class TestRetriever(unittest.TestCase):
def setUp(self):
self.retriever = Retriever()
def tearDown(self):
self.retriever = None
def test_get_filename_by_stock_code(self):
stock_code = '0050'
filename = self.retriever.get_filename_by_stock_code(stock_code)
self.assertEqual(filename, "{}/{}.csv".format(Retriever.data_dir,
'0050'))
def test_readfiles_by_stock_codes(self):
# xxxx.csv 不存在，要噴 Exception
stock_codes = ['0050', 'xxxx']
with self.assertRaises(RetrieverException):
data = self.retriever.readfiles_by_stock_codes(stock_codes)
for stock_code, line_number, line in data:
break
# 檔案存在
stock_codes = ['1204', '1212'] # 1204, 1212 已下市不會再有新的資料
data = self.retriever.readfiles_by_stock_codes(stock_codes)
stock_code = ''
line_number = 0
line = ''
for stock_code, line_number, line in data:
continue
self.assertEqual(stock_code, '1212')
self.assertEqual(line_number, 329)
self.assertEqual(
line, '94/06/03,254000,53340,0.21,0.21,0.21,0.21,-0.01,9\n')
def test_save_line(self):
stock_code = 'xxxx'
line_number = 1
line = 'test'
self.retriever.save_line(stock_code, line_number, line)
self.assertEqual(self.retriever.line_pool[stock_code][line_number],
line)
def test_check_has_previous_data(self):
# 第 1 行前面沒資料
line_number = 1
previous_days = 1
check = self.retriever.check_has_previous_data(line_number,
previous_days)
self.assertFalse(check, msg="1st line should have no previous line")
# 第 3 行前面有 2 筆資料
line_number = 3
previous_days = 2
check = self.retriever.check_has_previous_data(line_number,
previous_days)
self.assertTrue(check, msg="3rd line should have 2 previous lines")
# 第 3 行前面沒有 3 筆資料
line_number = 3
previous_days = 3
check = self.retriever.check_has_previous_data(line_number,
previous_days)
self.assertFalse(check, msg="3rd line shouldn't have 3 previous lines")
def test_get_line_by_number(self):
stock_code = '1204' # 1204 已下市不會再有新的資料
line_number = 373
line = self.retriever.get_line_by_number(stock_code, line_number)
self.assertRegexpMatches(line, '94/09/09,0,0,--,--,--,--,,0')
def test_get_previous_valid_lines(self):
# 1204 第 261 行是空的，應該要跳過取得 260 行
stock_code = '1204'
line_number = 262
max_size = 1
lines = self.retriever.get_previous_valid_lines(
stock_code, line_number, max_size)
for line in lines:
self.assertEqual(
line, '94/02/23,25043,98216,3.96,3.98,3.90,3.97,-0.01,15')
# 不足 max_size
stock_code = '1204'
line_number = 6
max_size = 10
lines = self.retriever.get_previous_valid_lines(
stock_code, line_number, max_size)
self.assertEqual(len(lines), 5)
def test_get_next_valid_lines(self):
# 1204 第 261 行是空的，應該要跳過取得 262 行
stock_code = '1204'
line_number = 260
max_size = 1
lines = self.retriever.get_next_valid_lines(stock_code, line_number,
max_size)
for line in lines:
self.assertEqual(line,
'94/02/25,42010,167609,3.98,4.00,3.98,3.98,X,17')
# 不足 max_size
stock_code = '1204'
line_number = 371
max_size = 10
lines = self.retriever.get_next_valid_lines(stock_code, line_number,
max_size)
self.assertEqual(len(lines), 1)
def test_get_previous_valid_closing_price(self):
# 沒有之前的資料
stock_code = '1204'
line_number = 1
with self.assertRaises(RetrieverException) as cm:
self.retriever.get_previous_valid_closing_price(
stock_code, line_number)
the_exception = cm.exception
self.assertEqual(str(the_exception), 'no previous line')
def test_get_difference(self):
# 沒有之前的資料
stock_code = '1204'
line_number = 1
difference = self.retriever.get_difference(stock_code, line_number)
self.assertIsNone(difference)
# 有前一個交易日的資料
stock_code = '1204'
line_number = 2
difference = self.retriever.get_difference(stock_code, line_number)
self.assertEqual(difference, -0.50)
# 前一個交易日暫停交易，抓前一個有效交易日的資料
stock_code = '1204'
line_number = 262
difference = self.retriever.get_difference(stock_code, line_number)
self.assertEqual(difference, 0.01)
# 這個交易日暫停交易
stock_code = '1204'
line_number = 261
difference = self.retriever.get_difference(stock_code, line_number)
self.assertIsNone(difference)
def test_get_change_percent(self):
# 沒有之前的資料
stock_code = '1204'
line_number = 1
change_percent = self.retriever.get_change_percent(
stock_code, line_number)
self.assertIsNone(change_percent)
# 前一個交易日收盤價是 0
stock_code = '2326'
line_number = 47
change_percent = self.retriever.get_change_percent(
stock_code, line_number)
self.assertIsNone(change_percent)
# 有前一個交易日的資料
stock_code = '1204'
line_number = 2
change_percent = self.retriever.get_change_percent(
stock_code, line_number)
self.assertEqual(round(change_percent, 4), -0.0690)
# 前一個交易日暫停交易，抓前一個有效交易日的資料
stock_code = '1204'
line_number = 262
change_percent = self.retriever.get_change_percent(
stock_code, line_number)
self.assertEqual(round(change_percent, 4), 0.0025)
# 這個交易日暫停交易
stock_code = '1204'
line_number = 261
change_percent = self.retriever.get_change_percent(
stock_code, line_number)
self.assertIsNone(change_percent)
def test_get_line_data_dict(self):
line = '94/02/03,2000,8000,4.00,4.00,4.00,4.00,0.07,2\r\n'
data_dict = self.retriever.get_line_data_dict(line)
assert_dict = {
'date': '94/02/03',
'volume': '2000',
'turnover': '8000',
'opening_price': '4.00',
'highest_price': '4.00',
'lowest_price': '4.00',
'closing_price': '4.00',
'difference': '0.07',
'transactions': '2',
}
self.assertDictEqual(data_dict, assert_dict)
def test_break_consolidation_area(self):
# 不滿足預設參數條件
stock_code = '1204'
line_number = 20
check = self.retriever.break_consolidation_area(
stock_code, line_number)
self.assertFalse(check)
# 不滿足自訂參數條件
stock_code = '4102'
line_number = 44
check = self.retriever.break_consolidation_area(
stock_code, line_number, 10, 0.05)
self.assertFalse(check)
# 滿足預設參數條件
stock_code = '1204'
line_number = 44
check = self.retriever.break_consolidation_area(
stock_code, line_number)
self.assertTrue(check)
# 滿足自訂參數條件
stock_code = '1204'
line_number = 216
check = self.retriever.break_consolidation_area(
stock_code, line_number, 10, 0.09)
self.assertTrue(check)
def test_check_model_1(self):
# 不滿足此條件的
stock_code = '1204'
line_number = 20
check = self.retriever.check_model_1(stock_code, line_number)
self.assertFalse(check)
# 滿足此條件的
stock_code = '1204'
line_number = 229
check = self.retriever.check_model_1(stock_code,
line_number,
min_price=4,
min_volume=200 * 1000,
max_volume=300 * 1000,
consolidation_days=10)
self.assertTrue(check)
# 暫停交易的
stock_code = '1204'
line_number = 261
with self.assertRaises(RetrieverException) as cm:
check = self.retriever.check_model_1(stock_code, line_number)
the_exception = cm.exception
self.assertEqual(str(the_exception), 'no data')
def test_search_line_by_date(self):
stock_code = '1204'
date = '94/09/09'
line_number = self.retriever.search_line_number_by_date(
stock_code, date)
self.assertEqual(line_number, 373)
def test_get_simulation_1_info(self):
stock_code = '1204'
date = '94/02/24'
info = self.retriever.get_simulation_1_info(stock_code, date, 10)
data_set = info['data_set']
return_rate = ''
for date, price, return_rate in data_set:
continue
self.assertEqual(info['pick_date'], '94/02/24')
self.assertEqual(info['buy_in_price'], 3.98)
self.assertEqual(return_rate, -0.0628)
def simulate(stock_codes, pick_date_obj, max_days, stop_loss_factor):
retriever = Retriever()
total_cost = 0
total_revenue = 0
total_roi = 0
buy_in_unit = 1
# summary_set = []
stop_loss_count = 0
# 開始買進時間
start_date_obj = None
start_date_tw = ''
end_date_obj = None
end_date_tw = ''
max_through_days = 0
pick_date_tw = RocDateConverter().get_roc_date_by_datetime(pick_date_obj)
for stock_code in stock_codes:
info = retriever.get_simulation_1_info(stock_code, pick_date_tw,
max_days, stop_loss_factor)
spend = info['buy_in_price'] * 1000 * buy_in_unit
buying_fee = max(spend * 0.001425 * 0.65, 20)
cost = spend + buying_fee
total_cost += cost
# print('股票編號: {}'.format(stock_code))
data_set = info['data_set']
if len(data_set) < max_days:
stop_loss_count += 1
closing_price = 0
for data in data_set:
# print(data)
date_tw = data[0]
date_obj = RocDateConverter().get_datetime_in_roc(date_tw)
if (start_date_obj is None) or (date_obj < start_date_obj):
start_date_obj = date_obj
start_date_tw = date_tw
if (end_date_obj is None) or (date_obj > end_date_obj):
end_date_obj = date_obj
end_date_tw = date_tw
closing_price = data[1]
income = closing_price * 1000 * buy_in_unit
selling_fee = max(income * 0.001425 * 0.65, 20)
tax = income * 0.003
revenue = income - selling_fee - tax
total_revenue += revenue
timedelta = end_date_obj - start_date_obj
through_days = timedelta.days + 1
if through_days > max_through_days:
max_through_days = through_days
# summary_set.append('股票編號: {}, 買進成本: {}, 賣出日期: {}, 賣出總價: {}'.format(stock_code, cost, end_date_tw, revenue))
# summary = '\n'.join(summary_set)
total_roi = (total_revenue - total_cost) / total_cost
formatted_roi = '{}%'.format(round(total_roi * 100, 2))
formatted_cost = '{:,.0f}'.format(total_cost)
net = total_revenue - total_cost
formatted_net = '{:,.0f}'.format(net)
pick_date = pick_date_obj.strftime("%Y/%m/%d")
print('選股日期 {}, 開始日期 {}, 結束日期 {}, 停損 {}/{}'
.format(pick_date, start_date_tw, end_date_tw, stop_loss_count, len(stock_codes)))
# print(summary)
print('總成本: {}, 利潤: {}, 投報率: {}\n'
.format(formatted_cost, formatted_net, formatted_roi))
result = {
'roi': total_roi,
'cost': total_cost,
'net': net,
'days': max_through_days,
'formatted_data_dict': {
'pick_date': pick_date,
'start_date_tw': start_date_tw,
'end_date_tw': end_date_tw,
'pick_count': len(stock_codes),
'stop_loss_count': stop_loss_count,
'cost': formatted_cost,
'net': formatted_net,
'roi': formatted_roi,
}
}
return result