Python get_test_object_futures_with_pos_sizing Exemples

Exemple #1

    def setUp(self):

        (
            posobject,
            combobject,
            capobject,
            rules,
            rawdata,
            data,
            config,
        ) = get_test_object_futures_with_pos_sizing()
        system = System(
            [rawdata, rules, posobject, combobject, capobject, Portfolios()],
            data,
            config,
        )

        self.system = system
        self.config = config
        self.rules = rules
        self.rawdata = rawdata
        self.fcs = capobject
        self.forecast_combine = combobject
        self.data = data
        self.possizing = posobject
        self.portfolios = Portfolios

Exemple #2

Fichier : test_portfolio.py Projet : ChrisAllisonMalta/pysystemtrade

    def setUp(self):

        (posobject, combobject, capobject, rules, rawdata, data,
         config) = get_test_object_futures_with_pos_sizing()
        system = System(
            [rawdata, rules, posobject, combobject, capobject,
             Portfolios()], data, config)

        self.system = system
        self.config = config
        self.rules = rules
        self.rawdata = rawdata
        self.fcs = capobject
        self.forecast_combine = combobject
        self.data = data
        self.possizing = posobject
        self.portfolios = Portfolios