def test_buy_fail(self):
p = Portfolio(balance=13.0)
p.update(ticker='TICK', price=12.3)
p.set_shares('TICK', 3.0)
cont = Controller(p)
success = cont.process_receipt(('TICK', 11.0, 2.0, 10.0))
self.assertFalse(success) # Trade failed
def test_update(self):
p = Portfolio(balance=10.0)
p.update(ticker='TICK', price=10.0)
p.set_shares('TICK', 3.0)
eps = 1e-7
self.assertTrue(abs(10.0 - p.balance) < eps) # Balance correct
self.assertTrue(
abs(3.0 - p.get_shares('TICK')) < eps) # Shares updated
self.assertTrue(
abs(40.0 - p.get_total_value()) < eps) # Shares updated
def __init__(self):
self._logger = logging.getLogger(__name__)
self._settings = {}
self._default_settings = {
'Portfolio': Portfolio(),
'Algorithm': Algorithm(),
'Source': 'yahoo',
'Start_Day': dt.datetime(2016, 1, 1),
'End_Day': dt.datetime.today(),
'Tickers': ['AAPL', 'GOGL', 'MSFT', 'AA', 'APB']
}
def test_sell(self):
p = Portfolio(balance=13.0)
p.update(ticker='TICK', price=12.3)
p.set_shares('TICK', 3.0)
cont = Controller(p)
success = cont.process_receipt(('TICK', 11.0, -2.0, 10.0))
eps = 1e-4
self.assertTrue(success) # Trade went through
self.assertTrue(
abs(25.0 - p.balance) < eps) # Balance updated correctly
self.assertTrue(
abs(1.0 - p.get_shares('TICK')) < eps) # Shares updated
def __init__(self):
self._logger = logging.getLogger(__name__)
self._settings = {}
self._default_settings = {
'Source': 'tushare',
'Start_Day': dt.datetime(2018, 4, 1),
'End_Day': dt.datetime.today(),
'Tickers': ['601318', '601155', '000732', '600340'],
'ktype': 'D',
'atype': 'close',
'Portfolio': Portfolio(),
'Algorithm': Algorithm(),
}
def test_liquidate(self):
p = Portfolio(balance=13.0)
p.update(ticker='TICK', price=12.3)
p.set_shares('TICK', 3.0)
cont = Controller(p)
success = cont.process_receipt(('TICK', 11.0, -5.0, 10.0))
eps = 1e-4
updated_fee = cont._order_api._calculate_fee(11.0 * 3.0)
self.assertTrue(success) # Trade went through
self.assertTrue(
abs(13.0 + (3 * 11.0) - updated_fee - p.balance) <
eps) # Balance updated correctly
self.assertTrue(
abs(0.0 - p.get_shares('TICK')) < eps) # Shares updated
self.assertTrue(abs(12.3 - p.get_price('TICK')) <
eps) # Price not updated from slippage
def test_stream(self):
import datetime
from multiprocessing import Queue
p = Portfolio(balance=10.0)
p.update(ticker='TICK', price=9.0)
p.set_shares('TICK', 3.0)
cur_time = lambda: datetime.datetime.now().strftime('%Y-%m-%d')
q = Queue()
q.put((cur_time(), 'TICK', 10.0))
q.put((cur_time(), 'TICK', 11.0))
q.put((cur_time(), 'TICK', 12.0))
q.put('POISON') #Stops simulation
c = Controller(portfolio=p)
Controller.backtest(q,
controller=c) # Run backtest is the local version
self.assertAlmostEqual(p.get_total_value(), 10. + 3. * 12., delta=1e-7)
self.assertAlmostEqual(p.get_price('TICK'), 12., delta=1e-7)
def __init__(self, portfolio=None, algorithm=None):
self._logger = logging.getLogger(__name__)
self._portfolio = Portfolio() if portfolio is None else portfolio
self._algorithm = Algorithm() if algorithm is None else algorithm
self._order_api = OrderApi()