def __init__(self, stock=None):
if stock is None:
self._stock = Stock()
else:
self._stock = stock
self._orders = []
self._completed = []
def simulate_market():
all_trades = []
for item in TEST_DATA:
current_trade_raw = item.pop('trade')
current_stock = Stock(**item)
current_trade_raw['stock'] = current_stock
current_trade = Trade(**current_trade_raw)
all_trades.append(current_trade)
return all_trades
def __init__(self):
self._id = 0
self._order = [
] # a list of Order. order's id should be in increasing order
# self._category = ['Mains': self._mainsMenu, 'Drinks': self._drinksMenu, 'Sides': self._sidesMenu]
self._name = "" # Restaurant name
self._mainsMenu = [] # a list of Mains
self._drinksMenu = [] # a list of drinks
self._sidesMenu = [] # a list of sides
self._stock = Stock()
self._statusList = [
'Not Submitted', 'Pending', 'Preparing', 'Ready', 'Picked Up'
]
def test_price_should_be_null(self):
stock = Stock("GooG")
self.assertIsNone(stock.price)
def test_negative_price_should_throw_ValueError(self):
goog = Stock("GooG")
with self.assertRaises(ValueError):
goog.update(datetime(2014, 2, 3), -1)
def test_stock_update(self):
goog = Stock("GooG")
goog.update(datetime(2014, 2, 12), 10)
self.assertEqual(10, goog.price)
import sys
from os.path import abspath, join, dirname
sys.path.insert(0, join(abspath(dirname(__file__)), '..'))
dirpath = join(abspath(dirname(__file__)), '..')
outpath = join(dirpath, 'out')
from src.stock import Stock
from src.simulate_pool import run_simulate_pool
from src.test_strategy_pool import get_strategy_pool
from src.log import init_log
logging = init_log()
stock = Stock()
def get_stock_pool():
return [
'600000.SH',
'002032.SZ',
'600030.SH',
'601318.SH',
'000001.SZ',
'000002.SZ',
'600612.SH',
'600188.SH',
'600340.SH',
'600048.SH',
'000048.SH',
'601966.SH',
import sys
from os.path import abspath, join, dirname
sys.path.insert(0, join(abspath(dirname(__file__)), '..'))
print(sys.path)
from src.stock import Stock
import pandas as pd
sys.path.append("..")
tsStock = Stock()
keyword = '000001'
df = tsStock.get_daily_data(keyword, '2019-01-02', '')
print(df)
# start_date = pd.to_datetime('20100101');
# print (start_date)
#
# print (start_date.strftime("%Y-%m-%d"))
def test_stock(self):
# we will buy 10 stocks of apple on 2019-12-02
# we will sell 1 stock on 2019-12-03
# we will sell 9 stocks on 2019-12-09
# Open prices
# 2019-12-02: 267.269989
# 2019-12-03: 258.309998
# 2019-12-09: 270.000000
test_stock = Stock('AAPL')
self.assertEqual(test_stock.get_symbol(), 'AAPL')
#get price
test_price = test_stock.get_price('2019-12-02')
self.assertAlmostEqual(test_price, 267.269989, places=2)
# get price for a range
test_price_df = test_stock.get_price_history(start_date='2019-12-01',
end_date='2019-12-09')
#market was open on 02,03,04,05,06,09:6 rows
self.assertEqual(test_price_df.shape[0], 6)
# buy 10
test_stock.buy(date='2019-12-02', num=10)
self.assertAlmostEqual(test_stock.get_total_buy_cost(),
2672.69989,
places=2)
self.assertAlmostEqual(test_stock.get_total_sell_cost(), 0., places=2)
# sell 1
test_stock.sell(date='2019-12-03', num=1)
self.assertEqual(test_stock.is_held(), True)
self.assertAlmostEqual(test_stock.get_total_buy_cost(),
2672.69989,
places=2)
self.assertAlmostEqual(test_stock.get_total_sell_cost(),
258.309998,
places=2)
# 258.309998 * 9
self.assertAlmostEqual(test_stock.get_valuation('2019-12-03'),
2324.7899820000002,
places=2)
# sell the remaining one and check not held
test_stock.sell(date='2019-12-09', num=9)
self.assertEqual(test_stock.is_held(), False)
self.assertAlmostEqual(test_stock.get_total_buy_cost(),
2672.69989,
places=2)
# 258.309998 * 1 + 270.000000 * 9
self.assertAlmostEqual(test_stock.get_total_sell_cost(),
2688.309998,
places=2)
self.assertAlmostEqual(test_stock.get_valuation('2019-12-09'),
0.,
places=2)
def test_ma_factor(self):
test_stock = Stock('AAPL')
ma_fac = MovingAverageFactor(short_term=20, long_term=100)
ma_1 = ma_fac(stock=test_stock, end_date='2019-11-15')
def test_linreg_factor(self):
test_stock = Stock('AAPL')
linreg = LinRegFactor(num_days=30)
beta = linreg(stock=test_stock, end_date='2019-11-15')
