def __init__(self, parameters):
PortfolioManager.__init__(self, parameters)
# Database access for symbols retrieving
self.feeds = DataFeed()
# R stuff: R functions file and rpy interface
self.r = robjects.r
portfolio_opt_file = '/'.join((os.environ['QTRADE'], 'neuronquant/ai/opt_utils.R'))
self.r('source("{}")'.format(portfolio_opt_file))
def __init__(self, parameters):
PortfolioManager.__init__(self, parameters)
# Database access for symbols retrieving
self.feeds = DataFeed()
# R stuff: R functions file and rpy interface
self.r = robjects.r
portfolio_opt_file = '/'.join(
(os.environ['QTRADE'], 'neuronquant/ai/opt_utils.R'))
self.r('source("{}")'.format(portfolio_opt_file))
class TestPortfolio(TestCase):
def setUp(self):
setup_logger(self)
parameters = {}
self.manager = PortfolioManager(parameters)
def tearDown(self):
teardown_logger(self)
#NOTE I need a portfolio object
@timed(DEFAULT_TIMEOUT)
def update_portfolio_universe(self):
pass
def signals_manipulation(self):
pass
def set_portfolio_properties(self):
self.manager.setup_strategie({'test_max_weigth': 0.56, 'test_frequency': 45})
assert self.manager._optimizer_parameters['test_max_weigth'] == 0.56
assert self.manager._optimizer_parameters['test_frequency'] == 45
class TestPortfolio(TestCase):
def setUp(self):
setup_logger(self)
parameters = {}
self.manager = PortfolioManager(parameters)
def tearDown(self):
teardown_logger(self)
#NOTE I need a portfolio object
@timed(DEFAULT_TIMEOUT)
def update_portfolio_universe(self):
pass
def signals_manipulation(self):
pass
def set_portfolio_properties(self):
self.manager.setup_strategie({
'test_max_weigth': 0.56,
'test_frequency': 45
})
assert self.manager._optimizer_parameters['test_max_weigth'] == 0.56
assert self.manager._optimizer_parameters['test_frequency'] == 45
def setUp(self):
setup_logger(self)
parameters = {}
self.manager = PortfolioManager(parameters)
def setUp(self):
setup_logger(self)
parameters = {}
self.manager = PortfolioManager(parameters)
