swingtrader

def initialize(context):
    
    set_long_only()
    #set_max_order_count(1)
    set_max_order_size(max_notional=2000.0)
    set_commission(commission.PerTrade(cost=0))
    
    context.securities = [sid(45570),sid(45571)]
    
    schedule_function(buy,
    date_rules.every_day(),
    time_rules.market_open(minutes=60)
    )
    
    schedule_function(sell,
    date_rules.every_day(),
    time_rules.market_close(minutes=30)
    )
    
    

def buy(context, data): 
    for security in context.securities:
        returned = data.history(security, "price", 2, "1d")
        if returned[0] > returned[1]:
            howmuch = (100*(1 - returned[1]/returned[0]))
            print "---------------"
            print str(security) + " is down by " + str(100*(1 - returned[1]/returned[0])) + " percent"
            if howmuch >= 3:
                print "Buying at " + str(data.current(security, 'price')) 
                order_target_percent(security, 1.0)

def handle_data(context, data):
    if context.portfolio.positions_value > 0:
        for security in context.portfolio.positions:
            if (((data.current(security, 'price') / context.portfolio.positions[security].cost_basis) -1)*100) >= 5:
                print "2 Percent Gain, Exiting"
                order_target_percent(security,0.0)
                
def sell(context, data):
    if context.portfolio.positions_value > 0:
        for security in context.portfolio.positions:
            order_target_percent(security,0.0)