def strategy_awaiting_sell():
stock = Stock(TEST_AWAITING_TRADE_STOCK)
stock.refresh(to_date=TEST_REFRESH_DATE_AWAITING_SELL_1)
stock.add_indicator('SMA80')
stock.add_indicator('SMA150')
test = File('SMA80_SMA150', class_type='Strategy').load()
test.refresh([stock])
compare(test, STRATEGY_AWAITING_SELL_BEFORE, "Awaiting sell before")
test.refresh([stock])
print("Reiteration: ok")
stock.refresh(to_date=TEST_REFRESH_DATE_AWAITING_SELL_2)
test.refresh([stock])
compare(test, STRATEGY_AWAITING_SELL_AFTER, "Awaiting sell after")
def strategy_awaiting_buy():
stock = Stock(TEST_AWAITING_TRADE_STOCK)
stock.refresh(to_date=TEST_REFRESH_DATE_AWAITING_BUY_1)
stock.add_indicator('SMA80')
stock.add_indicator('SMA150')
test = Strategy('SMA80_SMA150', TEST_BUY_CONDITION, TEST_SELL_CONDITION)
test.refresh([stock])
compare(test, STRATEGY_AWAITING_BUY_BEFORE, "Awaiting buy before")
test.refresh([stock])
print("Reiteration: ok")
stock.refresh(to_date=TEST_REFRESH_DATE_AWAITING_BUY_2)
test.refresh([stock])
compare(test, STRATEGY_AWAITING_BUY_AFTER, "Awaiting buy after")
def init_refreshed_stock_with_indicators():
stock = Stock(TEST_STOCK)
stock.refresh(to_date = TEST_REFRESH_DATE_WITH_INDICATORS)
Indicator('SMA80', partial(SMA.execute, window = 80))
Indicator('SMA150', partial(SMA.execute, window = 150))
stock.add_indicator('SMA80')
stock.add_indicator('SMA150')
os.rename(SAVE_FOLDER + stock.path, TEST_FOLDER + 'refreshed_stock_with_indicators.p')
def strategy_pass():
stock = Stock(TEST_PASS_TRADE_STOCK)
stock.refresh(to_date=TEST_REFRESH_DATE_PASS)
stock.add_indicator('SMA80')
stock.add_indicator('SMA150')
test = Strategy('SMA80_SMA150', TEST_BUY_CONDITION, TEST_SELL_CONDITION)
test.refresh([stock])
compare(test, STRATEGY_PASS, "Pass strategy")
def init_stock_with_indicators():
stock = Stock(TEST_STOCK)
stock.refresh(to_date = TEST_REFRESH_DATE_NOT_EMPTY)
indicator = Indicator('SMA80', partial(SMA.execute, window = 80))
Indicator('SMA150', partial(SMA.execute, window = 150))
stock.add_indicator('SMA80')
stock.add_indicator('SMA150')
os.rename(SAVE_FOLDER + stock.path, TEST_FOLDER + 'stock_with_indicators.p')
os.rename(SAVE_FOLDER + indicator.path, TEST_FOLDER + 'applied_indicator.p')
def init_strategy_pass():
stock = Stock(TEST_PASS_TRADE_STOCK)
stock.refresh(to_date = TEST_REFRESH_DATE_PASS)
Indicator('SMA80', partial(SMA.execute, window = 80))
Indicator('SMA150', partial(SMA.execute, window = 150))
stock.add_indicator('SMA80')
stock.add_indicator('SMA150')
strategy = Strategy('SMA80_SMA150', test_buy_condition, test_sell_condition)
strategy.refresh([stock])
os.rename(SAVE_FOLDER + strategy.path, TEST_FOLDER + 'strategy_pass.p')
def init_strategy_awaiting_sell_before():
stock = Stock(TEST_AWAITING_TRADE_STOCK)
stock.refresh(to_date = TEST_REFRESH_DATE_AWAITING_SELL_1)
Indicator('SMA80', partial(SMA.execute, window = 80))
Indicator('SMA150', partial(SMA.execute, window = 150))
stock.add_indicator('SMA80')
stock.add_indicator('SMA150')
strategy = Strategy('SMA80_SMA150', test_buy_condition, test_sell_condition)
strategy.refresh([stock])
os.rename(SAVE_FOLDER + strategy.path, TEST_FOLDER + 'strategy_awaiting_sell_before.p')
def init_applied_strategy():
stock = Stock(TEST_STOCK)
stock.refresh(to_date = TEST_REFRESH_DATE_WITH_INDICATORS)
Indicator('SMA80', partial(SMA.execute, window = 80))
Indicator('SMA150', partial(SMA.execute, window = 150))
stock.add_indicator('SMA80')
stock.add_indicator('SMA150')
strategy = Strategy('SMA80_SMA150', test_buy_condition, test_sell_condition)
strategy.refresh([stock])
os.rename(SAVE_FOLDER + strategy.path, TEST_FOLDER + 'applied_strategy.p')
os.rename(SAVE_FOLDER + stock.path, TEST_FOLDER + 'stock_with_applied_strategy.p')
def init_stock():
codes = Codes()
stocks = []
if ENVIRONMENT == Env.DEV:
to_date = DEV_REFRESH_DATE
else:
to_date = None
for index, row in codes.data[codes.data.INCLUDE_FOR_ANALYSIS].iterrows():
stocks.append(Stock(index))
for stock in stocks:
stock.refresh(verbose = True, to_date = to_date)
def main():
quandl.ApiConfig.api_key = API_KEY # mandatory to make api calls on quandl
if len(sys.argv) > 1:
to_date = sys.argv[1]
else:
to_date = str(datetime.datetime.now().date())
codes = Codes()
stocks = []
for index, row in codes.data[codes.data.INCLUDE_FOR_ANALYSIS].iterrows():
stocks.append(Stock(index))
for stock in stocks:
stock.refresh(to_date=to_date, verbose=True)
def init_refreshed_not_empty_stock():
stock = Stock(TEST_STOCK)
stock.refresh(to_date = TEST_REFRESH_DATE_NOT_EMPTY)
os.rename(SAVE_FOLDER + stock.path, TEST_FOLDER + 'refreshed_not_empty_stock.p')
def init_empty_stock():
stock = Stock(TEST_STOCK)
os.rename(SAVE_FOLDER + stock.path, TEST_FOLDER + 'empty_stock.p')
def stock_creation():
test = Stock(TEST_STOCK)
compare(test, EMPTY_STOCK, "Stock creation")
