def testMarketTiming(self):
files = []
instruments = ["VTI", "VEU", "IEF", "VNQ", "DBC", "SPY"]
for year in range(2007, 2013+1):
for symbol in instruments:
fileName = "%s-%d-yahoofinance.csv" % (symbol, year)
files.append(os.path.join("samples", "data", fileName))
# The differences in the output are related to key ordering in dicts.
if six.PY3:
expected_output = "market_timing.output.37"
else:
expected_output = "market_timing.output.27"
with common.CopyFiles(files, "."):
code = """import sys
sys.path.append('samples')
import market_timing
market_timing.main(False)
"""
res = common.run_python_code(code)
self.assertTrue(res.exit_ok())
self.assertEqual(
res.get_output_lines()[-10:],
common.tail_file(expected_output, 10)
)
def testExample1(self):
with common.CopyFiles(
[os.path.join("testcases", "data", "bitstampUSD-2.csv")],
"bitstampUSD.csv"):
code = """import sys
sys.path.append('samples')
import bccharts_example_1
bccharts_example_1.main()
"""
res = common.run_python_code(code)
lines = common.get_file_lines("30min-bitstampUSD.csv")
os.remove("30min-bitstampUSD.csv")
# Float str doesn't behave the same in Pyhton2 and Python3.
if six.PY3:
lines = lines[0:1] + [
round_csv_line(line, 5, 8) for line in lines[1:]
]
self.assertTrue(res.exit_ok(), res.get_output())
self.assertEqual(
lines[0:10],
common.head_file("30min-bitstampUSD-2.csv",
10,
path="testcases/data"))
self.assertEqual(
lines[-10:],
common.tail_file("30min-bitstampUSD-2.csv",
10,
path="testcases/data"))
def testCompInv_1(self):
files = [os.path.join("samples", "data", src) for src in ["aeti-2011-yahoofinance.csv", "egan-2011-yahoofinance.csv", "simo-2011-yahoofinance.csv", "glng-2011-yahoofinance.csv"]]
with common.CopyFiles(files, "."):
lines = common.run_sample_script("compinv-1.py")
# Skip the first two lines that have debug messages from the
# broker.
self.assertTrue(common.compare_head("compinv-1.output", lines[2:]))
def testSampleStrategyAnalyzer(self):
with common.CopyFiles(
[os.path.join("testcases", "data", "orcl-2000.csv")], "."):
lines = common.run_sample_script(
"sample-strategy-analyzer.py").split("\n")
self.assertTrue(
common.compare_head("sample-strategy-analyzer.output",
lines[:-1]))
def testTutorial3(self):
with common.CopyFiles(
[os.path.join("testcases", "data", "orcl-2000.csv")], "."):
lines = common.run_sample_script("tutorial-3.py").split("\n")
self.assertTrue(
common.compare_head("tutorial-3.output", lines[:30]))
self.assertTrue(
common.compare_tail("tutorial-3.output", lines[-4:-1]))
def testSampleStrategyAnalyzer(self):
with common.CopyFiles(
[os.path.join("testcases", "data", "orcl-2000.csv")], "."):
res = common.run_sample_script("sample-strategy-analyzer.py")
self.assertTrue(
common.compare_head("sample-strategy-analyzer.output",
res.get_output_lines(True)))
self.assertTrue(res.exit_ok())
def testTutorial4(self):
with common.CopyFiles(
[os.path.join("testcases", "data", "orcl-2000.csv")], "."):
res = common.run_sample_script("tutorial-4.py")
lines = res.get_output_lines(True)
self.assertEqual(common.head_file("tutorial-4.output", len(lines)),
lines)
self.assertTrue(res.exit_ok())
def testTutorial4(self):
with common.CopyFiles(
[os.path.join("testcases", "data", "orcl-2000.csv")], "."):
res = common.run_sample_script("tutorial-4.py")
self.assertTrue(
common.compare_head("tutorial-4.output",
res.get_output_lines(True)))
self.assertTrue(res.exit_ok())
def testSampleStrategyAnalyzer(self):
with common.CopyFiles([os.path.join("data", "orcl-2000.csv")], "."):
res = common.run_sample_script("sample-strategy-analyzer.py")
lines = res.get_output_lines()
self.assertEqual(
lines,
common.head_file("sample-strategy-analyzer.output", len(lines), path="../samples")
)
def testTutorial4(self):
with common.CopyFiles(
[os.path.join("testcases", "data", "WIKI-ORCL-2000-quandl.csv")],
"."):
res = common.run_sample_module("tutorial-4")
lines = res.get_output_lines(True)
self.assertEqual(common.head_file("tutorial-4.output", len(lines)),
lines, res.get_output())
self.assertTrue(res.exit_ok())
def testTutorial3(self):
with common.CopyFiles(
[os.path.join("testcases", "data", "orcl-2000.csv")], "."):
res = common.run_sample_script("tutorial-3.py")
self.assertEqual(common.head_file("tutorial-3.output", 30),
res.get_output_lines(True)[:30])
self.assertEqual(common.tail_file("tutorial-3.output", 3),
res.get_output_lines(True)[-3:])
self.assertTrue(res.exit_ok())
def testCSVFeed(self):
with common.CopyFiles([os.path.join("samples", "data", "quandl_gold_2.csv")], "."):
code = """import sys
sys.path.append('samples')
import csvfeed_1
"""
lines = common.run_python_code(code).split("\n")
self.assertTrue(common.compare_head("csvfeed_1.output", lines[0:10]))
self.assertTrue(common.compare_tail("csvfeed_1.output", lines[-10:-1]))
def testExample2(self):
with common.CopyFiles([os.path.join("testcases", "data", "30min-bitstampUSD-2.csv")], "30min-bitstampUSD.csv"):
code = """import sys
sys.path.append('samples')
import bccharts_example_2
bccharts_example_2.main(False)
"""
lines = common.run_python_code(code).split("\n")
self.assertTrue(common.compare_head("bccharts_example_2.output", lines[0:10], "testcases/data"))
self.assertTrue(common.compare_tail("bccharts_example_2.output", lines[-10:-1], "testcases/data"))
def testTutorial1MtGox(self):
with common.CopyFiles([os.path.join("samples", "data", "trades-mtgox-usd-2013-03.csv")], "."):
code = """import sys
sys.path.append('samples')
import tutorial_mtgox_1
tutorial_mtgox_1.main(False)
"""
lines = run_python_code(code).split("\n")
self.assertTrue(compare_head("tutorial_mtgox_1.output", lines[0:10]))
self.assertTrue(compare_tail("tutorial_mtgox_1.output", lines[-10:-1]))
def testTutorial3(self):
with common.CopyFiles(
[os.path.join("testcases", "data", "WIKI-ORCL-2000-quandl.csv")],
"."):
res = common.run_sample_module("tutorial-3")
self.assertEqual(common.head_file("tutorial-3.output", 30),
res.get_output_lines(True)[:30], res.get_output())
self.assertEqual(common.tail_file("tutorial-3.output", 3),
res.get_output_lines(True)[-3:], res.get_output())
self.assertTrue(res.exit_ok())
def testSampleStrategyAnalyzer(self):
with common.CopyFiles([os.path.join("testcases", "data", "orcl-2000-yahoofinance.csv")], "."):
res = common.run_sample_module("sample-strategy-analyzer")
self.assertTrue(res.exit_ok())
lines = res.get_output_lines()
self.assertGreaterEqual(len(lines), 20)
self.assertEqual(
lines,
common.head_file("sample-strategy-analyzer.output", len(lines))
)
def testCompInv_1(self):
files = [
os.path.join("samples", "data", src) for src in [
"aeti-2011-yahoofinance.csv", "egan-2011-yahoofinance.csv",
"simo-2011-yahoofinance.csv", "glng-2011-yahoofinance.csv"
]
]
with common.CopyFiles(files, "."):
lines = common.run_sample_script("compinv-1.py").split("\n")
self.assertTrue(common.compare_head("compinv-1.output",
lines[:-1]))
def testTutorial2(self):
with common.CopyFiles([os.path.join("data", "orcl-2000.csv")], "."):
res = common.run_sample_script("tutorial-2.py")
self.assertEqual(
common.head_file("tutorial-2.output", 15, path="../samples"),
res.get_output_lines(True)[:15]
)
self.assertEqual(
common.tail_file("tutorial-2.output", 3, path="../samples"),
res.get_output_lines(True)[-3:]
)
def testCSVFeed(self):
with common.CopyFiles([os.path.join("..", "samples", "data", "quandl_gold_2.csv")], "."):
res = common.run_sample_script("csvfeed_1.py")
lines = res.get_output_lines(True)
self.assertEqual(
common.head_file("csvfeed_1.output", 10, path="../samples"),
lines[0:10]
)
self.assertEqual(
common.tail_file("csvfeed_1.output", 10, path="../samples"),
lines[-10:]
)
def testExample2(self):
with common.CopyFiles([os.path.join("data", "30min-bitstampUSD-2.csv")], "30min-bitstampUSD.csv"):
from samples import bccharts_example_2
res = bccharts_example_2.main(False)
self.assertEqual(
res.get_output_lines()[0:10],
common.head_file("bccharts_example_2.output", 10, path="data")
)
self.assertEqual(
res.get_output_lines()[-10:],
common.tail_file("bccharts_example_2.output", 10, path="data")
)
def testCompInv_1(self):
files = [os.path.join("samples", "data", src) for src in ["aeti-2011-yahoofinance.csv", "egan-2011-yahoofinance.csv", "simo-2011-yahoofinance.csv", "glng-2011-yahoofinance.csv"]]
with common.CopyFiles(files, "."):
res = common.run_sample_script("compinv-1.py")
self.assertTrue(res.exit_ok())
# Skip the first two lines that have debug messages from the broker.
lines = res.get_output_lines()[2:]
self.assertEqual(
lines,
common.head_file("compinv-1.output", len(lines))
)
def testExample1(self):
with common.CopyFiles([os.path.join("testcases", "data", "bitstampUSD-2.csv")], "bitstampUSD.csv"):
code = """import sys
sys.path.append('samples')
import bccharts_example_1
bccharts_example_1.main()
"""
common.run_python_code(code)
lines = common.get_file_lines("30min-bitstampUSD.csv")
self.assertTrue(common.compare_head("30min-bitstampUSD-2.csv", lines[0:10], "testcases/data"))
self.assertTrue(common.compare_tail("30min-bitstampUSD-2.csv", lines[-10:], "testcases/data"))
os.remove("30min-bitstampUSD.csv")
def testErnieChanGldVsGdx(self):
files = []
for year in range(2006, 2013):
for symbol in ["gld", "gdx"]:
fileName = "%s-%d-yahoofinance.csv" % (symbol, year)
files.append(os.path.join("..", "samples", "data", fileName))
with common.CopyFiles(files, "."):
res = common.run_sample_script("statarb_erniechan.py")
self.assertEqual(
res.get_output_lines()[-1:],
common.tail_file("statarb_erniechan.output", 1, path="../samples")
)
def testSMACrossOver(self):
files = []
for year in range(2011, 2013):
for symbol in ["aapl"]:
fileName = "%s-%d-yahoofinance.csv" % (symbol, year)
files.append(os.path.join("..", "samples", "data", fileName))
with common.CopyFiles(files, "."):
res = common.run_sample_script("sma_crossover_sample.py")
self.assertEqual(
res.get_output_lines()[-1:],
common.tail_file("sma_crossover.output", 1)
)
def testVWAPMomentum(self):
files = []
for year in range(2011, 2013):
for symbol in ["aapl"]:
fileName = "%s-%d-yahoofinance.csv" % (symbol, year)
files.append(os.path.join("..", "samples", "data", fileName))
with common.CopyFiles(files, "."):
res = common.run_sample_script("vwap_momentum.py")
self.assertEqual(
res.get_output_lines()[-1:],
common.tail_file("vwap_momentum.output", 1, path="../samples")
)
def testBBands(self):
files = []
for year in range(2011, 2013):
for symbol in ["yhoo"]:
fileName = "%s-%d-yahoofinance.csv" % (symbol, year)
files.append(os.path.join("..", "samples", "data", fileName))
with common.CopyFiles(files, "."):
from samples import bbands
res = bbands.main(False)
self.assertEqual(
res.get_output_lines()[-1:],
common.tail_file("bbands.output", 1, path="../samples")
)
def testCSVFeed(self):
with common.CopyFiles(
[os.path.join("samples", "data", "quandl_gold_2.csv")], "."):
code = """import sys
sys.path.append('samples')
import csvfeed_1
"""
res = common.run_python_code(code)
lines = res.get_output_lines(True)
self.assertEqual(common.head_file("csvfeed_1.output", 10),
lines[0:10])
self.assertEqual(common.tail_file("csvfeed_1.output", 10),
lines[-10:])
self.assertTrue(res.exit_ok())
def testBBands(self):
files = []
for year in range(2011, 2013):
for symbol in ["yhoo"]:
fileName = "%s-%d-yahoofinance.csv" % (symbol, year)
files.append(os.path.join("samples", "data", fileName))
with common.CopyFiles(files, "."):
code = """import sys
sys.path.append('samples')
import bbands
bbands.main(False)
"""
lines = common.run_python_code(code).split("\n")
self.assertTrue(common.compare_tail("bbands.output", lines[-2:-1]))
def testErnieChanGldVsGdx(self):
files = []
for year in range(2006, 2013):
for symbol in ["gld", "gdx"]:
fileName = "%s-%d-yahoofinance.csv" % (symbol, year)
files.append(os.path.join("samples", "data", fileName))
with common.CopyFiles(files, "."):
code = """import sys
sys.path.append('samples')
import statarb_erniechan
statarb_erniechan.main(False)
"""
lines = common.run_python_code(code).split("\n")
self.assertTrue(common.compare_tail("statarb_erniechan.output", lines[-2:-1]))
def testEventStudy(self):
files = []
for year in range(2008, 2010):
for symbol in ["AA", "AES", "AIG"]:
fileName = "%s-%d-yahoofinance.csv" % (symbol, year)
files.append(os.path.join("samples", "data", fileName))
with common.CopyFiles(files, "."):
code = """import sys
sys.path.append('samples')
import eventstudy
eventstudy.main(False)
"""
lines = common.run_python_code(code).split("\n")
self.assertTrue(common.compare_tail("eventstudy.output", lines[-2:-1]))