Screener Example

Generally, an asset screener filters a universe of assets to identify those that meet some criteria/s. In boatwright, the boatwright.Screener filters an asset universe using one or more boatwright.Strategy instances and counts how many orders have been generated in a recent period. For convenience, users can save asset universes in CSV files, and define a collection of strategies, including variable parameter settings, in a JSON file. In addition to writing a python program, the screener can be run from the command line interface as:

boatwright screen -sf strategies.json -uv universe.csv -tp 3 -dg "DAY"

Strategies JSON file: ../../examples/screener_example/strategies.json

{
    "MACD_fast": {
        "file": "../MACD.py",
        "parameters": {
            "fast_period": 5,
            "slow_period": 10
        }
    },
    "MACD_medium": {
        "file": "../MACD.py",
        "parameters": {
            "fast_period": 7,
            "slow_period": 14
        }
    },
    "MACD_slow": {
        "file": "../MACD.py",
        "parameters": {
            "fast_period": 12,
            "slow_period": 26
        }
    },
    "StochasticOscillator_fast": {
        "file": "../stochastic_oscillator.py",
        "parameters": {
            "k_period": 7,
            "d_period": 2
        }
    },
    "StochasticOscillator_medium": {
        "file": "../stochastic_oscillator.py",
        "parameters": {
            "k_period": 14,
            "d_period": 3
        }
    },
    "StochasticOscillator_slow": {
        "file": "../stochastic_oscillator.py",
        "parameters": {
            "k_period": 21,
            "d_period": 5
        }
    },
    "BollingerBands_fast": {
        "file": "../bollinger_bands.py",
        "parameters": {
            "period": 10,
            "std_devs": 2
        }
    },
    "BollingerBands_medium": {
        "file": "../bollinger_bands.py",
        "parameters": {
            "period": 20,
            "std_devs": 2
        }
    },
    "BollingerBands_slow": {
        "file": "../bollinger_bands.py",
        "parameters": {
            "period": 40,
            "std_devs": 2
        }
    }
}