Example #1
0
 def testTutorial3(self):
     with common.CopyFiles(
         [os.path.join("testcases", "data", "orcl-2000.csv")], "."):
         lines = common.run_sample_script("tutorial-3.py").split("\n")
         self.assertTrue(
             common.compare_head("tutorial-3.output", lines[:30]))
         self.assertTrue(
             common.compare_tail("tutorial-3.output", lines[-4:-1]))
Example #2
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    def testCSVFeed(self):
        with common.CopyFiles([os.path.join("samples", "data", "quandl_gold_2.csv")], "."):
            code = """import sys
sys.path.append('samples')
import csvfeed_1
"""
            lines = common.run_python_code(code).split("\n")
            self.assertTrue(common.compare_head("csvfeed_1.output", lines[0:10]))
            self.assertTrue(common.compare_tail("csvfeed_1.output", lines[-10:-1]))
Example #3
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    def testCSVFeed(self):
        with common.CopyFiles([os.path.join("samples", "data", "quandl_gold_2.csv")], "."):
            code = """import sys
sys.path.append('samples')
import csvfeed_1
"""
            lines = common.run_python_code(code).split("\n")
            self.assertTrue(common.compare_head("csvfeed_1.output", lines[0:10]))
            self.assertTrue(common.compare_tail("csvfeed_1.output", lines[-10:-1]))
Example #4
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    def testTutorial1MtGox(self):
        with common.CopyFiles([os.path.join("samples", "data", "trades-mtgox-usd-2013-03.csv")], "."):
            code = """import sys
sys.path.append('samples')
import tutorial_mtgox_1
tutorial_mtgox_1.main(False)
"""
            lines = common.run_python_code(code).split("\n")
            self.assertTrue(common.compare_head("tutorial_mtgox_1.output", lines[0:10]))
            self.assertTrue(common.compare_tail("tutorial_mtgox_1.output", lines[-10:-1]))
Example #5
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    def testExample2(self):
        with common.CopyFiles([os.path.join("testcases", "data", "30min-bitstampUSD-2.csv")], "30min-bitstampUSD.csv"):
            code = """import sys
sys.path.append('samples')
import bccharts_example_2
bccharts_example_2.main(False)
"""
            lines = common.run_python_code(code).split("\n")
            self.assertTrue(common.compare_head("bccharts_example_2.output", lines[0:10], "testcases/data"))
            self.assertTrue(common.compare_tail("bccharts_example_2.output", lines[-10:-1], "testcases/data"))
 def testTutorial3(self):
     with common.CopyFiles(
         [os.path.join("testcases", "data", "orcl-2000.csv")], "."):
         res = common.run_sample_script("tutorial-3.py")
         self.assertTrue(
             common.compare_head("tutorial-3.output",
                                 res.get_output_lines(True)[:30]))
         self.assertTrue(
             common.compare_tail("tutorial-3.output",
                                 res.get_output_lines(True)[-3:]))
         self.assertTrue(res.exit_ok())
Example #7
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    def testExample1(self):
        with common.CopyFiles([os.path.join("testcases", "data", "bitstampUSD-2.csv")], "bitstampUSD.csv"):
            code = """import sys
sys.path.append('samples')
import bccharts_example_1
bccharts_example_1.main()
"""
            common.run_python_code(code)
            lines = common.get_file_lines("30min-bitstampUSD.csv")
            self.assertTrue(common.compare_head("30min-bitstampUSD-2.csv", lines[0:10], "testcases/data"))
            self.assertTrue(common.compare_tail("30min-bitstampUSD-2.csv", lines[-10:], "testcases/data"))
            os.remove("30min-bitstampUSD.csv")
Example #8
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    def testTutorial1MtGox(self):
        with common.CopyFiles(
            [os.path.join("samples", "data", "trades-mtgox-usd-2013-03.csv")],
                "."):
            code = """import sys
sys.path.append('samples')
import tutorial_mtgox_1
tutorial_mtgox_1.main(False)
"""
            lines = common.run_python_code(code).split("\n")
            self.assertTrue(
                common.compare_head("tutorial_mtgox_1.output", lines[0:10]))
            self.assertTrue(
                common.compare_tail("tutorial_mtgox_1.output", lines[-10:-1]))
Example #9
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    def testEventStudy(self):
        files = []
        for year in range(2008, 2010):
            for symbol in ["AA", "AES", "AIG"]:
                fileName = "%s-%d-yahoofinance.csv" % (symbol, year)
                files.append(os.path.join("samples", "data", fileName))

        with common.CopyFiles(files, "."):
            code = """import sys
sys.path.append('samples')
import eventstudy
eventstudy.main(False)
"""
            lines = common.run_python_code(code).split("\n")
            self.assertTrue(common.compare_tail("eventstudy.output", lines[-2:-1]))
Example #10
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    def testBBands(self):
        files = []
        for year in range(2011, 2013):
            for symbol in ["yhoo"]:
                fileName = "%s-%d-yahoofinance.csv" % (symbol, year)
                files.append(os.path.join("samples", "data", fileName))

        with common.CopyFiles(files, "."):
            code = """import sys
sys.path.append('samples')
import bbands
bbands.main(False)
"""
            lines = common.run_python_code(code).split("\n")
            self.assertTrue(common.compare_tail("bbands.output", lines[-2:-1]))
Example #11
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    def testErnieChanGldVsGdx(self):
        files = []
        for year in range(2006, 2013):
            for symbol in ["gld", "gdx"]:
                fileName = "%s-%d-yahoofinance.csv" % (symbol, year)
                files.append(os.path.join("samples", "data", fileName))

        with common.CopyFiles(files, "."):
            code = """import sys
sys.path.append('samples')
import statarb_erniechan
statarb_erniechan.main(False)
"""
            lines = common.run_python_code(code).split("\n")
            self.assertTrue(common.compare_tail("statarb_erniechan.output", lines[-2:-1]))
Example #12
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    def testBBands(self):
        files = []
        for year in range(2011, 2013):
            for symbol in ["yhoo"]:
                fileName = "%s-%d-yahoofinance.csv" % (symbol, year)
                files.append(os.path.join("samples", "data", fileName))

        with common.CopyFiles(files, "."):
            code = """import sys
sys.path.append('samples')
import bbands
bbands.main(False)
"""
            lines = common.run_python_code(code).split("\n")
            self.assertTrue(common.compare_tail("bbands.output", lines[-2:-1]))
Example #13
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    def testEventStudy(self):
        files = []
        for year in range(2008, 2010):
            for symbol in ["AA", "AES", "AIG"]:
                fileName = "%s-%d-yahoofinance.csv" % (symbol, year)
                files.append(os.path.join("samples", "data", fileName))

        with common.CopyFiles(files, "."):
            code = """import sys
sys.path.append('samples')
import eventstudy
eventstudy.main(False)
"""
            lines = common.run_python_code(code).split("\n")
            self.assertTrue(common.compare_tail("eventstudy.output", lines[-2:-1]))
Example #14
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    def testErnieChanGldVsGdx(self):
        files = []
        for year in range(2006, 2013):
            for symbol in ["gld", "gdx"]:
                fileName = "%s-%d-yahoofinance.csv" % (symbol, year)
                files.append(os.path.join("samples", "data", fileName))

        with common.CopyFiles(files, "."):
            code = """import sys
sys.path.append('samples')
import statarb_erniechan
statarb_erniechan.main(False)
"""
            lines = common.run_python_code(code).split("\n")
            self.assertTrue(common.compare_tail("statarb_erniechan.output", lines[-2:-1]))
Example #15
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    def testRSI2(self):
        files = []
        for year in range(2009, 2013):
            for symbol in ["DIA"]:
                fileName = "%s-%d-yahoofinance.csv" % (symbol, year)
                files.append(os.path.join("samples", "data", fileName))

        with common.CopyFiles(files, "."):
            code = """import sys
sys.path.append('samples')
import rsi2_sample
rsi2_sample.main(False)
"""
            res = common.run_python_code(code)
            self.assertTrue(common.compare_tail("rsi2_sample.output", res.get_output_lines()[-2:-1]))
            self.assertTrue(res.exit_ok())
Example #16
0
    def testMarketTiming(self):
        common.init_temp_path()
        files = []
        instruments = ["MSFT", "ORCL", "IBM", "HPQ", "WMT", "UPS", "TGT", "CCL", "XOM", "CVX", "COP", "OXY", "BAC", "JPM", "WFC", "GS", "PG", "PEP", "CL", "KO"]
        for year in range(2005, 2013+1):
            for symbol in instruments:
                fileName = "%s-%d-yahoofinance.csv" % (symbol, year)
                files.append(os.path.join("samples", "data", fileName))

        with common.CopyFiles(files, "data"):
            code = """import sys
sys.path.append('samples')
import market_timing
market_timing.main(False)
"""
            lines = common.run_python_code(code).split("\n")
            self.assertTrue(common.compare_tail("market_timing.output", lines[-10:-1]))
Example #17
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    def testQuandl(self):
        files = []
        for year in range(2006, 2013):
            for symbol in ["GORO"]:
                fileName = "WIKI-%s-%d-quandl.csv" % (symbol, year)
                files.append(os.path.join("samples", "data", fileName))
        files.append(os.path.join("samples", "data", "quandl_gold_2.csv"))

        with common.CopyFiles(files, "."):
            code = """import sys
sys.path.append('samples')
import quandl_sample
quandl_sample.main(False)
"""
            lines = common.run_python_code(code).split("\n")
            self.assertTrue(common.compare_head("quandl_sample.output", lines[0:10]))
            self.assertTrue(common.compare_tail("quandl_sample.output", lines[-10:-1]))
Example #18
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    def testMarketTiming(self):
        common.init_temp_path()
        files = []
        instruments = ["VTI", "VEU", "IEF", "VNQ", "DBC", "SPY"]
        for year in range(2007, 2013+1):
            for symbol in instruments:
                fileName = "%s-%d-yahoofinance.csv" % (symbol, year)
                files.append(os.path.join("samples", "data", fileName))

        with common.CopyFiles(files, "data"):
            code = """import sys
sys.path.append('samples')
import market_timing
market_timing.main(False)
"""
            lines = common.run_python_code(code).split("\n")
            self.assertTrue(common.compare_tail("market_timing.output", lines[-10:-1]))
Example #19
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    def testQuandl(self):
        files = []
        for year in range(2006, 2013):
            for symbol in ["GORO"]:
                fileName = "WIKI-%s-%d-quandl.csv" % (symbol, year)
                files.append(os.path.join("samples", "data", fileName))
        files.append(os.path.join("samples", "data", "quandl_gold_2.csv"))

        with common.CopyFiles(files, "."):
            code = """import sys
sys.path.append('samples')
import quandl_sample
quandl_sample.main(False)
"""
            lines = common.run_python_code(code).split("\n")
            self.assertTrue(common.compare_head("quandl_sample.output", lines[0:10]))
            self.assertTrue(common.compare_tail("quandl_sample.output", lines[-10:-1]))
Example #20
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    def testMarketTiming(self):
        common.init_temp_path()
        files = []
        instruments = ["VTI", "VEU", "IEF", "VNQ", "DBC", "SPY"]
        for year in range(2007, 2013+1):
            for symbol in instruments:
                fileName = "%s-%d-yahoofinance.csv" % (symbol, year)
                files.append(os.path.join("samples", "data", fileName))

        with common.CopyFiles(files, "data"):
            code = """import sys
sys.path.append('samples')
import market_timing
market_timing.main(False)
"""
            lines = common.run_python_code(code).split("\n")
            self.assertTrue(common.compare_tail("market_timing.output", lines[-10:-1]))
    def testRSI2(self):
        files = []
        for year in range(2009, 2013):
            for symbol in ["DIA"]:
                fileName = "%s-%d-yahoofinance.csv" % (symbol, year)
                files.append(os.path.join("samples", "data", fileName))

        with common.CopyFiles(files, "."):
            code = """import sys
sys.path.append('samples')
import rsi2_sample
rsi2_sample.main(False)
"""
            res = common.run_python_code(code)
            self.assertTrue(
                common.compare_tail("rsi2_sample.output",
                                    res.get_output_lines()[-2:-1]))
            self.assertTrue(res.exit_ok())
Example #22
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 def testTutorial3(self):
     with common.CopyFiles([os.path.join("testcases", "data", "orcl-2000.csv")], "."):
         res = common.run_sample_script("tutorial-3.py")
         self.assertTrue(common.compare_head("tutorial-3.output", res.get_output_lines(True)[:30]))
         self.assertTrue(common.compare_tail("tutorial-3.output", res.get_output_lines(True)[-3:]))
         self.assertTrue(res.exit_ok())
Example #23
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 def testTutorial2(self):
     with common.CopyFiles([os.path.join("testcases", "data", "orcl-2000.csv")], "."):
         lines = common.run_sample_script("tutorial-2.py")
         self.assertTrue(common.compare_head("tutorial-2.output", lines[:15]))
         self.assertTrue(common.compare_tail("tutorial-2.output", lines[-3:]))