def test_run_daily():
target = mock.MagicMock()
dts = pd.date_range('2010-01-01', periods=35)
data = pd.DataFrame(index=dts, columns=['c1', 'c2'], data=100)
target.data = data
algo = algos.RunDaily()
target.now = None
assert not algo(target)
# run on first date
target.now = dts[0]
assert algo(target)
target.now = dts[1]
assert algo(target)
# run on last date
target.now = dts[len(dts) - 1]
assert not algo(target)
algo = algos.RunDaily(run_on_first_date=False,
run_on_end_of_period=True,
run_on_last_date=True)
# run on first date
target.now = dts[0]
assert not algo(target)
target.now = dts[1]
assert algo(target)
# run on last date
target.now = dts[len(dts) - 1]
assert algo(target)
# date not in index
target.now = datetime(2009, 2, 15)
assert not algo(target)
def test_run_daily():
target = mock.MagicMock()
dts = pd.date_range('2010-01-01', periods=35)
data = pd.DataFrame(index=dts, columns=['c1', 'c2'], data=100)
algo = algos.RunDaily()
# adds the initial day
backtest = bt.Backtest(bt.Strategy('', [algo]), data)
target.data = backtest.data
target.now = dts[1]
assert algo(target)