Example #1
0
    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 #2
0
    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 #3
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]))