def setUpClass(self):
Logger.pushLogData("unitTesting", __name__)
forceWorkingDirectory()
pyswing.globals.potentialRuleMatches = None
pyswing.globals.equityCount = None
pyswing.database.overrideDatabase("output/TestStrategy.db")
pyswing.constants.pySwingStartDate = datetime.datetime(2015, 1, 1)
deleteFile(pyswing.database.pySwingDatabase)
copyFile(pyswing.database.pySwingTestDatabase,
pyswing.database.pySwingDatabase)
twoRuleStrategy = Strategy(
"Rule Equities Indicator_BB20 abs(t1.Close - t2.upperband) < abs(t1.Close - t2.middleband)",
"Rule Equities abs(Close - High) * 2 < abs(Close - Low)",
"Exit TrailingStop3.0 RiskRatio2", "Buy")
twoRuleStrategy.evaluateTwoRuleStrategy()
threeRuleStrategy = Strategy(
"Rule Equities Indicator_BB20 abs(t1.Close - t2.upperband) < abs(t1.Close - t2.middleband)",
"Rule Equities abs(Close - High) * 2 < abs(Close - Low)",
"Exit TrailingStop3.0 RiskRatio2", "Buy",
"Rule Indicator_RSI RSI > 20")
threeRuleStrategy.evaluateThreeRuleStrategy()
historicTrades = Strategy(
"Rule Equities Indicator_BB20 abs(t1.Close - t2.upperband) < abs(t1.Close - t2.middleband)",
"Rule Equities abs(Close - High) * 2 < abs(Close - Low)",
"Exit TrailingStop3.0 RiskRatio2", "Buy",
"Rule Indicator_RSI RSI > 20")
historicTrades.generateHistoricTrades()
def test_TestDatabase(self):
self.assertTrue(os.path.exists(pyswing.database.pySwingDatabase))
self.assertFalse(os.path.exists(pyswing.database.pySwingTestDatabase))
copyFile(pyswing.database.pySwingDatabase, pyswing.database.pySwingTestDatabase)
self.assertTrue(os.path.exists(pyswing.database.pySwingTestDatabase))
def test_TestDatabase(self):
self.assertTrue(os.path.exists(pyswing.database.pySwingDatabase))
self.assertFalse(os.path.exists(pyswing.database.pySwingTestDatabase))
copyFile(pyswing.database.pySwingDatabase,
pyswing.database.pySwingTestDatabase)
self.assertTrue(os.path.exists(pyswing.database.pySwingTestDatabase))
def setUpClass(self):
Logger.pushLogData("unitTesting", __name__)
forceWorkingDirectory()
pyswing.globals.potentialRuleMatches = None
pyswing.globals.equityCount = None
pyswing.database.overrideDatabase("output/TestAskHorse.db")
pyswing.constants.pySwingStartDate = datetime.datetime(2015, 1, 1)
deleteFile(pyswing.database.pySwingDatabase)
copyFile(pyswing.database.pySwingTestDatabase, pyswing.database.pySwingDatabase)
def setUpClass(self):
Logger.pushLogData("unitTesting", __name__)
forceWorkingDirectory()
pyswing.globals.potentialRuleMatches = None
pyswing.globals.equityCount = None
pyswing.database.overrideDatabase("output/TestAnalyseStrategies.db")
pyswing.constants.pySwingStartDate = datetime.datetime(2015, 1, 1)
deleteFile(pyswing.database.pySwingDatabase)
copyFile(pyswing.database.pySwingTestDatabase, pyswing.database.pySwingDatabase)
def setUpClass(self):
Logger.pushLogData("unitTesting", __name__)
forceWorkingDirectory()
pyswing.globals.potentialRuleMatches = None
pyswing.globals.equityCount = None
pyswing.database.overrideDatabase("output/TestStrategy.db")
pyswing.constants.pySwingStartDate = datetime.datetime(2015, 1, 1)
deleteFile(pyswing.database.pySwingDatabase)
copyFile(pyswing.database.pySwingTestDatabase, pyswing.database.pySwingDatabase)
twoRuleStrategy = Strategy("Rule Equities Indicator_BB20 abs(t1.Close - t2.upperband) < abs(t1.Close - t2.middleband)", "Rule Equities abs(Close - High) * 2 < abs(Close - Low)", "Exit TrailingStop3.0 RiskRatio2", "Buy")
twoRuleStrategy.evaluateTwoRuleStrategy()
threeRuleStrategy = Strategy("Rule Equities Indicator_BB20 abs(t1.Close - t2.upperband) < abs(t1.Close - t2.middleband)", "Rule Equities abs(Close - High) * 2 < abs(Close - Low)", "Exit TrailingStop3.0 RiskRatio2", "Buy", "Rule Indicator_RSI RSI > 20")
threeRuleStrategy.evaluateThreeRuleStrategy()
historicTrades = Strategy("Rule Equities Indicator_BB20 abs(t1.Close - t2.upperband) < abs(t1.Close - t2.middleband)", "Rule Equities abs(Close - High) * 2 < abs(Close - Low)", "Exit TrailingStop3.0 RiskRatio2", "Buy", "Rule Indicator_RSI RSI > 20")
historicTrades.generateHistoricTrades()
