Beispiel #1
0
def import_data(config_obj, caller: int = BACKTEST):
    """
    Imports CSV data and loads it.
    :param config_obj: Configuration QDialog object (from configuration.py)
    :param caller: Caller that'll determine who called this function -> OPTIMIZER or BACKTEST
    """
    inner_dict = config_obj.optimizer_backtest_dict[caller]
    action = 'backtest' if caller == BACKTEST else 'optimization'

    inner_dict['infoLabel'].setText("Importing data...")
    filePath, _ = QFileDialog.getOpenFileName(config_obj, 'Open file',
                                              helpers.ROOT_DIR, "CSV (*.csv)")
    if filePath == '':
        inner_dict['infoLabel'].setText("Data not imported.")
        inner_dict['downloadProgress'].setValue(0)
    else:
        inner_dict['data'] = helpers.load_from_csv(filePath, descending=False)
        inner_dict['dataType'] = "Imported"
        inner_dict['dataInterval'] = inner_dict[
            'dataIntervalComboBox'].currentText()
        inner_dict['infoLabel'].setText("Imported data successfully.")
        inner_dict['dataLabel'].setText(
            f'Using imported data to conduct {action}.')
        inner_dict['downloadProgress'].setValue(100)
        setup_calendar(config_obj=config_obj, caller=caller)
def test_load_from_csv(descending: bool,
                       expected: List[Dict[str, Union[str, float]]]):
    """
    Test load from CSV function works as intended.
    :param descending: Boolean whether data is in descending format or not.
    :param expected: Expected data to return from function.
    """
    data_path = os.path.join(ROOT_DIR, 'tests', 'data/small_csv_data.csv')
    loaded_data = load_from_csv(data_path, descending=descending)

    assert loaded_data == expected, f"Expected: {expected} Got: {loaded_data}"
 def import_data(self):
     """
     Imports CSV data and loads it.
     """
     self.backtestInfoLabel.setText("Importing data...")
     filePath, _ = QFileDialog.getOpenFileName(self, 'Open file', helpers.ROOT_DIR, "CSV (*.csv)")
     if filePath == '':
         self.backtestInfoLabel.setText("Data not imported.")
         return
     self.data = helpers.load_from_csv(filePath, descending=False)
     self.dataType = "Imported"
     self.backtestInfoLabel.setText("Imported data successfully.")
     self.backtestDataLabel.setText('Currently using imported data to conduct backtest.')
     self.setup_calendar()
Beispiel #4
0
def import_data(config_obj, caller: int = BACKTEST):
    """
    Imports CSV data and loads it.
    :param config_obj: Configuration QDialog object (from configuration.py)
    :param caller: Caller that'll determine who called this function -> OPTIMIZER or BACKTEST
    """
    config_obj.optimizer_backtest_dict[caller]['infoLabel'].setText("Importing data...")
    filePath, _ = QFileDialog.getOpenFileName(config_obj, 'Open file', helpers.ROOT_DIR, "CSV (*.csv)")
    if filePath == '':
        config_obj.optimizer_backtest_dict[caller]['infoLabel'].setText("Data not imported.")
    else:
        config_obj.optimizer_backtest_dict[caller]['data'] = helpers.load_from_csv(filePath, descending=False)
        config_obj.optimizer_backtest_dict[caller]['dataType'] = "Imported"
        config_obj.optimizer_backtest_dict[caller]['infoLabel'].setText("Imported data successfully.")
        config_obj.optimizer_backtest_dict[caller]['dataLabel'].setText('Using imported data to conduct backtest.')
        setup_calendar(config_obj=config_obj, caller=caller)
Beispiel #5
0
"""
Test backtester object.
"""

import os
from datetime import datetime

import pytest

from algobot.enums import LONG, SHORT, STOP, TRAILING
from algobot.helpers import convert_all_dates_to_datetime, load_from_csv
from algobot.traders.backtester import Backtester

data_path = os.path.join(os.path.dirname(__file__), 'data',
                         '1INCHUSDT_data_1m.csv')
test_data = load_from_csv(path=data_path, descending=False)
convert_all_dates_to_datetime(test_data)


@pytest.fixture(scope='function', name='backtester')
def get_backtester():
    """
    Sets up a backtester object and returns it as a fixture.
    """
    backtester = Backtester(
        startingBalance=1000,
        data=test_data,
        strategies=[],
        strategyInterval='15m',
        symbol="1INCHUSDT",
        marginEnabled=True,
Beispiel #6
0
import os
import unittest
from datetime import datetime

import pytest

from algobot.enums import LONG, SHORT, STOP, TRAILING
from algobot.helpers import convert_all_dates_to_datetime, load_from_csv
from algobot.traders.backtester import Backtester

test_data = load_from_csv(
    path=f'{os.path.dirname(__file__)}/1INCHUSDT_data_1m.csv',
    descending=False)
convert_all_dates_to_datetime(test_data)


class TestBacktester(unittest.TestCase):
    def setUp(self) -> None:
        """
        Sets up a backtester object.
        """
        self.backtester = Backtester(
            startingBalance=1000,
            data=test_data,
            strategies=[],
            strategyInterval='15m',
            symbol="1INCHUSDT",
            marginEnabled=True,
        )
        self.backtester.apply_take_profit_settings({
            'takeProfitType': TRAILING,