class TestLiveSimulation(unittest.TestCase):
TEST_TICKER_IDX = 0 #Doesnt matter here, but we need the input regardless
#Pre-test simulation init for each test
def setUp(self):
data = pd.read_csv(TEST_DATA)
pred = pd.read_csv(TEST_PRED)
self.db = DBController()
self.sim = LiveSimulation(self.db)
#Test that variables for training are initialized properly
def test_init(self):
print("testing live simulation init.")
controller = self.sim.controller
self.assertTrue(isinstance(controller, DBController))
print("Success")
#Test buy shares reward function.
def test_buy_stocks(self):
print("testing historical sim for regular buy")
pre_share_num = self.db.get_held_shares(TEST_SESSION_ID)
self.sim.buy_shares(1, np.float32(TEST_USER_ID), np.float32(5000.0),
"v", TEST_SESSION_ID, self.TEST_TICKER_IDX)
post_share_num = self.db.get_held_shares(TEST_SESSION_ID)
user_funds = self.db.get_user(TEST_NAME).bank[0]
self.assertTrue(pre_share_num + 1 == post_share_num)
self.assertTrue(user_funds < 5000)
print("Success")
print("testing historical sim for regular buy W/ no money.")
pre_share_num = self.db.get_held_shares(TEST_SESSION_ID)
self.sim.buy_shares(1, np.float32(TEST_USER_ID), np.float32(0), "v",
TEST_SESSION_ID, self.TEST_TICKER_IDX)
post_share_num = self.db.get_held_shares(TEST_SESSION_ID)
user_funds = self.db.get_user(TEST_NAME).bank[0]
self.assertTrue(pre_share_num == post_share_num)
print("Success")
#Test sell shares reward function.
def test_sell_stocks(self):
print("testing historical sim for regular sell")
pre_share_num = self.db.get_held_shares(TEST_SESSION_ID)
user_funds_before = self.db.get_user(TEST_NAME).bank[0]
self.sim.buy_shares(1, np.float32(TEST_USER_ID),
np.float32(user_funds_before), "v",
TEST_SESSION_ID, self.TEST_TICKER_IDX)
user_funds_buy = self.db.get_user(TEST_NAME).bank[0]
self.sim.sell_shares(1, 1, np.float32(TEST_USER_ID),
np.float32(user_funds_buy), "v", TEST_SESSION_ID,
self.TEST_TICKER_IDX)
user_funds_after = self.db.get_user(TEST_NAME).bank[0]
post_share_num = self.db.get_held_shares(TEST_SESSION_ID)
self.assertTrue(
pre_share_num == post_share_num
) #buy then sell, no change in vol. Buy is already proven to add +1
self.assertTrue(user_funds_after == user_funds_before)
print("Success")
print("testing historical sim for regular sell W/ no shares.")
pre_share_num = self.db.get_held_shares(TEST_SESSION_ID)
self.sim.sell_shares(
1, 0, np.float32(TEST_USER_ID), np.float32(5000.0), "v",
TEST_SESSION_ID, self.TEST_TICKER_IDX
) #aapl test stock has no purchases made ever for test session.
post_share_num = self.db.get_held_shares(TEST_SESSION_ID)
self.assertTrue(pre_share_num == post_share_num)
print("Success")
#Test sell shares reward function.
def test_sell_all_stocks(self):
print("testing historical sim for regular sell all")
pre_share_num = self.db.get_held_shares(TEST_SESSION_ID)
self.sim.buy_shares(1, np.float32(TEST_USER_ID), np.float32(5000.0),
"v", TEST_SESSION_ID, self.TEST_TICKER_IDX)
self.sim.buy_shares(1, np.float32(TEST_USER_ID), np.float32(5000.0),
"v", TEST_SESSION_ID, self.TEST_TICKER_IDX)
self.sim.buy_shares(1, np.float32(TEST_USER_ID), np.float32(5000.0),
"v", TEST_SESSION_ID, self.TEST_TICKER_IDX)
post_share_num = self.db.get_held_shares(TEST_SESSION_ID)
self.assertTrue(
pre_share_num + 3 == post_share_num
) #buy then sell, no change in vol. Buy is already proven to add +1
self.sim.sell_all(3, np.float32(TEST_USER_ID), np.float32(5000.0), "v",
TEST_SESSION_ID, self.TEST_TICKER_IDX)
post_share_num = self.db.get_held_shares(TEST_SESSION_ID)
self.assertTrue(post_share_num == pre_share_num)
print("Success")
#Test the state used as input for the RL Agent
def test_get_state(self):
print("testing historical get state")
state = self.sim.get_state(TEST_SESSION_ID,
self.db.get_user(TEST_NAME).bank[0], "v",
self.TEST_TICKER_IDX)
price = state[0]
pred = state[1]
funds = state[2]
shares = state[3]
self.assertTrue(isinstance(price, float))
self.assertTrue(isinstance(pred, float))
self.assertTrue(isinstance(funds, float))
self.assertTrue(isinstance(shares, float))
self.assertTrue(
abs(price - self.sim.get_price("v", self.TEST_TICKER_IDX)) <=
0.50) #Could fluctuate in live
self.assertTrue(
pred == self.sim.get_predicted_price("v", self.TEST_TICKER_IDX))
self.assertTrue(funds == self.db.get_user(TEST_NAME).bank[0])
self.assertTrue(shares == self.db.get_held_shares(TEST_SESSION_ID))
print("Success")
#Test get price
def test_get_price(self):
print("testing historical get price for all stocks")
for tick in stocks:
price = self.sim.get_price(tick, self.TEST_TICKER_IDX)
ticker = Ticker(tick)
cur_price = ticker.price[tick]["regularMarketPrice"]
self.assertTrue(
abs(price - cur_price) <= 0.50) #Could fluctuate in live
self.assertTrue(isinstance(price, float))
self.assertTrue(price > 0)
print("Success")
#Test get pred, statement coverage of pred is obtained here.
def test_get_pred_price(self):
print("testing historical get pred price")
pred = self.sim.get_predicted_price("v", self.TEST_TICKER_IDX)
self.assertTrue(isinstance(pred, int))
self.assertTrue(
pred == 1 or pred == 0
) #In live we cant guarantee statement coverage in our testing since it is dependent on our ML output. And at any given time we cannot have Both a trend up and a trend down.
class TestHistoricalSimulation(unittest.TestCase):
TEST_TICKER_IDX = 42 #Arbitrary index from the historical sim to pull from and test
#Pre-test simulation init for each test
def setUp(self):
data = pd.read_csv(TEST_DATA)
pred = pd.read_csv(TEST_PRED)
self.db = DBController()
self.sim = HistoricalSimulation(self.db)
#Test that variables for training are initialized properly
def test_init(self):
print("testing historical simulation init.")
controller = self.sim.controller
self.assertTrue(isinstance(controller, DBController))
print("Success")
#Test buy shares reward function.
def test_buy_stocks(self):
print("testing historical sim for regular buy")
pre_share_num = self.db.get_held_shares(TEST_SESSION_ID)
self.sim.buy_shares(1, np.float32(TEST_USER_ID), np.float32(5000.0),
"v", TEST_SESSION_ID, self.TEST_TICKER_IDX)
post_share_num = self.db.get_held_shares(TEST_SESSION_ID)
user_funds = self.db.get_user(TEST_NAME).bank[0]
self.assertTrue(pre_share_num + 1 == post_share_num)
self.assertTrue(user_funds < 5000)
print("Success")
print("testing historical sim for regular buy W/ no money.")
pre_share_num = self.db.get_held_shares(TEST_SESSION_ID)
self.sim.buy_shares(1, np.float32(TEST_USER_ID), np.float32(0), "v",
TEST_SESSION_ID, self.TEST_TICKER_IDX)
post_share_num = self.db.get_held_shares(TEST_SESSION_ID)
user_funds = self.db.get_user(TEST_NAME).bank[0]
self.assertTrue(pre_share_num == post_share_num)
print("Success")
#Test sell shares reward function.
def test_sell_stocks(self):
print("testing historical sim for regular sell")
pre_share_num = self.db.get_held_shares(TEST_SESSION_ID)
user_funds_before = self.db.get_user(TEST_NAME).bank[0]
self.sim.buy_shares(1, np.float32(TEST_USER_ID),
np.float32(user_funds_before), "v",
TEST_SESSION_ID, self.TEST_TICKER_IDX)
user_funds_buy = self.db.get_user(TEST_NAME).bank[0]
self.sim.sell_shares(1, 1, np.float32(TEST_USER_ID),
np.float32(user_funds_buy), "v", TEST_SESSION_ID,
self.TEST_TICKER_IDX)
user_funds_after = self.db.get_user(TEST_NAME).bank[0]
post_share_num = self.db.get_held_shares(TEST_SESSION_ID)
self.assertTrue(
pre_share_num == post_share_num
) #buy then sell, no change in vol. Buy is already proven to add +1
self.assertTrue(user_funds_after == user_funds_before)
print("Success")
print("testing historical sim for regular sell W/ no shares.")
pre_share_num = self.db.get_held_shares(TEST_SESSION_ID)
self.sim.sell_shares(
1, 0, np.float32(TEST_USER_ID), np.float32(5000.0), "v",
TEST_SESSION_ID, self.TEST_TICKER_IDX
) #aapl test stock has no purchases made ever for test session.
post_share_num = self.db.get_held_shares(TEST_SESSION_ID)
self.assertTrue(pre_share_num == post_share_num)
print("Success")
#Test sell shares reward function.
def test_sell_all_stocks(self):
print("testing historical sim for regular sell all")
pre_share_num = self.db.get_held_shares(TEST_SESSION_ID)
self.sim.buy_shares(1, np.float32(TEST_USER_ID), np.float32(5000.0),
"v", TEST_SESSION_ID, self.TEST_TICKER_IDX)
self.sim.buy_shares(1, np.float32(TEST_USER_ID), np.float32(5000.0),
"v", TEST_SESSION_ID, self.TEST_TICKER_IDX)
self.sim.buy_shares(1, np.float32(TEST_USER_ID), np.float32(5000.0),
"v", TEST_SESSION_ID, self.TEST_TICKER_IDX)
post_share_num = self.db.get_held_shares(TEST_SESSION_ID)
self.assertTrue(
pre_share_num + 3 == post_share_num
) #buy then sell, no change in vol. Buy is already proven to add +1
self.sim.sell_all(3, np.float32(TEST_USER_ID), np.float32(5000.0), "v",
TEST_SESSION_ID, self.TEST_TICKER_IDX)
post_share_num = self.db.get_held_shares(TEST_SESSION_ID)
self.assertTrue(post_share_num == pre_share_num)
print("Success")
#Test the state used as input for the RL Agent
def test_get_state(self):
print("testing historical get state")
state = self.sim.get_state(TEST_SESSION_ID,
self.db.get_user(TEST_NAME).bank[0], "v",
self.TEST_TICKER_IDX)
price = state[0]
pred = state[1]
funds = state[2]
shares = state[3]
self.assertTrue(isinstance(price, float))
self.assertTrue(isinstance(pred, float))
self.assertTrue(isinstance(funds, float))
self.assertTrue(isinstance(shares, float))
self.assertTrue(price == self.sim.get_price("v", self.TEST_TICKER_IDX))
self.assertTrue(
pred == self.sim.get_predicted_price("v", self.TEST_TICKER_IDX))
self.assertTrue(funds == self.db.get_user(TEST_NAME).bank[0])
self.assertTrue(shares == self.db.get_held_shares(TEST_SESSION_ID))
print("Success")
#Test get price
def test_get_price(self):
print("testing historical get price for all stocks")
for tick in stocks:
price = self.sim.get_price(tick, self.TEST_TICKER_IDX)
self.assertTrue(isinstance(price, float))
self.assertTrue(price > 0)
print("Success")
#Test get pred, statement coverage of pred is obtained here.
def test_get_pred_price(self):
print("testing historical get pred price")
pred1 = self.sim.get_predicted_price("v", self.TEST_TICKER_IDX)
self.assertTrue(isinstance(pred1, int))
self.assertTrue(pred1 == 1)
#I manually found this ticker idx that returns pred of 0. Dont change please.
pred2 = self.sim.get_predicted_price("v", self.TEST_TICKER_IDX + 119)
self.assertTrue(isinstance(pred2, int))
self.assertTrue(pred2 == 0)
print("Success")