Exemple #1
0
 def fitness(self, genome):
     market = BacktestMarket()
     ticker = market["SBER"]
     ticker.candle( datetime.timedelta( minutes=1) ).strategy(Strategy, genome[0], genome[1])
     market.load( self.filename )
     print("Type: %s Priod: %s -> %s (%s from %s)" % ( genome[0], genome[1], market.balance, market.trades, market.profit_trades ) )
     return market.balance
Exemple #2
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 def fitness(self, genome):
     market = BacktestMarket()
     ticker = market["SBER"]
     ticker.candle(datetime.timedelta(minutes=1)).strategy(
         Strategy, genome[0], genome[1])
     market.load(self.filename)
     print("Type: %s Priod: %s -> %s (%s from %s)" %
           (genome[0], genome[1], market.balance, market.trades,
            market.profit_trades))
     return market.balance
Exemple #3
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class BackTest(unittest.TestCase):
    def setUp(self):
        self.market = BacktestMarket()

    def testStrategy(self):
        candle = self.market["SBER"].candle(datetime.timedelta(minutes=1))
        candle.strategy(Strategy)
        self.market.load("test/sber-1000.csv")
        self.assertEquals(self.market.ticks, 1000)
        self.assertEquals(self.market.trades, 23)
        self.assertAlmostEqual(self.market.balance, 1.31)

    def testEvolve(self):
        random.seed(10)
        evolver = Evolver("test/sber-1000.csv", 4, 4)
        evolver.run()
        self.assertEquals(evolver.best[0], 2)
        self.assertEquals(evolver.best[1], 71)
Exemple #4
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class BackTest(unittest.TestCase):

    def setUp(self):
        self.market = BacktestMarket()

    def testStrategy(self):
        candle = self.market["SBER"].candle( datetime.timedelta( minutes=1 ) )
        candle.strategy( Strategy )
        self.market.load( "test/sber-1000.csv" )
        self.assertEquals( self.market.ticks, 1000 )
        self.assertEquals( self.market.trades, 23 ) 
        self.assertAlmostEqual( self.market.balance, 1.31 ) 

    def testEvolve(self):
        random.seed(10)
        evolver = Evolver( "test/sber-1000.csv", 4, 4 )
        evolver.run()
        self.assertEquals( evolver.best[0], 2 )
        self.assertEquals( evolver.best[1], 71 )
Exemple #5
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 def __init__(self):
     BacktestMarket.__init__(self)
     self.conn = TestConn( self )
Exemple #6
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 def setUp(self):
     self.market = BacktestMarket()
 def __init__(self):
     BacktestMarket.__init__(self)
     self.conn = TestConn(self)
Exemple #8
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 def setUp(self):
     self.market = BacktestMarket()