def test_deepcopy_first_n_items(self):
stock_market_data = StockMarketData([Company.A, Company.B],
[Period.TRAINING, Period.TESTING])
# test copying zero items
copy = stock_market_data.deepcopy_first_n_items(0)
self.assertIsNotNone(copy)
self.assertNotEqual(stock_market_data, copy)
self.assertEqual(copy.get_number_of_companies(), 2)
self.assertEqual(copy.get_row_count(), 0)
# test copying one item
copy = stock_market_data.deepcopy_first_n_items(1)
self.assertIsNotNone(copy)
self.assertNotEqual(stock_market_data, copy)
self.assertEqual(copy.get_number_of_companies(), 2)
self.assertEqual(copy.get_most_recent_trade_day(), Date(1962, 1, 2))
self.assertEqual(copy.get_most_recent_price(Company.A), 0.059620)
self.assertEqual(copy.get_most_recent_price(Company.B), 2.192523)
def run(self,
data: StockMarketData,
traders: List[ITrader],
offset: int = 0) -> Dict[ITrader, Dict[Date, Portfolio]]:
"""
Runs the stock exchange over the given stock market data for the given traders.
:param data: The complete stock market data
:param traders: A list of all traders
:param offset: The number of trading days which a will be skipped before (!) trading starts
:return: The main data structure, which stores one portfolio per trade day, for each traders
"""
assert data is not None
assert traders is not None
# initialize the main data structure: Dictionary over traders, that stores each traders's portfolio per day
# data structure type is Dict[ITrader, Dict[Date, Portfolio]]
trade_dates = data.get_trade_days()
assert trade_dates # must not be empty
assert 0 <= offset < len(trade_dates) # offset must be feasible
self.__complete_stock_market_data = data
self.__trader_portfolios = {
trader: {
trade_dates[offset]: Portfolio(self.__cash)
}
for trader in traders
}
# iterate over all trade days minus 1, because we don't trade on the last day
for tick in range(offset, len(trade_dates) - 1):
logger.debug(
f"Stock Exchange: Current tick '{tick}' means today is '{trade_dates[tick]}'"
)
if tick % 365 == 1:
print(trade_dates[tick])
# build stock market data until today
current_stock_market_data = data.deepcopy_first_n_items(tick + 1)
# iterate over all traders
for trader in traders:
# get the traders's order list by giving him a copy (to prevent cheating) of today's portfolio
todays_portfolio = self.__trader_portfolios[trader][
trade_dates[tick]]
current_order_list = trader.trade(
copy.deepcopy(todays_portfolio), current_stock_market_data)
# execute order list and save the result as tomorrow's portfolio
tomorrows_portfolio = copy.deepcopy(todays_portfolio)
tomorrows_portfolio.update_with_order_list(
current_stock_market_data, current_order_list)
self.__trader_portfolios[trader][trade_dates[
tick + 1]] = tomorrows_portfolio
return self.__trader_portfolios
