def test_different_mappings(self):
"""
Tests: Evaluator#inspect_over_time and #inspect_over_time_with_mappings
Compares if both methods return the same values
"""
stock_market_data = read_stock_market_data(
[CompanyEnum.COMPANY_A], [PERIOD_1, PERIOD_2, PERIOD_3])
portfolio_1 = Portfolio(20000,
[SharesOfCompany(CompanyEnum.COMPANY_A, 200)])
portfolio_2 = Portfolio(20000,
[SharesOfCompany(CompanyEnum.COMPANY_A, 200)])
portfolios = [portfolio_1, portfolio_2]
perfect_predictor = PerfectPredictor(CompanyEnum.COMPANY_A)
trader_1 = SimpleTrader(perfect_predictor, perfect_predictor)
trader_2 = SimpleTrader(perfect_predictor, perfect_predictor)
trader_3 = SimpleTrader(RandomPredictor(), RandomPredictor())
traders = [trader_1, trader_2]
portfolio_trader_mappings = list(
zip(portfolios, traders, [None] * len(portfolios)))
evaluator_1 = PortfolioEvaluator([trader_1, trader_1])
evaluator_2 = PortfolioEvaluator([])
evaluator_3 = PortfolioEvaluator([trader_3, trader_3])
# 1 Use evaluator that is initialized *with* traders and call `#inspect_over_time` (i.e. without traders)
result_1 = evaluator_1.inspect_over_time(stock_market_data, portfolios,
100)
# 2 Use evaluator that is initialized *without* traders and call `#inspect_over_time_with_mapping`
# (i.e. with traders)
result_2 = evaluator_2.inspect_over_time_with_mapping(
stock_market_data, portfolio_trader_mappings, 100)
# 3 Use evaluator that is initialized *with* traders and call `#inspect_over_time_with_mapping`
# (i.e. with traders) - this should be no problem, because the traders given at initialization time are ignored
result_3 = evaluator_3.inspect_over_time_with_mapping(
stock_market_data, portfolio_trader_mappings, 100)
assert result_1 == result_2 == result_3
('Simple Trader (Team Blue prediction)',
Traders.SimpleTrader_with_team_blue_prediction()),
('Simple Trader (Team Green prediction)',
Traders.SimpleTrader_with_team_green_prediction()),
('Simple Trader (Team Pink prediction)',
Traders.SimpleTrader_with_team_pink_prediction()),
('Simple Trader (Team Red prediction)',
Traders.SimpleTrader_with_team_red_prediction()),
# Code-Camp Task 2 traders
('Team Blue DQL Trader (perfect prediction)',
Traders.TeamBlueDqlTrader_with_perfect_prediction()),
('Team Green DQL Trader (perfect prediction)',
Traders.TeamGreenDqlTrader_with_perfect_prediction()),
('Team Pink DQL Trader (perfect prediction)',
Traders.TeamPinkDqlTrader_with_perfect_prediction()),
('Team Red DQL Trader (perfect prediction)',
Traders.TeamRedDqlTrader_with_perfect_prediction())
]
# Define portfolios for the traders and create a portfolio/trader mapping
portfolio_trader_mappings = initialize_portfolios(
10000.0, portfolio_name_trader_mappings)
# Evaluate their performance over the testing period
evaluator = PortfolioEvaluator([], True)
evaluator.inspect_over_time_with_mapping(stock_market_data,
portfolio_trader_mappings,
date_offset=datetime.date(
2012, 1, 3))