Example #1
0
 def test_minute_data(self):
     source = RandomWalkSource(freq='minute',
                               start=pd.Timestamp('2000-1-3', tz='UTC'),
                               end=pd.Timestamp('2000-1-4', tz='UTC'))
     self.sim_params.data_frequency = 'minute'
     algo = TestOrderInstantAlgorithm(sim_params=self.sim_params,
                                      instant_fill=True)
     algo.run(source)
Example #2
0
 def test_minute_data(self):
     source = RandomWalkSource(freq='minute',
                               start=pd.Timestamp('2000-1-3',
                                                  tz='UTC'),
                               end=pd.Timestamp('2000-1-4',
                                                tz='UTC'))
     self.sim_params.data_frequency = 'minute'
     algo = TestOrderInstantAlgorithm(sim_params=self.sim_params,
                                      instant_fill=True)
     algo.run(source)
Example #3
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 def test_minute_data(self):
     source = RandomWalkSource(
         freq="minute", start=pd.Timestamp("2000-1-1", tz="UTC"), end=pd.Timestamp("2000-1-1", tz="UTC")
     )
     algo = TestOrderInstantAlgorithm(sim_params=self.sim_params, data_frequency="minute", instant_fill=True)
     algo.run(source)
Example #4
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    def test_order_instant(self):
        algo = TestOrderInstantAlgorithm(sim_params=self.sim_params, data_frequency="daily", instant_fill=True)

        algo.run(self.df)
Example #5
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    def test_order_instant(self):
        algo = TestOrderInstantAlgorithm(sim_params=self.sim_params,
                                         instant_fill=True)

        algo.run(self.df)
Example #6
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    def test_order_instant(self):
        algo = TestOrderInstantAlgorithm(sim_params=self.sim_params,
                                         data_frequency='daily',
                                         instant_fill=True)

        algo.run(self.df)