class MarketDataTester(unittest.TestCase):
def setUp(self):
self.ticker = "YAHOO/INDEX_GSPC"
self.ref = MarketData(self.ticker)
def action(self):
self.data = self.ref.get_data(self.start, self.end, self.frequency)
def test_frequency_should_return_correct_value(self):
assert Frequency.Month.value == "monthly"
def test_quandl_should_return_some_data(self):
self.start = "2013-01-01"
self.end = "2013-12-31"
self.frequency = Frequency.Day.value
self.action()
assert len(self.data.index) > 0
def test_quandl_should_return_correct_monthly_data(self):
self.start = "2013-01-01"
self.end = "2013-12-31"
self.frequency = Frequency.Month.value
self.action()
assert len(self.data.index) == 12
def test_strategy_with_real_data(self):
start = "2013-01-01"
end = "2013-12-31"
frequency = Frequency.Day.value
ref = MarketData("YAHOO/INDEX_GSPC")
market_data = ref.get_data(start, end, frequency)
self.data = pandas.DataFrame(np.repeat(1, len(market_data.index)))
self.data["Close"] = market_data["Close"].tolist()
result = self.strategy.get_result(self.data)
def setUp(self):
pass
start = "2013-01-01"
end = "2013-12-31"
frequency = Frequency.Day.value
ref = MarketData("YAHOO/INDEX_GSPC")
self.market_data = ref.get_data(start, end, frequency)
self.data = pandas.DataFrame(np.repeat(1, len(self.market_data.index)))
self.data['Close'] = self.market_data['Close'].tolist()
def setUp(self):
start = "2010-12-01"
end = "2010-12-31"
frequency = Frequency.Day.value
ref = MarketData("YAHOO/INDEX_GSPC")
self.market_data = ref.get_data(start, end, frequency)
self.data = pandas.DataFrame(np.repeat(1, len(self.market_data.index)))
self.data['Close'] = self.market_data['Close'].tolist()
self.strategyList = ["MA", "MT", "SP", "BB"]
start = time.time()
for strategyName in self.strategyList:
strategy = StrategyFactory.get_strategy(strategyName)
strategy.get_result(self.data)
print time.time() - start