def testInsertMasterEquities(self):
all_equities = RobotEquitySymbols.insertMasterEquities(count=3)
total_number = RobotEquitySymbols.getTotalMaster()
self.assertEqual(total_number, 3)
self.assertEqual(
RobotEquitySymbols.isValidPair(bull='TQQQ', bear='SQQQ'), True)
self.assertEqual(
RobotEquitySymbols.isValidPair(bull='SQQQ', bear='TQQQ'), False)
self.assertEqual(
RobotEquitySymbols.isValidPair(bull='LABU', bear='LABD'), True)
def testExecutionEngineViaDatabaseEntriesFeed(self):
#Set up the Data to feed the Robot.
number_entries = 1 #Nasdaq100 Only (TQQQ, SQQQ, QQQ)
RobotEquitySymbols.insertMasterEquities(count=number_entries)
#Start Date on October 01
start_date = datetime.datetime(2020, 10, 1,
tzinfo=timezone.utc).isoformat()
backtesting = BackTestInfrastructure(action='download',
useMasterTable=True)
response = backtesting.processTradeData(start_date=start_date)
response0 = backtesting.downloadAndStore(target='both', update=False)
#Data has loaded completely.
db_infrastructure = BackTestDatabaseInfrastructure(
bull_symbol=self.bullish,
bear_symbol=self.bearish,
etf_symbol=self.etf)
#Find the Robot to carry the Execution
robot_0 = ETFAndReversePairRobot.objects.get(pk=self.robot_id)
#Create and Save a new ETFPairRobotExecution Instance
start_date_s = datetime.datetime(2020, 10, 1,
tzinfo=timezone.utc).isoformat()
end_date_s = datetime.datetime(2020, 10, 28,
tzinfo=timezone.utc).isoformat()
executor = ETFPairRobotExecution.createRobotExecution(
exec_start_date=start_date_s,
exec_end_date=end_date_s,
robot=robot_0)
#Create a new RobotExecutionEngine
exec1 = ETFPairBackTestRobotExecutionEngine(
robot=robot_0,
executor_id=executor.id,
request=None,
datasource=db_infrastructure)
#Perform the Backtest. There might be a delay in completing the execution.
results = exec1.executeBackTest()
#Retrieve the Financial Results
financial_results = exec1.getExecEngineFinancialReport()
#print (" {}".format(financial_results))
financial_summary = financial_results['summary']
financial_entries = financial_results['entries']
self.assertTrue(int(financial_summary['transactions']) > 0)
self.assertTrue(len(financial_entries) > 0)
#Replay the execution
replay_results = exec1.getExecEngineReplayReport()
replay_summary = replay_results['summary']
replay_entries = replay_results['entries']
self.assertTrue(int(replay_summary['transactions']) > 0)
self.assertTrue(len(replay_entries) > 0)
def setUpTestData(self):
displayOutput(
str="Setting up Test Data for test: {}".format(self.test_name))
#Set up the Data to feed the Robot.
RobotEquitySymbols.insertMasterEquities(count=self.number_entries)
#Start Date on October 01
start_date = datetime.datetime(2020, 10, 1,
tzinfo=timezone.utc).isoformat()
backtesting = BackTestInfrastructure(action='download',
useMasterTable=True)
response = backtesting.processTradeData(start_date=start_date)
response0 = backtesting.downloadAndStore(target='both', update=False)
def refresh_robot_symbols(request, pk):
logger.debug("Robot Equity Symbols {0}".format(pk))
user = request.user.get_username()
robot = ETFAndReversePairRobot.objects.get(pk=pk)
symbols = robot.symbols
#print("symbols {0}".format(symbols.getBullishSymbol()))
pair = dict()
pair['bull_symbol'] = symbols.getBullishSymbol()
pair['bear_symbol'] = symbols.getBearishSymbol()
pair['etf_symbol'] = symbols.getSymbol()
hour_data = RobotEquitySymbols.getHourlyEquitiesData(pair=pair)
today_data = RobotEquitySymbols.getTodayEquitiesData(pair=pair)
week_data = RobotEquitySymbols.getWeekEquitiesData(pair=pair)
two_weeks_data = RobotEquitySymbols.getTwoWeeksEquitiesData(pair=pair)
three_weeks_data = RobotEquitySymbols.getThreeWeeksEquitiesData(pair=pair)
four_weeks_data = RobotEquitySymbols.getFourWeeksEquitiesData(pair=pair)
symbol_form = RobotEquitySymbolsForm(user_name=user)
context = {
'all_symbols': pair,
'hour_data': hour_data,
'today_data': today_data,
'week_data': week_data,
'two_weeks_data': two_weeks_data,
'three_weeks_data': three_weeks_data,
'four_weeks_data': four_weeks_data
}
return render(request, 'robot/tabs/equities.html', context)
def testEquitiesDataTest(self):
pair = dict()
pair['bull_symbol'] = 'TQQQ'
pair['bear_symbol'] = 'SQQQ'
pair['etf_symbol'] = 'QQQ'
res_hour = RobotEquitySymbols.getHourlyEquitiesData(pair=pair)
res_today = RobotEquitySymbols.getTodayEquitiesData(pair=pair)
res_week = RobotEquitySymbols.getWeekEquitiesData(pair=pair)
res_2_weeks = RobotEquitySymbols.getTwoWeeksEquitiesData(pair=pair)
res_3_weeks = RobotEquitySymbols.getThreeWeeksEquitiesData(pair=pair)
res_4_weeks = RobotEquitySymbols.getFourWeeksEquitiesData(pair=pair)
#Difficult to Assert?
self.assertTrue(int(res_hour['bull_h']) > 0)
self.assertTrue(int(res_hour['bull_l']) > 0)
self.assertTrue(int(res_hour['bull_a']) > 0)
self.assertTrue(int(res_hour['bull_s']) > 0)
self.assertTrue(int(res_hour['bear_h']) > 0)
self.assertTrue(int(res_hour['bear_l']) > 0)
self.assertTrue(int(res_hour['bear_a']) > 0)
self.assertTrue(int(res_hour['bear_s']) >= 0)
self.assertTrue(int(res_hour['etf_h']) > 0)
self.assertTrue(int(res_hour['etf_l']) > 0)
self.assertTrue(int(res_hour['etf_a']) > 0)
self.assertTrue(int(res_hour['etf_s']) >= 0)
def matchWithAllowedSymbols(self):
entries = self.config['entries']
for x in entries:
valid_pair = RobotEquitySymbols.isValidPair(bull=x['bull'],
bear=x['bear'],
etf=x['etf'])
if not valid_pair:
data = "Data: Bull={} Bear={} Etf={}".format(
x['bull'], x['bear'], x['etf'])
displayOutput(
str=
"ERROR: Invalid Config File Entry. Bull/Bear entry is not in list of approved Bull/Bear ETFs. {}"
.format(data))
self.valid = False
break
return
def __init__(self,
config_file=None,
config_file_folder=None,
start_date=None,
action=None,
useMasterTable=False):
#Not used.
#self.tests_root_folder_key='EGGHEAD_TESTS_FOLDER'
self.config_folder_key = 'EGGHEAD_CONFIG_FOLDER'
self.config_file_key = 'EGGHEAD_CONFIG_FILE'
self.data_folder_root_key = 'EGGHEAD_DATA_FOLDER'
self.default_config_file = 'config_egghead.json'
# Keys
self.bullish_key = 'bull'
self.bearish_key = 'bear'
self.etf_key = 'etf'
self.entries_key = 'entries'
self.valid = True
self.config = None
#datetime.datetime(2020,10,1,tzinfo=timezone.utc).isoformat()
self.default_start_date = (date.today() +
datetime.timedelta(days=-1)).isoformat()
self.default_end_date = (date.today() +
datetime.timedelta(days=-1)).isoformat()
if (useMasterTable):
displayOutput(str="Loading all ETFs from Master File")
entries = dict()
self.config = RobotEquitySymbols.getMasterEntriesAsJSON()
elif (action == 'download' or (action == None)):
self.config_file = config_file
self.config_file_folder = config_file_folder
self.processConfigEntries()
self.default_trading_unit = 5 #5 minutes interval of data
self.default_trading_unit_etf = 60 #For ETFs, we use 60 minutes intervals
self.default_resolution = 'minute' # We use Minute units