
2017-01-10 63.07 62.28 125.35
2017-01-11 63.23 62.43 125.66
2017-01-12 63.40 61.95 125.35
2017-01-13 62.87 62.35 125.22
2017-01-17 62.70 62.03 124.73
2017-01-18 62.70 62.12 124.82
2017-01-19 62.98 62.19 125.17
2017-01-20 62.82 62.37 125.19
2017-01-23 63.12 62.57 125.69
2017-01-24 63.74 62.94 126.67
2017-01-25 64.10 63.45 127.55
2017-01-26 64.54 63.55 128.09
2017-01-27 65.91 64.89 130.80
2017-01-30 65.79 64.80 130.59
2017-01-31 65.15 64.26 129.41
2017-02-01 64.62 63.47 128.09
2017-02-02 63.41 62.75 126.16
2017-02-03 63.70 63.07 126.77
2017-02-06 63.65 63.14 126.79
2017-02-07 63.78 63.23 127.01
2017-02-08 63.81 63.22 127.03