def initialize(context): return adx_init( context, name='adx_di_so', top_rank=5, bot_rank=5, di_window=14, symbols=get_sp500_list(), log=Logger('Stockbot'), )
def test_get_sp500_list(self, mock_get): """ returns sp500 list from saved wikipedia page 11/7/16 """ a = Mock() with open("tests/data/sp500wikilist.html", "r") as f: a.content = f.read() mock_get.return_value = a a = get_sp500_list(False) self.assertEqual(len(a), 505) self.assertEqual(a[45]["Ticker symbol"], "AAPL")
def test_get_sp500_list(self, mock_get): ''' returns sp500 list from saved wikipedia page 11/7/16 ''' a = Mock() with open('tests/data/sp500wikilist.html', 'r') as f: a.content = f.read() mock_get.return_value = a a = get_sp500_list(False) self.assertEqual(len(a), 505) self.assertEqual(a[45]['Ticker symbol'], 'AAPL')
def initialize(context): return init( context, name='adx_di_so', symbols=get_sp500_list(), capital_ppt=1.0 / (5.0 + 5.0), fillna='bfill', fillna_limit=0.34, log=Logger('Stockbot'), top_rank=5, bot_rank=5, di_window=14, so_window=14, top=[], bot=[], rank_every=7, )