def test_equity_3_down_market_2_up(self):
dt_start = dt.datetime(2008, 1, 1)
dt_end = dt.datetime(2009, 12, 31)
dataobj = da.DataAccess('Yahoo')
ls_symbols = dataobj.get_symbols_from_list('sp5002012')
strategy_maker.find_events(dt_start, dt_end, 'SPY', ls_symbols, evt)
ep.eventprofiler(df_events, d_data, i_lookback=20, i_lookforward=20,
s_filename='test_equity_3_down_market_2_up.pdf', b_market_neutral=True, b_errorbars=True,
s_market_sym='SPY')
def test_equity_3_down_market_2_up_aapl(self):
dt_start = dt.datetime(2008, 1, 1)
dt_end = dt.datetime(2009, 12, 31)
df_events, d_data = strategy_maker.find_events(dt_start, dt_end, 'SPY', ['AAPL'], evt)
ep.eventprofiler(df_events, d_data, i_lookback=20, i_lookforward=20,
s_filename='test_equity_3_down_market_2_up_aapl_fast.pdf', b_market_neutral=True, b_errorbars=True,
s_market_sym='SPY')
def test_equity_sp_5_dollars_actual_close(self):
dt_start = dt.datetime(2008, 1, 1)
dt_end = dt.datetime(2009, 12, 31)
dataobj = da.DataAccess('Yahoo')
ls_symbols = dataobj.get_symbols_from_list('sp5002012')
df_events, d_data = strategy_maker.find_events(dt_start, dt_end, 'SPY', ls_symbols, evt_5_dollars_actual_close)
strategy_maker.write_strategy("../data/orders_5_dollar_events.csv", df_events, strat)
def test_gen_strategy_equity_3_down_market_2_up_aapl(self):
dt_start = dt.datetime(2008, 1, 1)
dt_end = dt.datetime(2009, 12, 31)
df_events, d_data = strategy_maker.find_events(dt_start, dt_end, 'SPY', ['AAPL'], evt)
strategy_maker.generate_strategy(df_events, strat)
def test_write_strategy_equity_3_down_market_2_up_buy_100_aapl(self):
dt_start = dt.datetime(2008, 1, 1)
dt_end = dt.datetime(2009, 12, 31)
df_events, d_data = strategy_maker.find_events(dt_start, dt_end, 'SPY', ['AAPL'], evt)
strategy_maker.write_strategy("orders1.csv", df_events, strat)
