def test_days_in_range(self):
path = Path('tests/test_data/normalized/TSLA')
training = pd.read_csv(path / 'training.csv',
parse_dates=['date'],
date_parser=from_small_date)
portfolio = Portfolio(cash=0, securities={TSLA: 100})
sim = Simulator(TSLA, portfolio, path, training)
# span a weekend
gen = sim._days_in_range(datetime(2020, 7, 10), datetime(2020, 7, 14))
self.assertEqual(2, len(list(gen)))
def test_simulate_range(self):
path = Path('tests/test_data/normalized/TSLA')
training = pd.read_csv(path / 'training.csv',
parse_dates=['date'],
date_parser=from_small_date)
portfolio = Portfolio(cash=0, securities={TSLA: 100})
sim = Simulator(TSLA, portfolio, path, training)
gen = sim._days_in_range('2020-6-1', '2020-7-31')
self.assertEqual(pd.Timestamp('2020-6-2'), next(gen)['date'])
self.assertEqual(36, len(list(gen)))