def __init__(self): self.aapl = Security('AAPL') self.msft = Security('MSFT') self.market_data = pd.read_csv('../data_files/test_data.csv', parse_dates=True, index_col=0) super().__init__(self.market_data, [self.aapl, self.msft]) self.inital_cash = 10000 self.include_commission = False
def __init__(self): self.aapl = Security('AAPL') self.msft = Security('MSFT') self.market_data = market_data self.counter = 0 super().__init__(self.market_data, [self.aapl, self.msft]) self.inital_cash = starting_cash self.include_commission = False self.verbose = False
def __init__(self): self.aapl = Security('AAPL') self.msft = Security('MSFT') self.market_data = pd.read_csv('../data_files/sample_qt_aapl_msft.csv', parse_dates=True, index_col=0) super().__init__(self.market_data, [self.aapl, self.msft]) self.inital_cash = 1000 self.counter = 0 self.close_prices = {'AAPL': [], 'MSFT': []}
def test_securities(): sec = Security('SPY') assert(isinstance(sec, Security)) assert(sec.ticker_name == 'SPY') assert(sec.in_portfolio == False) assert(sec.shares_in_portfolio == 0) assert(sec.historical_transactions == {})
#!/usr/bin/env python # -*- coding: utf-8 -*- from securities import Security from orders import MarketOrder from events import OrderEvent s = Security('S') mkt_order = MarketOrder('2018-01-01', 'BUY', s, 10) mkt_order1 = MarketOrder('2018-01-01', 'BUY', s, 10) ''' print(mkt_order.order_id) mkt_order.shares = 100 print(mkt_order.order_id) print(mkt_order) print(mkt_order.order_type) #print(mkt_order == mkt_order1) ''' print(mkt_order.order_type == 'MarketOrder')
#!/usr/bin/env python # -*- coding: utf-8 -*- from securities import Security import pandas as pd import numpy as np times = [ '2017-11-10 09:30:00.000000000', '2017-11-10 09:46:32.278115304', '2017-11-10 09:46:32.278133425', '2017-11-10 09:46:32.278142489', '2017-11-10 09:46:32.278175650', '2017-11-10 09:46:32.278182576', '2017-11-10 09:46:32.278187841', '2017-11-10 09:46:32.278192693', '2017-11-10 16:00:00.000000000', '2017-12-10 09:30:00.000000000', '2017-12-10 09:46:32.278221346', '2017-12-10 09:46:32.278229858', '2017-12-10 09:46:32.278235405' ] times = [pd.Timestamp(time) for time in times] s = Security('S') s.time = times[1] s._initalize_history(times) #s._history.loc['bid', times[0]] = 100 s._history.loc['bid', pd.Timestamp('2017-12-10 09:46:32.558235405')] = 100 print(s._history) #print(s.history('bid', 10))
#!/usr/bin/env python # -*- coding: utf-8 -*- from securities import Security import pandas as pd import numpy as np times = ['2017-11-10 09:30:00.000000000', '2017-11-10 09:46:32.278115304', '2017-11-10 09:46:32.278133425', '2017-11-10 09:46:32.278142489', '2017-11-10 09:46:32.278175650', '2017-11-10 09:46:32.278182576', '2017-11-10 09:46:32.278187841', '2017-11-10 09:46:32.278192693', '2017-11-10 16:00:00.000000000', '2017-12-10 09:30:00.000000000', '2017-12-10 09:46:32.278221346', '2017-12-10 09:46:32.278229858', '2017-12-10 09:46:32.278235405'] times = [pd.Timestamp(time) for time in times] s = Security('S') s.time = times[1] s._initalize_history(times) #s._history.loc['bid', times[0]] = 100 s._history.loc['bid', pd.Timestamp('2017-12-10 09:46:32.558235405')] = 100 print(s._history) #print(s.history('bid', 10))