From 4b26f89e88ac72816a75959ca8a890c65aa9287d Mon Sep 17 00:00:00 2001
From: Dmitry Maylarov <maylarov@yandex.ru>
Date: Mon, 31 Jan 2022 16:17:26 +0300
Subject: [PATCH] sma_va

---
 compare.py    |  8 +++++---
 strategies.py | 14 ++++++++++++--
 2 files changed, 17 insertions(+), 5 deletions(-)

diff --git a/compare.py b/compare.py
index cf4dbaa..a9682b5 100644
--- a/compare.py
+++ b/compare.py
@@ -43,7 +43,7 @@ def run(strategy, data, fund_mode=False):
     )
     thestrats = cerebro.run()
     thestrat = thestrats[0]
-    cerebro.plot(iplot=False, style="candlestick")
+    # cerebro.plot(iplot=False, style="candlestick")
     return thestrat
 
 
@@ -69,14 +69,16 @@ if __name__ == "__main__":
     # startDate = datetime.datetime.fromisoformat("2000-01-01")
     # endDate = datetime.datetime.fromisoformat("2022-01-01")
     print(stockList[0])
-    for period_years in (20, 50):
+    for period_years in (1, 2, 5):
         endDate = datetime.datetime.now()
         startDate = endDate - datetime.timedelta(days=period_years * 365)
         stockData = get_data(stockList[0], startDate, endDate)
         actualStart: datetime.datetime = stockData.index[0]
         data = bt.feeds.PandasData(dataname=stockData)
 
-        for i, strategy in enumerate((st.SmaCross,)):
+        for i, strategy in enumerate(
+            (st.SmaCross, st.DCA, st.QDCA, st.VA, st.QVA, st.SmaVA)
+        ):
             therun = run(strategy, data)
             dd = therun.analyzers.drawdown
             ret = therun.analyzers.returns
diff --git a/strategies.py b/strategies.py
index 24a26e3..d59fc7e 100644
--- a/strategies.py
+++ b/strategies.py
@@ -37,7 +37,7 @@ class LSI(bt.Strategy):
 
 class PercentageCommisionScheme(bt.CommInfoBase):
     params = (
-        ("commission", 0.004),
+        ("commission", 0.0004),
         ("stocklike", True),
         ("commtype", bt.CommInfoBase.COMM_PERC),
     )
@@ -174,7 +174,17 @@ class SmaCross(Investing):
     def next(self):
         if not self.position:  # not in the market
             if self.crossover > 0:  # if fast crosses slow to the upside
-                self.buy()  # enter long
+                self.order_target_value(target=self.broker.get_cash())  # enter long
 
         elif self.crossover < 0:  # in the market & cross to the downside
             self.close()  # close long position
+
+
+class SmaVA(SmaCross):
+    def next(self):
+        if not self.position:  # not in the market
+            if self.crossover > 0:  # if fast crosses slow to the upside
+                self.order_target_value(target=self.broker.get_cash())  # enter long
+
+        elif self.crossover < 0:  # in the market & cross to the downside
+            self.order_target_value(target=self.broker.get_value() / 2)  # close half