Mastering Python for Finance - Second Edition

Writing the trend-following trader class

Let's write a class for our trend-following trading system with a new class named TrendFollowingTreader, which simply extends the MeanReversionTrader class using the following Python code:

class TrendFollowingTrader(MeanReversionTrader):    def __init__(        self, *args, long_mean_periods=10,        buy_threshold=1.0, sell_threshold=1.0, **kwargs    ):        super(TrendFollowingTrader, self).__init__(*args, **kwargs)        self.long_mean_periods = long_mean_periods        self.buy_threshold = buy_threshold        self.sell_threshold = sell_threshold

In our constructor, we define three additional keyword arguments, long_mean_periods, buy_threshold, and sell_threshold, saved as class variables. The long_mean_periods variable defines the number ...