def setUpClass(self):
Logger.pushLogData("unitTesting", __name__)
forceWorkingDirectory()
pyswing.globals.potentialRuleMatches = None
pyswing.globals.equityCount = None
pyswing.database.overrideDatabase("output/TestDatabase.db")
pyswing.constants.pySwingStartDate = datetime.datetime(2015, 1, 1)
deleteFile(pyswing.database.pySwingDatabase)
deleteFile(pyswing.database.pySwingTestDatabase)
args = "-n %s" % ("unitTesting")
createDatabase(args.split())
pretendDate = datetime.datetime(2015, 7, 1)
with patch.object(Equity, '_getTodaysDate', return_value=pretendDate) as mock_method:
args = "-n unitTest".split()
importData(args)
args = "-n unitTest".split()
updateIndicators(args)
args = "-n unitTest".split()
evaluateRules(args)
args = "-n unitTest".split()
analyseRules(args)
args = "-n unitTest".split()
calculateExitValues(args)
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()
def setUpClass(self):
Logger.pushLogData("unitTesting", __name__)
forceWorkingDirectory()
pyswing.database.overrideDatabase("output/TestCalculateExitValues.db")
pyswing.constants.pySwingStartDate = datetime.datetime(2015, 1, 1)
deleteFile(pyswing.database.pySwingDatabase)
args = "-n %s" % ("unitTesting")
createDatabase(args.split())
def setUpClass(self):
Logger.pushLogData("unitTesting", __name__)
forceWorkingDirectory()
pyswing.globals.potentialRuleMatches = None
pyswing.globals.equityCount = None
pyswing.database.overrideDatabase("output/TestAskHorse.db")
pyswing.constants.pySwingStartDate = datetime.datetime(2015, 1, 1)
deleteFile(pyswing.database.pySwingDatabase)
copyFile(pyswing.database.pySwingTestDatabase, pyswing.database.pySwingDatabase)
def setUpClass(self):
Logger.pushLogData("unitTesting", __name__)
forceWorkingDirectory()
pyswing.globals.potentialRuleMatches = None
pyswing.globals.equityCount = None
pyswing.database.overrideDatabase("output/TestAnalyseRules.db")
pyswing.constants.pySwingStartDate = datetime.datetime(2015, 1, 1)
deleteFile(pyswing.database.pySwingDatabase)
args = "-n %s" % ("unitTesting")
createDatabase(args.split())
def setUpClass(self):
Logger.pushLogData("unitTesting", __name__)
forceWorkingDirectory()
pyswing.database.overrideDatabase("output/TestIndicatorDX.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()
def setUpClass(self):
Logger.pushLogData("unitTesting", __name__)
forceWorkingDirectory()
pyswing.globals.potentialRuleMatches = None
pyswing.globals.equityCount = None
pyswing.database.overrideDatabase("output/TestStrategy.db")
pyswing.constants.pySwingStartDate = datetime.datetime(2015, 1, 1)
deleteFile(pyswing.database.pySwingDatabase)
copyFile(pyswing.database.pySwingTestDatabase, pyswing.database.pySwingDatabase)
twoRuleStrategy = Strategy("Rule Equities Indicator_BB20 abs(t1.Close - t2.upperband) < abs(t1.Close - t2.middleband)", "Rule Equities abs(Close - High) * 2 < abs(Close - Low)", "Exit TrailingStop3.0 RiskRatio2", "Buy")
twoRuleStrategy.evaluateTwoRuleStrategy()
threeRuleStrategy = Strategy("Rule Equities Indicator_BB20 abs(t1.Close - t2.upperband) < abs(t1.Close - t2.middleband)", "Rule Equities abs(Close - High) * 2 < abs(Close - Low)", "Exit TrailingStop3.0 RiskRatio2", "Buy", "Rule Indicator_RSI RSI > 20")
threeRuleStrategy.evaluateThreeRuleStrategy()
historicTrades = Strategy("Rule Equities Indicator_BB20 abs(t1.Close - t2.upperband) < abs(t1.Close - t2.middleband)", "Rule Equities abs(Close - High) * 2 < abs(Close - Low)", "Exit TrailingStop3.0 RiskRatio2", "Buy", "Rule Indicator_RSI RSI > 20")
historicTrades.generateHistoricTrades()
def tearDownClass(self):
deleteFile(pyswing.database.pySwingDatabase)
def tearDownClass(self):
deleteFile(pyswing.database.pySwingDatabase)
