def test_macd_rsi_adx_atr_obv_bb(self):
tickers = ["TSLA", "SNAP"]
strategies = [StrategyCII()]
manager = \
StrategyManager(
strategies=strategies,
tickers=tickers
)
stocks_per_strategy = manager.stocks_per_strategy
for stock_per_strategy in stocks_per_strategy:
for stock in stocks_per_strategy[stock_per_strategy]:
print(stock.price_info)
plotter = Plotter(period=1000)
plotter.plot_stock(stock, collapse_indicators=False)
print("Analysis has been run")
if DEVELOPMENT == True:
plt.show()
test_date = "14/07/2020"
test_df = stocks_per_strategy[StrategyCII.name][0].price_info
ticker = "TSLA"
values = [318.0, 286.2, 311.2, 303.359, 117090500.0]
i = 0
for metric in ["High", "Low", "Open", "Close", "Volume"]:
value = TestIndicators.truncate(test_df[ticker][metric].loc[
test_df[ticker][metric].index == datetime.datetime.strptime(
test_date, "%d/%m/%Y")].iloc[0])
assert value == TestIndicators.truncate(values[i]), value
i += 1
def __init__(self, exchangeClient, inputConfRaw, cretenExecId): super(BackTester, self).__init__() self.exchangeClient = exchangeClient self.inputConfRaw = inputConfRaw self.cretenExecId = cretenExecId self.marketDataManager = MarketDataManager(self.exchangeClient) self.marketRulesManager = MarketRulesManager(self.exchangeClient) self.portfolioManager = PortfolioManager(self.exchangeClient) self.strategyManager = StrategyManager() self.orderManager = OrderManager(self.exchangeClient, self.marketRulesManager, self.strategyManager) self.exchangeDataListener = BacktestDataListener(self.exchangeClient, self.marketDataManager, self.marketRulesManager, self.portfolioManager, self.orderManager) self.exchangeEventSimulator = ExchangeEventSimulator(self.marketDataManager, self.orderManager, self.portfolioManager, self.exchangeDataListener)
def __init__(self, exchangeClient):
self.exchangeClient = exchangeClient
self.marketDataManager = MarketDataManager(self.exchangeClient)
self.portfolioManager = PortfolioManager(self.exchangeClient)
self.exchangeDataListener = BinanceDataListener(
self.exchangeClient, self.marketDataManager, self.portfolioManager)
self.bigThree = BigThree('XLM', 'ETH', self.exchangeClient,
self.marketDataManager, self.portfolioManager)
self.creten = StrategyManager()
self.creten.addStrategy(self.bigThree)
# initialize data
self.marketDataManager.init('XLMETH', CretenInterval.INTERVAL_1MINUTE)
self.portfolioManager.init()
self.exchangeDataListener.registerPortfolioListener()
self.exchangeDataListener.registerKlineListener(
"XLMETH", CretenInterval.INTERVAL_1MINUTE,
self.creten.processKline)