def test_equity_3_down_market_2_up(self): dt_start = dt.datetime(2008, 1, 1) dt_end = dt.datetime(2009, 12, 31) dataobj = da.DataAccess('Yahoo') ls_symbols = dataobj.get_symbols_from_list('sp5002012') strategy_maker.find_events(dt_start, dt_end, 'SPY', ls_symbols, evt) ep.eventprofiler(df_events, d_data, i_lookback=20, i_lookforward=20, s_filename='test_equity_3_down_market_2_up.pdf', b_market_neutral=True, b_errorbars=True, s_market_sym='SPY')
def test_equity_3_down_market_2_up_aapl(self): dt_start = dt.datetime(2008, 1, 1) dt_end = dt.datetime(2009, 12, 31) df_events, d_data = strategy_maker.find_events(dt_start, dt_end, 'SPY', ['AAPL'], evt) ep.eventprofiler(df_events, d_data, i_lookback=20, i_lookforward=20, s_filename='test_equity_3_down_market_2_up_aapl_fast.pdf', b_market_neutral=True, b_errorbars=True, s_market_sym='SPY')
def test_equity_sp_5_dollars_actual_close(self): dt_start = dt.datetime(2008, 1, 1) dt_end = dt.datetime(2009, 12, 31) dataobj = da.DataAccess('Yahoo') ls_symbols = dataobj.get_symbols_from_list('sp5002012') df_events, d_data = strategy_maker.find_events(dt_start, dt_end, 'SPY', ls_symbols, evt_5_dollars_actual_close) strategy_maker.write_strategy("../data/orders_5_dollar_events.csv", df_events, strat)
def test_equity_sp_9_dollars_actual_close(self): dt_start = dt.datetime(2008, 1, 1) dt_end = dt.datetime(2009, 12, 31) dataobj = da.DataAccess('Yahoo') ls_symbols = dataobj.get_symbols_from_list('sp5002012') df_events, d_data = strategy_maker.find_events(dt_start, dt_end, 'SPY', ls_symbols, evt_9_dollars_actual_close) strategy_maker.write_strategy("../data/orders_9_dollar_events.csv", df_events, strat) build_market(50000, "../data/orders_9_dollar_events.csv", "../data/values_9_dollar_events.csv") market_analyzer.analise_market("../data/values_9_dollar_events.csv", "SPY", "../data/9_dollar_events.png")
def test_gen_strategy_equity_3_down_market_2_up_aapl(self): dt_start = dt.datetime(2008, 1, 1) dt_end = dt.datetime(2009, 12, 31) df_events, d_data = strategy_maker.find_events(dt_start, dt_end, 'SPY', ['AAPL'], evt) strategy_maker.generate_strategy(df_events, strat)
def test_write_strategy_equity_3_down_market_2_up_buy_100_aapl(self): dt_start = dt.datetime(2008, 1, 1) dt_end = dt.datetime(2009, 12, 31) df_events, d_data = strategy_maker.find_events(dt_start, dt_end, 'SPY', ['AAPL'], evt) strategy_maker.write_strategy("orders1.csv", df_events, strat)