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')