From 907f621b16c27e4e3d05e6f181207243a54ca2a1 Mon Sep 17 00:00:00 2001
From: Oliver Steffmann <olli@amazon.com>
Date: Thu, 20 May 2021 11:18:45 -0400
Subject: [PATCH] enhancements for output

---
 2_Strategies/Strategy_WhatIfScenarios.ipynb | 14 +++++++++-----
 1 file changed, 9 insertions(+), 5 deletions(-)

diff --git a/2_Strategies/Strategy_WhatIfScenarios.ipynb b/2_Strategies/Strategy_WhatIfScenarios.ipynb
index 56ae159..6834f9c 100644
--- a/2_Strategies/Strategy_WhatIfScenarios.ipynb
+++ b/2_Strategies/Strategy_WhatIfScenarios.ipynb
@@ -126,7 +126,7 @@
    "source": [
     "# Just a few days for testing\n",
     "sDate = dt.datetime(2020, 1, 1)\n",
-    "eDate = dt.datetime(2020, 1, 10) \n",
+    "eDate = dt.datetime(2020, 1, 7) \n",
     "\n",
     "df2 = ( df.filter(df.eventtype == \"TRADE NB\").filter( df.date.between(sDate, eDate) ).filter(df.ticker == \"NFLX\") ).select(['start','open','high','low','close','volume','vwap'])\n",
     "df2.show(5)"
@@ -512,7 +512,7 @@
     "        super(MyStrategy, self).next()\n",
     "        dt=self.datas[0].datetime.datetime(0)\n",
     "        r=self.data.m[dt]\n",
-    "        print(r)\n",
+    "        #print(r)\n",
     "        size=self.cerebro.strat_params['size']\n",
     "        threshold_PctChg=self.cerebro.strat_params['pct_chg']\n",
     "               \n",
@@ -524,16 +524,20 @@
     "        \n",
     "        goLong=expectedPctChg>threshold_PctChg\n",
     "        goShort=expectedPctChg<-threshold_PctChg\n",
-    "        print(\"expectedPctChg=%s,goLong=%s,goShort=%s\" % (expectedPctChg,goLong,goShort))\n",
+    "        #print(\"expectedPctChg=%s,goLong=%s,goShort=%s\" % (expectedPctChg,goLong,goShort))\n",
     "        \n",
     "        if not self.position:\n",
     "            if goLong:\n",
+    "                print(\"%s:%s x BUY @ %.2f\" % (dt,size,r['close']))\n",
     "                self.buy(size=size) # Go long\n",
     "            else:\n",
+    "                print(\"%s:%s x SELL @ %.2f\" % (dt,size,r['close']))\n",
     "                self.sell(size=size) # Go short\n",
     "        elif self.position.size>0 and goShort:\n",
+    "            print(\"%s:%s x SELL @ %.2f\" % (dt,size*2,r['close']))\n",
     "            self.sell(size=size*2)\n",
-    "        elif self.position.size<0 and goLong:          \n",
+    "        elif self.position.size<0 and goLong: \n",
+    "            print(\"%s:%s x BUY @ %.2f\" % (dt,size*2,r['close']))\n",
     "            self.buy(size=size*2)"
    ]
   },
@@ -616,7 +620,7 @@
   }
  ],
  "metadata": {
-  "instance_type": "ml.t3.medium",
+  "instance_type": "ml.m5.large",
   "kernelspec": {
    "display_name": "FinSpace PySpark (finspace-sparkmagic-f9c1f/latest)",
    "language": "python",