class AlgorithmTestCase(unittest.TestCase):
def setUp(self):
dna.test_utils.setup_logger(self)
self.test_index = pd.date_range("2012/01/01", "2012/01/7", tz=pytz.utc)
self.today = dt.datetime.today()
self.past_date = self.today - dt.timedelta(days=10)
self.test_properties = {"test": True}
self.algo = TestAlgorithm(properties=self.test_properties)
def tearDown(self):
dna.test_utils.teardown_logger(self)
@nottest
def _setup_source(self):
market = Market()
market.parse_universe_description("forex,5")
return HybridDataFactory(universe=market, index=self.test_index, backtest=FakeBacktestDatasource)
@nottest
def _check_algorithm_object(self, algo):
eq_(algo.days, 0)
self.assertFalse(algo.auto)
self.assertFalse(algo.initialized)
self.assertIsNone(algo.realworld)
self.assertIsNone(algo.sim_params)
eq_(algo.sids, [])
eq_(algo.middlewares, [])
eq_(algo.sources, [])
eq_(algo.capital_base, 100000.0)
def test_new_algorithm(self):
self.assertIsNone(self.algo.manager)
self._check_algorithm_object(self.algo)
@raises(TypeError)
def test_new_algorithm_without_properties(self):
TestAlgorithm()
def test_overload_initialize(self):
eq_(self.algo.properties, self.test_properties)
def test__is_interactive(self):
self.algo.realworld = False
for self.algo.datetime in [self.past_date, self.today]:
ok_(self.algo._is_interactive())
self.algo.realworld = True
self.algo.datetime = self.today
ok_(self.algo._is_interactive())
self.algo.datetime = self.past_date
self.assertFalse(self.algo._is_interactive())
def test_run_algorithm(self):
results = self.algo.run(self._setup_source())
ok_(not results.empty)
def test_warm_overload(self):
pass
def setUp(self):
dna.test_utils.setup_logger(self)
self.test_index = pd.date_range("2012/01/01", "2012/01/7", tz=pytz.utc)
self.today = dt.datetime.today()
self.past_date = self.today - dt.timedelta(days=10)
self.test_properties = {"test": True}
self.algo = TestAlgorithm(properties=self.test_properties)
