def setUp(self):
"""
Set up the PriceHandler object with a small
set of initial tickers.
"""
fixtures_path = os.path.join("..", "fixtures", "price_handler")
events_queue = queue.Queue()
init_tickers = ["GOOG", "AMZN", "MSFT"]
self.price_handler = HistoricCSVPriceHandler(fixtures_path,
events_queue,
init_tickers)
except ImportError:
import queue
if __name__ == "__main__":
tickers = ["GOOG"]
# Set up variables needed for backtest
events_queue = queue.Queue()
csv_dir = settings.CSV_DATA_DIR
initial_equity = Decimal("500000.00")
heartbeat = 0.0
max_iters = 10000000000
# Use Historic CSV Price Handler
price_handler = HistoricCSVPriceHandler(
csv_dir, events_queue, tickers
)
# Use the Test Strategy
strategy = TestStrategy( tickers, events_queue )
# Use an example Position Sizer
position_sizer = TestPositionSizer()
# Use an example Risk Manager
risk_manager = TestRiskManager()
# Use the default Portfolio Handler
portfolio_handler = PortfolioHandler(
initial_equity, events_queue, price_handler,
position_sizer, risk_manager
