Mariner Backtesting - seq_down()

seq_down() tests a list or array of numbers are sequentially decreasing.

Code:

 def seq_down(ts):
    for x in xrange(1, len(ts)):
        if ts[x - 1] < ts[x]:
            return False
    return True

Parameters:

Name	Type	Default	Information
time series data	list	required	list of numbers

Returns:

Type	Notes
boolean	True if numbers are decreasing, else False

Working Example:

Check if the daily bar highs are sequentially decreasing. Backtest for TQQQ on 2016/06/15 from 9:30-16:00.

from cloudquant.interfaces import Strategy
import ktgfunc


class TestKTGFunc(Strategy):

    @classmethod
    def is_symbol_qualified(cls, symbol, md, service, account):
        return symbol == 'TQQQ' and service.time_to_string(service.system_time, '%Y-%m-%d') == '2016-06-15'

    # called at the beginning of each instance  
    def on_start(self, md, order, service, account):
        t = service.time_to_string(service.system_time, '%Y-%m-%d')
        bar = md.bar.daily(start=-13)

        print bar.high
        #[ 105.20999908  105.19000244  104.72100067  105.62999725  105.30000305 105.18000031  104.37000275  101.77999878  100.4536972    98.98999786]

        ts_up = bar.high[2:4]
        ts_down = bar.high[4:6]

        print '\ntimeseries up', ts_up
        print '\ntimeseries down', ts_down

        print '\nktgfunc.seq_down( ts_down )'
        print ('test time: %s\t%s') % (t, ktgfunc.seq_down( ts_down ) ) # True

        print '\nktgfunc.seq_down( ts_up )'
        print ('test time: %s\t%s') % (t, ktgfunc.seq_down( ts_up ) ) # False

        service.terminate()

Console

[ 105.20999908  105.19000244  104.72100067  105.62999725  105.30000305
  105.18000031  104.37000275  101.77999878  100.4536972    98.98999786]

timeseries up [ 104.72100067  105.62999725]

timeseries down [ 105.30000305  105.18000031]

ktgfunc.seq_down( ts_down )
test time: 2016-06-15   True

ktgfunc.seq_down( ts_up )
test time: 2016-06-15   False