def test_optimize_empty_signals(self):
manager = linear.Constant({})
alloc, e_ret, e_risk = manager.optimize({}, {})
self._check_optimize_return(alloc, e_ret, e_risk)
eq_(alloc, {})
eq_(e_ret, 0)
eq_(e_risk, 1)
def test_optimize_buy_signals_init_custom_amount(self):
manager = linear.Constant({'buy_amount': 200})
alloc, e_ret, e_risk = manager.optimize(to_buy=self.buy_signal,
to_sell={})
self._check_optimize_return(alloc, e_ret, e_risk)
eq_(alloc, {'goog': 200})
def test_optimize_buy_signals(self):
manager = linear.Constant({})
alloc, e_ret, e_risk = manager.optimize(to_buy=self.buy_signal,
to_sell={})
self._check_optimize_return(alloc, e_ret, e_risk)
eq_(alloc, {'goog': self.default_amount})
def test_initialize(self):
self._check_initialization(linear.Constant({}))