def setUpClass(self):
Logger.pushLogData("unitTesting", __name__)
forceWorkingDirectory()
pyswing.globals.potentialRuleMatches = None
pyswing.globals.equityCount = None
pyswing.database.overrideDatabase("output/TestMarketRule.db")
pyswing.constants.pySwingStartDate = datetime.datetime(2014, 1, 1)
deleteFile(pyswing.database.pySwingDatabase)
args = "-n %s" % ("unitTesting")
createDatabase(args.split())
pretendDate = datetime.datetime(2015, 9, 1)
with patch.object(Equity, '_getTodaysDate',
return_value=pretendDate) as mock_method:
self._equity = Equity("WOR.AX")
self._equity.importData()
indicatorADI = IndicatorADI()
indicatorADI.updateIndicator()
self.rule = MarketRule("Indicator_ADI", "ADI > 0")
self.rule.evaluateRule()
class TestSimpleRule(unittest.TestCase):
@classmethod
def setUpClass(self):
Logger.pushLogData("unitTesting", __name__)
forceWorkingDirectory()
pyswing.globals.potentialRuleMatches = None
pyswing.globals.equityCount = None
pyswing.database.overrideDatabase("output/TestSimpleRule.db")
pyswing.constants.pySwingStartDate = datetime.datetime(2014, 1, 1)
deleteFile(pyswing.database.pySwingDatabase)
args = "-n %s" % ("unitTesting")
createDatabase(args.split())
pretendDate = datetime.datetime(2015, 9, 1)
with patch.object(Equity, '_getTodaysDate', return_value=pretendDate) as mock_method:
self._equityCBA = Equity("WOR.AX")
self._equityCBA.importData()
indicatorROC = IndicatorROC(self._equityCBA.dataFrame(), "WOR.AX")
indicatorROC.updateIndicator()
self.rule = SimpleRule("Indicator_ROC", "ROC_5 > 10")
self.rule.evaluateRule("WOR.AX")
@classmethod
def tearDownClass(self):
deleteFile(pyswing.database.pySwingDatabase)
def test_IndicatorSMA(self):
dataPointMatch = self.rule._ruleData.ix['2015-04-27 00:00:00']
self.assertEqual(dataPointMatch['Match'], 1)
dataPointNoMatch = self.rule._ruleData.ix['2015-04-28 00:00:00']
self.assertEqual(dataPointNoMatch['Match'], 0)
def test_getEquityCount(self):
equityCount = self.rule._getEquityCount()
self.assertEqual(equityCount, 1)
potentialRuleMatches = self.rule._getPotentialRuleMatches()
self.assertEqual(potentialRuleMatches, 434)
def test_analyseRule(self):
self.rule.analyseRule()
self.assertAlmostEqual(self.rule._matchesPerDay, 0.032, 3)
def importData(argv):
"""
Import Share Data.
:param argv: Command Line Parameters.
-n = Name
Example:
python -m pyswing.ImportData -n asx
"""
Logger.log(logging.INFO, "Log Script Call", {"scope":__name__, "arguments":" ".join(argv)})
Logger.pushLogData("script", __name__)
marketName = ""
try:
shortOptions = "n:dh"
longOptions = ["marketName=", "debug", "help"]
opts, __ = getopt.getopt(argv, shortOptions, longOptions)
except getopt.GetoptError as e:
Logger.log(logging.ERROR, "Error Reading Options", {"scope": __name__, "exception": str(e)})
usage()
sys.exit(2)
for opt, arg in opts:
if opt in ("-d", "--debug"):
Logger().setLevel(logging.DEBUG)
elif opt in ("-h", "--help"):
print("?")
usage()
sys.exit()
elif opt in ("-n", "--marketName"):
marketName = arg
if marketName != "":
pyswing.database.initialiseDatabase(marketName)
Logger.log(logging.INFO, "Import Market Data", {"scope":__name__, "market":marketName})
tickerCodesRelativeFilePath = "resources/%s.txt" % (marketName)
market = Market(tickerCodesRelativeFilePath)
for index, row in market.tickers.iterrows():
equity = Equity(row[0])
equity.importData()
TeamCity.setBuildResultText("Imported Data from Yahoo")
else:
Logger.log(logging.ERROR, "Missing Options", {"scope": __name__, "options": str(argv)})
usage()
sys.exit(2)
class TestSimpleRule(unittest.TestCase):
@classmethod
def setUpClass(self):
Logger.pushLogData("unitTesting", __name__)
forceWorkingDirectory()
pyswing.globals.potentialRuleMatches = None
pyswing.globals.equityCount = None
pyswing.database.overrideDatabase("output/TestSimpleRule.db")
pyswing.constants.pySwingStartDate = datetime.datetime(2014, 1, 1)
deleteFile(pyswing.database.pySwingDatabase)
args = "-n %s" % ("unitTesting")
createDatabase(args.split())
pretendDate = datetime.datetime(2015, 9, 1)
with patch.object(Equity, '_getTodaysDate',
return_value=pretendDate) as mock_method:
self._equityCBA = Equity("WOR.AX")
self._equityCBA.importData()
indicatorROC = IndicatorROC(self._equityCBA.dataFrame(), "WOR.AX")
indicatorROC.updateIndicator()
self.rule = SimpleRule("Indicator_ROC", "ROC_5 > 10")
self.rule.evaluateRule("WOR.AX")
@classmethod
def tearDownClass(self):
deleteFile(pyswing.database.pySwingDatabase)
def test_IndicatorSMA(self):
dataPointMatch = self.rule._ruleData.ix['2015-04-27 00:00:00']
self.assertEqual(dataPointMatch['Match'], 1)
dataPointNoMatch = self.rule._ruleData.ix['2015-04-28 00:00:00']
self.assertEqual(dataPointNoMatch['Match'], 0)
def test_getEquityCount(self):
equityCount = self.rule._getEquityCount()
self.assertEqual(equityCount, 1)
potentialRuleMatches = self.rule._getPotentialRuleMatches()
self.assertEqual(potentialRuleMatches, 434)
def test_analyseRule(self):
self.rule.analyseRule()
self.assertAlmostEqual(self.rule._matchesPerDay, 0.032, 3)
class TestCrossingRule(unittest.TestCase):
@classmethod
def setUpClass(self):
Logger.pushLogData("unitTesting", __name__)
forceWorkingDirectory()
pyswing.database.overrideDatabase("output/TestCrossingRule.db")
pyswing.constants.pySwingStartDate = datetime.datetime(2015, 1, 1)
deleteFile(pyswing.database.pySwingDatabase)
args = "-n %s" % ("unitTesting")
createDatabase(args.split())
pretendDate = datetime.datetime(2015, 9, 1)
with patch.object(Equity, '_getTodaysDate', return_value=pretendDate) as mock_method:
self._equityCBA = Equity("WOR.AX")
self._equityCBA.importData()
indicatorSMA = IndicatorSMA(self._equityCBA.dataFrame(), "WOR.AX")
indicatorSMA.updateIndicator()
indicatorEMA = IndicatorEMA(self._equityCBA.dataFrame(), "WOR.AX")
indicatorEMA.updateIndicator()
@classmethod
def tearDownClass(self):
deleteFile(pyswing.database.pySwingDatabase)
def test_CrossingRule(self):
rule = CrossingRule("Indicator_SMA","SMA_5","Indicator_SMA","SMA_10")
rule.evaluateRule("WOR.AX")
dataPointMatch = rule._ruleData.ix['2015-08-28 00:00:00']
self.assertEqual(dataPointMatch['Match'], 1)
dataPointMatch = rule._ruleData.ix['2015-08-31 00:00:00']
self.assertEqual(dataPointMatch['Match'], 0)
anotherRule = CrossingRule("Indicator_SMA","SMA_5","Indicator_EMA","EMA_50")
anotherRule.evaluateRule("WOR.AX")
dataPointMatch = anotherRule._ruleData.ix['2015-07-03 00:00:00']
self.assertEqual(dataPointMatch['Match'], 1)
dataPointMatch = anotherRule._ruleData.ix['2015-07-06 00:00:00']
self.assertEqual(dataPointMatch['Match'], 0)
class TestExitValuesTrailingStop(unittest.TestCase):
@classmethod
def setUpClass(self):
Logger.pushLogData("unitTesting", __name__)
forceWorkingDirectory()
pyswing.database.overrideDatabase(
"output/TestExitValuesTrailingStop.db")
pyswing.constants.pySwingStartDate = datetime.datetime(2013, 1, 1)
deleteFile(pyswing.database.pySwingDatabase)
args = "-n %s" % ("unitTesting")
createDatabase(args.split())
pretendDate = datetime.datetime(2015, 9, 1)
with patch.object(Equity, '_getTodaysDate',
return_value=pretendDate) as mock_method:
self._equityWOR = Equity("WOR.AX")
self._equityWOR.importData()
@classmethod
def tearDownClass(self):
deleteFile(pyswing.database.pySwingDatabase)
def test_ExitValues(self):
exitValues = ExitValuesTrailingStop("WOR.AX", 0.03, 2)
exitValues.calculateExitValues()
dataPointBuyWin = exitValues._buyExitValueDataFrame.ix[
'2015-07-02 00:00:00']
self.assertAlmostEqual(dataPointBuyWin['ExitValue'], 1.581, 3)
dataPointBuyLose = exitValues._buyExitValueDataFrame.ix[
'2015-07-13 00:00:00']
self.assertAlmostEqual(dataPointBuyLose['ExitValue'], -1.741, 3)
dataPointSellWin = exitValues._sellExitValueDataFrame.ix[
'2015-07-03 00:00:00']
self.assertAlmostEqual(dataPointSellWin['ExitValue'], 6.000, 3)
dataPointSellLose = exitValues._sellExitValueDataFrame.ix[
'2015-07-14 00:00:00']
self.assertAlmostEqual(dataPointSellLose['ExitValue'], -4.832, 3)
strategies = getExitStrategies()
self.assertTrue(len(strategies) == 1)
class TestExitValuesYesterday(unittest.TestCase):
@classmethod
def setUpClass(self):
Logger.pushLogData("unitTesting", __name__)
forceWorkingDirectory()
pyswing.database.overrideDatabase("output/TestExitValuesYesterday.db")
pyswing.constants.pySwingStartDate = datetime.datetime(2013, 1, 1)
deleteFile(pyswing.database.pySwingDatabase)
args = "-n %s" % ("unitTesting")
createDatabase(args.split())
pretendDate = datetime.datetime(2015, 9, 1)
with patch.object(Equity, '_getTodaysDate',
return_value=pretendDate) as mock_method:
self._equityWOR = Equity("WOR.AX")
self._equityWOR.importData()
@classmethod
def tearDownClass(self):
deleteFile(pyswing.database.pySwingDatabase)
def test_ExitValues(self):
exitValues = ExitValuesYesterday("WOR.AX", 0.02, 3)
exitValues.calculateExitValues()
# Gapped Above Limit (10.308780) on Day 2 (Open=9 and Close=10.358178)
dataPointBuyWin = exitValues._buyExitValueDataFrame.ix[
'2015-06-30 00:00:00']
self.assertAlmostEqual(dataPointBuyWin['ExitValue'], 6.508, 3)
# Gapped Below Stop (9.453822) on Day 3 (Open=9.580096 and Close=9.453336)
dataPointBuyLose = exitValues._buyExitValueDataFrame.ix[
'2015-07-17 00:00:00']
self.assertAlmostEqual(dataPointBuyLose['ExitValue'], -1.323, 3)
# Passed Stop (9.803891) on Day 3 (Open=10.212030 and Close=9.803891)
dataPointSellWin = exitValues._sellExitValueDataFrame.ix[
'2015-06-26 00:00:00']
self.assertAlmostEqual(dataPointSellWin['ExitValue'], 3.997, 3)
# Gapped Above Stop (9.628255) on Day 2 (Open=9.443470 and Close=9.745466)
dataPointSellLose = exitValues._sellExitValueDataFrame.ix[
'2015-07-09 00:00:00']
self.assertAlmostEqual(dataPointSellLose['ExitValue'], -3.198, 3)
class TestExitValuesYesterday(unittest.TestCase):
@classmethod
def setUpClass(self):
Logger.pushLogData("unitTesting", __name__)
forceWorkingDirectory()
pyswing.database.overrideDatabase("output/TestExitValuesYesterday.db")
pyswing.constants.pySwingStartDate = datetime.datetime(2013, 1, 1)
deleteFile(pyswing.database.pySwingDatabase)
args = "-n %s" % ("unitTesting")
createDatabase(args.split())
pretendDate = datetime.datetime(2015, 9, 1)
with patch.object(Equity, '_getTodaysDate', return_value=pretendDate) as mock_method:
self._equityWOR = Equity("WOR.AX")
self._equityWOR.importData()
@classmethod
def tearDownClass(self):
deleteFile(pyswing.database.pySwingDatabase)
def test_ExitValues(self):
exitValues = ExitValuesYesterday("WOR.AX", 0.02, 3)
exitValues.calculateExitValues()
# Gapped Above Limit (10.308780) on Day 2 (Open=9 and Close=10.358178)
dataPointBuyWin = exitValues._buyExitValueDataFrame.ix['2015-06-30 00:00:00']
self.assertAlmostEqual(dataPointBuyWin['ExitValue'], 6.508, 3)
# Gapped Below Stop (9.453822) on Day 3 (Open=9.580096 and Close=9.453336)
dataPointBuyLose = exitValues._buyExitValueDataFrame.ix['2015-07-17 00:00:00']
self.assertAlmostEqual(dataPointBuyLose['ExitValue'], -1.323, 3)
# Passed Stop (9.803891) on Day 3 (Open=10.212030 and Close=9.803891)
dataPointSellWin = exitValues._sellExitValueDataFrame.ix['2015-06-26 00:00:00']
self.assertAlmostEqual(dataPointSellWin['ExitValue'], 3.997, 3)
# Gapped Above Stop (9.628255) on Day 2 (Open=9.443470 and Close=9.745466)
dataPointSellLose = exitValues._sellExitValueDataFrame.ix['2015-07-09 00:00:00']
self.assertAlmostEqual(dataPointSellLose['ExitValue'], -3.198, 3)
def setUpClass(self):
Logger.pushLogData("unitTesting", __name__)
forceWorkingDirectory()
pyswing.globals.potentialRuleMatches = None
pyswing.globals.equityCount = None
pyswing.database.overrideDatabase("output/TestMarketRule.db")
pyswing.constants.pySwingStartDate = datetime.datetime(2014, 1, 1)
deleteFile(pyswing.database.pySwingDatabase)
args = "-n %s" % ("unitTesting")
createDatabase(args.split())
pretendDate = datetime.datetime(2015, 9, 1)
with patch.object(Equity, '_getTodaysDate', return_value=pretendDate) as mock_method:
self._equity = Equity("WOR.AX")
self._equity.importData()
indicatorADI = IndicatorADI()
indicatorADI.updateIndicator()
self.rule = MarketRule("Indicator_ADI", "ADI > 0")
self.rule.evaluateRule()
class TestExitValuesTrailingStop(unittest.TestCase):
@classmethod
def setUpClass(self):
Logger.pushLogData("unitTesting", __name__)
forceWorkingDirectory()
pyswing.database.overrideDatabase("output/TestExitValuesTrailingStop.db")
pyswing.constants.pySwingStartDate = datetime.datetime(2013, 1, 1)
deleteFile(pyswing.database.pySwingDatabase)
args = "-n %s" % ("unitTesting")
createDatabase(args.split())
pretendDate = datetime.datetime(2015, 9, 1)
with patch.object(Equity, '_getTodaysDate', return_value=pretendDate) as mock_method:
self._equityWOR = Equity("WOR.AX")
self._equityWOR.importData()
@classmethod
def tearDownClass(self):
deleteFile(pyswing.database.pySwingDatabase)
def test_ExitValues(self):
exitValues = ExitValuesTrailingStop("WOR.AX", 0.03, 2)
exitValues.calculateExitValues()
dataPointBuyWin = exitValues._buyExitValueDataFrame.ix['2015-07-02 00:00:00']
self.assertAlmostEqual(dataPointBuyWin['ExitValue'], 1.581, 3)
dataPointBuyLose = exitValues._buyExitValueDataFrame.ix['2015-07-13 00:00:00']
self.assertAlmostEqual(dataPointBuyLose['ExitValue'], -1.741, 3)
dataPointSellWin = exitValues._sellExitValueDataFrame.ix['2015-07-03 00:00:00']
self.assertAlmostEqual(dataPointSellWin['ExitValue'], 6.000, 3)
dataPointSellLose = exitValues._sellExitValueDataFrame.ix['2015-07-14 00:00:00']
self.assertAlmostEqual(dataPointSellLose['ExitValue'], -4.832, 3)
strategies = getExitStrategies()
self.assertTrue(len(strategies) == 1)
def setUpClass(self):
Logger.pushLogData("unitTesting", __name__)
forceWorkingDirectory()
pyswing.database.overrideDatabase("output/TestRelativeRule.db")
pyswing.constants.pySwingStartDate = datetime.datetime(2015, 1, 1)
deleteFile(pyswing.database.pySwingDatabase)
args = "-n %s" % ("unitTesting")
createDatabase(args.split())
pretendDate = datetime.datetime(2015, 9, 1)
with patch.object(Equity, '_getTodaysDate', return_value=pretendDate) as mock_method:
self._equityCBA = Equity("WOR.AX")
self._equityCBA.importData()
def test_importData(self):
latestDate = self._equityCBA._getLatestDate()
expectedLatestDate = datetime.datetime(2015, 4, 1)
self.assertEquals(latestDate, expectedLatestDate)
pretendDate = datetime.datetime(2015, 5, 1)
with patch.object(Equity, '_getTodaysDate', return_value=pretendDate) as mock_method:
self._equityCBA = Equity("CBA.AX")
self._equityCBA.importData()
self._equityTLS = Equity("TLS.AX")
self._equityTLS.importData()
latestDate = self._equityCBA._getLatestDate()
expectedLatestDate = datetime.datetime(2015, 5, 1)
self.assertEquals(latestDate, expectedLatestDate)
def setUpClass(self):
Logger.pushLogData("unitTesting", __name__)
forceWorkingDirectory()
pyswing.database.overrideDatabase("output/TestEquity.db")
pyswing.constants.pySwingStartDate = datetime.datetime(2015, 1, 1)
deleteFile(pyswing.database.pySwingDatabase)
args = "-n %s" % ("unitTesting")
createDatabase(args.split())
pretendDate = datetime.datetime(2015, 4, 1)
with patch.object(Equity, '_getTodaysDate', return_value=pretendDate) as mock_method:
self._equityCBA = Equity("CBA.AX")
self._equityCBA.importData()
self._equityTLS = Equity("TLS.AX")
self._equityTLS.importData()
class TestIndicatorADI(unittest.TestCase):
@classmethod
def setUpClass(self):
Logger.pushLogData("unitTesting", __name__)
forceWorkingDirectory()
pyswing.database.overrideDatabase("output/TestIndicatorADI.db")
pyswing.constants.pySwingStartDate = datetime.datetime(2014, 1, 1)
deleteFile(pyswing.database.pySwingDatabase)
args = "-n %s" % ("unitTesting")
createDatabase(args.split())
pretendDate = datetime.datetime(2015, 9, 1)
with patch.object(Equity, '_getTodaysDate', return_value=pretendDate) as mock_method:
self._equityCBA = Equity("CBA.AX")
self._equityCBA.importData()
self._equityTLS = Equity("TLS.AX")
self._equityTLS.importData()
@classmethod
def tearDownClass(self):
deleteFile(pyswing.database.pySwingDatabase)
def test_IndicatorSMA(self):
indicatorADI = IndicatorADI()
dataPoint = indicatorADI._indicatorDataFrame.ix['2015-08-31 00:00:00']
# These tests will fail if the Adjusted Close values change...
self.assertAlmostEqual(dataPoint['ADI'], -2.00, 2)
self.assertAlmostEqual(dataPoint['ADI_ROC'], 12.5, 2)
self.assertAlmostEqual(dataPoint['ADI_EMA'], -1.16, 2)
self.assertAlmostEqual(dataPoint['ADI_SUM'], -18.0, 2)
def test_importData(self):
latestDate = self._equityCBA._getLatestDate()
expectedLatestDate = datetime.datetime(2015, 4, 1)
self.assertEquals(latestDate, expectedLatestDate)
pretendDate = datetime.datetime(2015, 5, 1)
with patch.object(Equity, '_getTodaysDate',
return_value=pretendDate) as mock_method:
self._equityCBA = Equity("CBA.AX")
self._equityCBA.importData()
self._equityTLS = Equity("TLS.AX")
self._equityTLS.importData()
latestDate = self._equityCBA._getLatestDate()
expectedLatestDate = datetime.datetime(2015, 5, 1)
self.assertEquals(latestDate, expectedLatestDate)
class TestIndicatorSMA(unittest.TestCase):
@classmethod
def setUpClass(self):
Logger.pushLogData("unitTesting", __name__)
forceWorkingDirectory()
pyswing.database.overrideDatabase("output/TestIndicatorSMA.db")
pyswing.constants.pySwingStartDate = datetime.datetime(2014, 1, 1)
deleteFile(pyswing.database.pySwingDatabase)
args = "-n %s" % ("unitTesting")
createDatabase(args.split())
pretendDate = datetime.datetime(2015, 9, 1)
with patch.object(Equity, '_getTodaysDate', return_value=pretendDate) as mock_method:
self._equityCBA = Equity("CBA.AX")
self._equityCBA.importData()
@classmethod
def tearDownClass(self):
deleteFile(pyswing.database.pySwingDatabase)
def test_IndicatorSMA(self):
cbaIndicatorSMA = IndicatorSMA(self._equityCBA.dataFrame(), "CBA.AX")
dataPoint = cbaIndicatorSMA._indicatorDataFrame.ix['2015-08-31 00:00:00']
# These tests will fail if the Adjusted Close values change...
self.assertAlmostEqual(dataPoint['SMA_5'], 72.93, 2)
self.assertAlmostEqual(dataPoint['SMA_10'], 72.96, 2)
self.assertAlmostEqual(dataPoint['SMA_15'], 73.78, 2)
self.assertAlmostEqual(dataPoint['SMA_20'], 74.80, 2)
self.assertAlmostEqual(dataPoint['SMA_50'], 77.72, 2)
self.assertAlmostEqual(dataPoint['SMA_200'], 78.98, 2)
class TestIndicatorSMA(unittest.TestCase):
@classmethod
def setUpClass(self):
Logger.pushLogData("unitTesting", __name__)
forceWorkingDirectory()
pyswing.database.overrideDatabase("output/TestIndicatorSMA.db")
pyswing.constants.pySwingStartDate = datetime.datetime(2014, 1, 1)
deleteFile(pyswing.database.pySwingDatabase)
args = "-n %s" % ("unitTesting")
createDatabase(args.split())
pretendDate = datetime.datetime(2015, 9, 1)
with patch.object(Equity, '_getTodaysDate',
return_value=pretendDate) as mock_method:
self._equityCBA = Equity("CBA.AX")
self._equityCBA.importData()
@classmethod
def tearDownClass(self):
deleteFile(pyswing.database.pySwingDatabase)
def test_IndicatorSMA(self):
cbaIndicatorSMA = IndicatorSMA(self._equityCBA.dataFrame(), "CBA.AX")
dataPoint = cbaIndicatorSMA._indicatorDataFrame.ix[
'2015-08-31 00:00:00']
# These tests will fail if the Adjusted Close values change...
self.assertAlmostEqual(dataPoint['SMA_5'], 72.93, 2)
self.assertAlmostEqual(dataPoint['SMA_10'], 72.96, 2)
self.assertAlmostEqual(dataPoint['SMA_15'], 73.78, 2)
self.assertAlmostEqual(dataPoint['SMA_20'], 74.80, 2)
self.assertAlmostEqual(dataPoint['SMA_50'], 77.72, 2)
self.assertAlmostEqual(dataPoint['SMA_200'], 78.98, 2)
class TestIndicatorADI(unittest.TestCase):
@classmethod
def setUpClass(self):
Logger.pushLogData("unitTesting", __name__)
forceWorkingDirectory()
pyswing.database.overrideDatabase("output/TestIndicatorADI.db")
pyswing.constants.pySwingStartDate = datetime.datetime(2014, 1, 1)
deleteFile(pyswing.database.pySwingDatabase)
args = "-n %s" % ("unitTesting")
createDatabase(args.split())
pretendDate = datetime.datetime(2015, 9, 1)
with patch.object(Equity, '_getTodaysDate',
return_value=pretendDate) as mock_method:
self._equityCBA = Equity("CBA.AX")
self._equityCBA.importData()
self._equityTLS = Equity("TLS.AX")
self._equityTLS.importData()
@classmethod
def tearDownClass(self):
deleteFile(pyswing.database.pySwingDatabase)
def test_IndicatorSMA(self):
indicatorADI = IndicatorADI()
dataPoint = indicatorADI._indicatorDataFrame.ix['2015-08-31 00:00:00']
# These tests will fail if the Adjusted Close values change...
self.assertAlmostEqual(dataPoint['ADI'], -2.00, 2)
self.assertAlmostEqual(dataPoint['ADI_ROC'], 12.5, 2)
self.assertAlmostEqual(dataPoint['ADI_EMA'], -1.16, 2)
self.assertAlmostEqual(dataPoint['ADI_SUM'], -18.0, 2)
class TestIndicatorMACD(unittest.TestCase):
@classmethod
def setUpClass(self):
Logger.pushLogData("unitTesting", __name__)
forceWorkingDirectory()
pyswing.database.overrideDatabase("output/TestIndicatorMACD.db")
pyswing.constants.pySwingStartDate = datetime.datetime(2014, 1, 1)
deleteFile(pyswing.database.pySwingDatabase)
args = "-n %s" % ("unitTesting")
createDatabase(args.split())
pretendDate = datetime.datetime(2015, 9, 1)
with patch.object(Equity, '_getTodaysDate', return_value=pretendDate) as mock_method:
self._equityCBA = Equity("CBA.AX")
self._equityCBA.importData()
@classmethod
def tearDownClass(self):
deleteFile(pyswing.database.pySwingDatabase)
def test_IndicatorMACD(self):
cbaIndicatorMACD = IndicatorMACD(self._equityCBA.dataFrame(), "CBA.AX")
cbaIndicatorMACD.updateIndicator()
dataPoint = cbaIndicatorMACD._indicatorDataFrame.ix['2015-08-31 00:00:00']
# These tests will fail if the Adjusted Close values change...
self.assertEqual(dataPoint['Code'], "CBA.AX")
self.assertAlmostEqual(dataPoint['macd'], -1.59, 2)
self.assertAlmostEqual(dataPoint['macdsignal'], -1.51, 2)
self.assertAlmostEqual(dataPoint['macdhist'], -0.09, 2)
class TestMultipleIndicatorRule(unittest.TestCase):
@classmethod
def setUpClass(self):
Logger.pushLogData("unitTesting", __name__)
forceWorkingDirectory()
pyswing.database.overrideDatabase("output/TestMultipleIndicatorRule.db")
pyswing.constants.pySwingStartDate = datetime.datetime(2013, 1, 1)
deleteFile(pyswing.database.pySwingDatabase)
args = "-n %s" % ("unitTesting")
createDatabase(args.split())
pretendDate = datetime.datetime(2015, 9, 1)
with patch.object(Equity, "_getTodaysDate", return_value=pretendDate) as mock_method:
self._equityCBA = Equity("WOR.AX")
self._equityCBA.importData()
indicatorSMA = IndicatorSMA(self._equityCBA.dataFrame(), "WOR.AX")
indicatorSMA.updateIndicator()
@classmethod
def tearDownClass(self):
deleteFile(pyswing.database.pySwingDatabase)
def test_IndicatorSMA(self):
rule = MultipleIndicatorRule("Equities", "Indicator_SMA", "t1.Close > t2.SMA_200")
rule.evaluateRule("WOR.AX")
dataPointMatch = rule._ruleData.ix["2015-07-03 00:00:00"]
self.assertEqual(dataPointMatch["Match"], 1)
dataPointNoMatch = rule._ruleData.ix["2015-07-06 00:00:00"]
self.assertEqual(dataPointNoMatch["Match"], 0)
class TestIndicatorMACD(unittest.TestCase):
@classmethod
def setUpClass(self):
Logger.pushLogData("unitTesting", __name__)
forceWorkingDirectory()
pyswing.database.overrideDatabase("output/TestIndicatorMACD.db")
pyswing.constants.pySwingStartDate = datetime.datetime(2014, 1, 1)
deleteFile(pyswing.database.pySwingDatabase)
args = "-n %s" % ("unitTesting")
createDatabase(args.split())
pretendDate = datetime.datetime(2015, 9, 1)
with patch.object(Equity, '_getTodaysDate',
return_value=pretendDate) as mock_method:
self._equityCBA = Equity("CBA.AX")
self._equityCBA.importData()
@classmethod
def tearDownClass(self):
deleteFile(pyswing.database.pySwingDatabase)
def test_IndicatorMACD(self):
cbaIndicatorMACD = IndicatorMACD(self._equityCBA.dataFrame(), "CBA.AX")
cbaIndicatorMACD.updateIndicator()
dataPoint = cbaIndicatorMACD._indicatorDataFrame.ix[
'2015-08-31 00:00:00']
# These tests will fail if the Adjusted Close values change...
self.assertEqual(dataPoint['Code'], "CBA.AX")
self.assertAlmostEqual(dataPoint['macd'], -1.59, 2)
self.assertAlmostEqual(dataPoint['macdsignal'], -1.51, 2)
self.assertAlmostEqual(dataPoint['macdhist'], -0.09, 2)
class TestIndicatorSTOCH(unittest.TestCase):
@classmethod
def setUpClass(self):
Logger.pushLogData("unitTesting", __name__)
forceWorkingDirectory()
pyswing.database.overrideDatabase("output/TestIndicatorSTOCH.db")
pyswing.constants.pySwingStartDate = datetime.datetime(2014, 1, 1)
deleteFile(pyswing.database.pySwingDatabase)
args = "-n %s" % ("unitTesting")
createDatabase(args.split())
pretendDate = datetime.datetime(2015, 9, 1)
with patch.object(Equity, '_getTodaysDate', return_value=pretendDate) as mock_method:
self._equityCBA = Equity("CBA.AX")
self._equityCBA.importData()
@classmethod
def tearDownClass(self):
deleteFile(pyswing.database.pySwingDatabase)
def test_IndicatorSTOCH(self):
cbaIndicatorSTOCH = IndicatorSTOCH(self._equityCBA.dataFrame(), "CBA.AX")
cbaIndicatorSTOCH.updateIndicator()
dataPoint = cbaIndicatorSTOCH._indicatorDataFrame.ix['2015-08-31 00:00:00']
self.assertAlmostEqual(dataPoint['slowk'], 74.86, 2)
self.assertAlmostEqual(dataPoint['slowd'], 73.89, 2)
self.assertAlmostEqual(dataPoint['STOCH_K_ROC'], 507.42, 2)
self.assertAlmostEqual(dataPoint['STOCH_D_ROC'], 253.54, 2)
class TestRelativeRule(unittest.TestCase):
@classmethod
def setUpClass(self):
Logger.pushLogData("unitTesting", __name__)
forceWorkingDirectory()
pyswing.database.overrideDatabase("output/TestRelativeRule.db")
pyswing.constants.pySwingStartDate = datetime.datetime(2015, 1, 1)
deleteFile(pyswing.database.pySwingDatabase)
args = "-n %s" % ("unitTesting")
createDatabase(args.split())
pretendDate = datetime.datetime(2015, 9, 1)
with patch.object(Equity, '_getTodaysDate', return_value=pretendDate) as mock_method:
self._equityCBA = Equity("WOR.AX")
self._equityCBA.importData()
@classmethod
def tearDownClass(self):
deleteFile(pyswing.database.pySwingDatabase)
def test_RelativeRule(self):
rule = RelativeRule("Equities", "Close", -1, Comparison.GreaterThan, 1.01)
rule.evaluateRule("WOR.AX")
dataPointMatch = rule._ruleData.ix['2015-08-28 00:00:00']
self.assertEqual(dataPointMatch['Match'], 1)
dataPointMatch = rule._ruleData.ix['2015-08-31 00:00:00']
self.assertEqual(dataPointMatch['Match'], 0)
class TestIndicatorADX(unittest.TestCase):
@classmethod
def setUpClass(self):
Logger.pushLogData("unitTesting", __name__)
forceWorkingDirectory()
pyswing.database.overrideDatabase("output/TestIndicatorAROON.db")
pyswing.constants.pySwingStartDate = datetime.datetime(2014, 1, 1)
deleteFile(pyswing.database.pySwingDatabase)
args = "-n %s" % ("unitTesting")
createDatabase(args.split())
pretendDate = datetime.datetime(2015, 9, 1)
with patch.object(Equity, '_getTodaysDate', return_value=pretendDate) as mock_method:
self._equityCBA = Equity("CBA.AX")
self._equityCBA.importData()
@classmethod
def tearDownClass(self):
deleteFile(pyswing.database.pySwingDatabase)
def test_IndicatorADX(self):
cbaIndicatorAROON = IndicatorAROON(self._equityCBA.dataFrame(), "CBA.AX")
cbaIndicatorAROON.updateIndicator()
dataPoint = cbaIndicatorAROON._indicatorDataFrame.ix['2015-08-31 00:00:00']
self.assertEqual(dataPoint['Code'], "CBA.AX")
self.assertAlmostEqual(dataPoint['aroondown'], 71.43, 2)
self.assertAlmostEqual(dataPoint['aroonup'], 35.71, 2)
def setUpClass(self):
Logger.pushLogData("unitTesting", __name__)
forceWorkingDirectory()
pyswing.database.overrideDatabase("output/TestMultipleIndicatorRule.db")
pyswing.constants.pySwingStartDate = datetime.datetime(2013, 1, 1)
deleteFile(pyswing.database.pySwingDatabase)
args = "-n %s" % ("unitTesting")
createDatabase(args.split())
pretendDate = datetime.datetime(2015, 9, 1)
with patch.object(Equity, "_getTodaysDate", return_value=pretendDate) as mock_method:
self._equityCBA = Equity("WOR.AX")
self._equityCBA.importData()
indicatorSMA = IndicatorSMA(self._equityCBA.dataFrame(), "WOR.AX")
indicatorSMA.updateIndicator()
class TestEquity(unittest.TestCase):
@classmethod
def setUpClass(self):
Logger.pushLogData("unitTesting", __name__)
forceWorkingDirectory()
pyswing.database.overrideDatabase("output/TestEquity.db")
pyswing.constants.pySwingStartDate = datetime.datetime(2015, 1, 1)
deleteFile(pyswing.database.pySwingDatabase)
args = "-n %s" % ("unitTesting")
createDatabase(args.split())
pretendDate = datetime.datetime(2015, 4, 1)
with patch.object(Equity, '_getTodaysDate',
return_value=pretendDate) as mock_method:
self._equityCBA = Equity("CBA.AX")
self._equityCBA.importData()
self._equityTLS = Equity("TLS.AX")
self._equityTLS.importData()
@classmethod
def tearDownClass(self):
deleteFile(pyswing.database.pySwingDatabase)
def test_importData(self):
latestDate = self._equityCBA._getLatestDate()
expectedLatestDate = datetime.datetime(2015, 4, 1)
self.assertEquals(latestDate, expectedLatestDate)
pretendDate = datetime.datetime(2015, 5, 1)
with patch.object(Equity, '_getTodaysDate',
return_value=pretendDate) as mock_method:
self._equityCBA = Equity("CBA.AX")
self._equityCBA.importData()
self._equityTLS = Equity("TLS.AX")
self._equityTLS.importData()
latestDate = self._equityCBA._getLatestDate()
expectedLatestDate = datetime.datetime(2015, 5, 1)
self.assertEquals(latestDate, expectedLatestDate)
def test_dataFrame(self):
cbaData = self._equityCBA.dataFrame()
# https://au.finance.yahoo.com/q/hp?s=CBA.AX&a=00&b=1&c=2015&d=02&e=6&f=2015&g=d
# Date Open High Low Close Volume Adj Close*
# 2 Mar 2015 91.40 92.61 91.14 92.05 2,130,100 85.09
dayData = cbaData.ix['2015-03-02 00:00:00']
open = dayData.Open
close = dayData.Close
high = dayData.High
low = dayData.Low
volume = dayData.Volume
# These tests will fail if the Adjusted Close values change...
self.assertAlmostEqual(open, 84.49, 2) # 91.40 * (85.09 / 92.05)
self.assertAlmostEqual(close, 85.09, 2)
self.assertEqual(volume, 2130100)
def updateIndicators(argv):
"""
Update Indicators.
:param argv: Command Line Parameters.
-n = Name
Example:
python -m pyswing.UpdateIndicators -n asx
"""
Logger.log(logging.INFO, "Log Script Call", {"scope": __name__, "arguments": " ".join(argv)})
Logger.pushLogData("script", __name__)
marketName = ""
try:
shortOptions = "n:dh"
longOptions = ["marketName=", "debug", "help"]
opts, __ = getopt.getopt(argv, shortOptions, longOptions)
except getopt.GetoptError as e:
Logger.log(logging.ERROR, "Error Reading Options", {"scope": __name__, "exception": str(e)})
usage()
sys.exit(2)
for opt, arg in opts:
if opt in ("-d", "--debug"):
Logger().setLevel(logging.DEBUG)
elif opt in ("-h", "--help"):
print("?")
usage()
sys.exit()
elif opt in ("-n", "--marketName"):
marketName = arg
if marketName != "":
pyswing.database.initialiseDatabase(marketName)
Logger.log(logging.INFO, "Update Indicators", {"scope": __name__, "market": marketName})
tickerCodesRelativeFilePath = "resources/%s.txt" % (marketName)
market = Market(tickerCodesRelativeFilePath)
# Market Indicators
adiIndicator = IndicatorADI()
adiIndicator.updateIndicator()
# Equity Indicators
for index, row in market.tickers.iterrows():
tickerCode = row[0]
equity = Equity(tickerCode)
equityDataFrame = equity.dataFrame()
smaIndicator = IndicatorSMA(equityDataFrame, tickerCode)
smaIndicator.updateIndicator()
emaIndicator = IndicatorEMA(equityDataFrame, tickerCode)
emaIndicator.updateIndicator()
bbIndicator = IndicatorBB20(equityDataFrame, tickerCode)
bbIndicator.updateIndicator()
rocIndicator = IndicatorROC(equityDataFrame, tickerCode)
rocIndicator.updateIndicator()
macdIndicator = IndicatorMACD(equityDataFrame, tickerCode)
macdIndicator.updateIndicator()
stochIndicator = IndicatorSTOCH(equityDataFrame, tickerCode)
stochIndicator.updateIndicator()
rsiIndicator = IndicatorRSI(equityDataFrame, tickerCode)
rsiIndicator.updateIndicator()
adxIndicator = IndicatorADX(equityDataFrame, tickerCode)
adxIndicator.updateIndicator()
aroonIndicator = IndicatorAROON(equityDataFrame, tickerCode)
aroonIndicator.updateIndicator()
dxIndicator = IndicatorDX(equityDataFrame, tickerCode)
dxIndicator.updateIndicator()
TeamCity.setBuildResultText("Updated Indicators")
else:
Logger.log(logging.ERROR, "Missing Options", {"scope": __name__, "options": str(argv)})
usage()
sys.exit(2)
class TestEquity(unittest.TestCase):
@classmethod
def setUpClass(self):
Logger.pushLogData("unitTesting", __name__)
forceWorkingDirectory()
pyswing.database.overrideDatabase("output/TestEquity.db")
pyswing.constants.pySwingStartDate = datetime.datetime(2015, 1, 1)
deleteFile(pyswing.database.pySwingDatabase)
args = "-n %s" % ("unitTesting")
createDatabase(args.split())
pretendDate = datetime.datetime(2015, 4, 1)
with patch.object(Equity, '_getTodaysDate', return_value=pretendDate) as mock_method:
self._equityCBA = Equity("CBA.AX")
self._equityCBA.importData()
self._equityTLS = Equity("TLS.AX")
self._equityTLS.importData()
@classmethod
def tearDownClass(self):
deleteFile(pyswing.database.pySwingDatabase)
def test_importData(self):
latestDate = self._equityCBA._getLatestDate()
expectedLatestDate = datetime.datetime(2015, 4, 1)
self.assertEquals(latestDate, expectedLatestDate)
pretendDate = datetime.datetime(2015, 5, 1)
with patch.object(Equity, '_getTodaysDate', return_value=pretendDate) as mock_method:
self._equityCBA = Equity("CBA.AX")
self._equityCBA.importData()
self._equityTLS = Equity("TLS.AX")
self._equityTLS.importData()
latestDate = self._equityCBA._getLatestDate()
expectedLatestDate = datetime.datetime(2015, 5, 1)
self.assertEquals(latestDate, expectedLatestDate)
def test_dataFrame(self):
cbaData = self._equityCBA.dataFrame()
# https://au.finance.yahoo.com/q/hp?s=CBA.AX&a=00&b=1&c=2015&d=02&e=6&f=2015&g=d
# Date Open High Low Close Volume Adj Close*
# 2 Mar 2015 91.40 92.61 91.14 92.05 2,130,100 85.09
dayData = cbaData.ix['2015-03-02 00:00:00']
open = dayData.Open
close = dayData.Close
high = dayData.High
low = dayData.Low
volume = dayData.Volume
# These tests will fail if the Adjusted Close values change...
self.assertAlmostEqual(open, 84.49, 2) # 91.40 * (85.09 / 92.05)
self.assertAlmostEqual(close, 85.09, 2)
self.assertEqual(volume, 2130100)
def updateIndicators(argv):
"""
Update Indicators.
:param argv: Command Line Parameters.
-n = Name
Example:
python -m pyswing.UpdateIndicators -n asx
"""
Logger.log(logging.INFO, "Log Script Call", {
"scope": __name__,
"arguments": " ".join(argv)
})
Logger.pushLogData("script", __name__)
marketName = ""
try:
shortOptions = "n:dh"
longOptions = ["marketName=", "debug", "help"]
opts, __ = getopt.getopt(argv, shortOptions, longOptions)
except getopt.GetoptError as e:
Logger.log(logging.ERROR, "Error Reading Options", {
"scope": __name__,
"exception": str(e)
})
usage()
sys.exit(2)
for opt, arg in opts:
if opt in ("-d", "--debug"):
Logger().setLevel(logging.DEBUG)
elif opt in ("-h", "--help"):
print("?")
usage()
sys.exit()
elif opt in ("-n", "--marketName"):
marketName = arg
if marketName != "":
pyswing.database.initialiseDatabase(marketName)
Logger.log(logging.INFO, "Update Indicators", {
"scope": __name__,
"market": marketName
})
tickerCodesRelativeFilePath = "resources/%s.txt" % (marketName)
market = Market(tickerCodesRelativeFilePath)
# Market Indicators
adiIndicator = IndicatorADI()
adiIndicator.updateIndicator()
# Equity Indicators
for index, row in market.tickers.iterrows():
tickerCode = row[0]
equity = Equity(tickerCode)
equityDataFrame = equity.dataFrame()
smaIndicator = IndicatorSMA(equityDataFrame, tickerCode)
smaIndicator.updateIndicator()
emaIndicator = IndicatorEMA(equityDataFrame, tickerCode)
emaIndicator.updateIndicator()
bbIndicator = IndicatorBB20(equityDataFrame, tickerCode)
bbIndicator.updateIndicator()
rocIndicator = IndicatorROC(equityDataFrame, tickerCode)
rocIndicator.updateIndicator()
macdIndicator = IndicatorMACD(equityDataFrame, tickerCode)
macdIndicator.updateIndicator()
stochIndicator = IndicatorSTOCH(equityDataFrame, tickerCode)
stochIndicator.updateIndicator()
rsiIndicator = IndicatorRSI(equityDataFrame, tickerCode)
rsiIndicator.updateIndicator()
adxIndicator = IndicatorADX(equityDataFrame, tickerCode)
adxIndicator.updateIndicator()
aroonIndicator = IndicatorAROON(equityDataFrame, tickerCode)
aroonIndicator.updateIndicator()
dxIndicator = IndicatorDX(equityDataFrame, tickerCode)
dxIndicator.updateIndicator()
TeamCity.setBuildResultText("Updated Indicators")
else:
Logger.log(logging.ERROR, "Missing Options", {
"scope": __name__,
"options": str(argv)
})
usage()
sys.exit(2)
from pyswing.objects.equity import Equity
cbaEquity = Equity("CBA.AX")
cbaEquity.dataFrame().query("Date > '2015-01-01 00:00:00'").plot(
y=['Close'], title='CBA Close 2015')
import pyswing.database
import sqlite3
from pandas.io.sql import read_sql_query
pyswing.database.initialiseDatabase("ftse")
connection = sqlite3.connect(pyswing.database.pySwingDatabase)
query = "select * from Indicator_ROC WHERE CODE = 'AAL.L'"
cbaEquityData = read_sql_query(query, connection, 'Date')
connection.close()
cbaEquityData.query("Date > '2010-01-01 00:00:00'").plot(
y=['ROC_5', 'ROC_10', 'ROC_20'], title='Hello!')
import pyswing.database
import sqlite3
from pandas.io.sql import read_sql_query
connection = sqlite3.connect(pyswing.database.pySwingDatabase)
query = "select b.*, e.Close from Indicator_BB20 b inner join Equities e on b.Date = e.Date and b.Code = e.Code and b.Date > '2015-03-01 00:00:00' and b.Code = 'CBA.AX'"
cbaEquityData = read_sql_query(query, connection, 'Date')
connection.close()
cbaEquityData.query("Date > '2015-01-01 00:00:00'").plot(
y=['upperband', 'middleband', 'lowerband', 'Close'],
title='CBA BBAND 2015')
import pyswing.database
import sqlite3
from pandas.io.sql import read_sql_query
connection = sqlite3.connect("output/TestMultipleIndicatorRule.db")
from pyswing.objects.equity import Equity
cbaEquity = Equity("CBA.AX")
cbaEquity.dataFrame().query("Date > '2015-01-01 00:00:00'").plot(y=['Close'], title='CBA Close 2015')
import pyswing.database
import sqlite3
from pandas.io.sql import read_sql_query
pyswing.database.initialiseDatabase("ftse")
connection = sqlite3.connect(pyswing.database.pySwingDatabase)
query = "select * from Indicator_ROC WHERE CODE = 'AAL.L'"
cbaEquityData = read_sql_query(query, connection, 'Date')
connection.close()
cbaEquityData.query("Date > '2010-01-01 00:00:00'").plot(y=['ROC_5','ROC_10','ROC_20'], title='Hello!')
import pyswing.database
import sqlite3
from pandas.io.sql import read_sql_query
connection = sqlite3.connect(pyswing.database.pySwingDatabase)
query = "select b.*, e.Close from Indicator_BB20 b inner join Equities e on b.Date = e.Date and b.Code = e.Code and b.Date > '2015-03-01 00:00:00' and b.Code = 'CBA.AX'"
cbaEquityData = read_sql_query(query, connection, 'Date')
connection.close()
cbaEquityData.query("Date > '2015-01-01 00:00:00'").plot(y=['upperband','middleband','lowerband','Close'], title='CBA BBAND 2015')
import pyswing.database
import sqlite3
from pandas.io.sql import read_sql_query
connection = sqlite3.connect("output/TestMultipleIndicatorRule.db")
query = "select e.Date, Close, SMA_200 from Equities e inner join Indicator_SMA i on e.Date = i.Date and e.Code = i.Code"
cbaEquityData = read_sql_query(query, connection, 'Date')
connection.close()
def importData(argv):
"""
Import Share Data.
:param argv: Command Line Parameters.
-n = Name
Example:
python -m pyswing.ImportData -n asx
"""
Logger.log(logging.INFO, "Log Script Call", {
"scope": __name__,
"arguments": " ".join(argv)
})
Logger.pushLogData("script", __name__)
marketName = ""
try:
shortOptions = "n:dh"
longOptions = ["marketName=", "debug", "help"]
opts, __ = getopt.getopt(argv, shortOptions, longOptions)
except getopt.GetoptError as e:
Logger.log(logging.ERROR, "Error Reading Options", {
"scope": __name__,
"exception": str(e)
})
usage()
sys.exit(2)
for opt, arg in opts:
if opt in ("-d", "--debug"):
Logger().setLevel(logging.DEBUG)
elif opt in ("-h", "--help"):
print("?")
usage()
sys.exit()
elif opt in ("-n", "--marketName"):
marketName = arg
if marketName != "":
pyswing.database.initialiseDatabase(marketName)
Logger.log(logging.INFO, "Import Market Data", {
"scope": __name__,
"market": marketName
})
tickerCodesRelativeFilePath = "resources/%s.txt" % (marketName)
market = Market(tickerCodesRelativeFilePath)
for index, row in market.tickers.iterrows():
equity = Equity(row[0])
equity.importData()
TeamCity.setBuildResultText("Imported Data from Yahoo")
else:
Logger.log(logging.ERROR, "Missing Options", {
"scope": __name__,
"options": str(argv)
})
usage()
sys.exit(2)
