def test_strategy2(self):
neural = NeuralNetwork(**stratify_parts(['AAPL', 'MSFT'], [0.25] * 3,
'2017-01-01', '2018-01-01'),
options_list=get_options_list(['sma', 'ema']),
days=7,
tolerance=0.01)
Strategy(neural=neural,
start='2018-04-01',
end='2018-05-01',
symbol='MSFT',
threshold=0.7)
def test_strategy1(self):
neural = NeuralNetwork(**stratify_parts(['AAPL', 'MSFT'],
[0.5, 0.1, 0.3], '2015-01-01',
'2018-01-01'),
options_list=get_options_list(
['sma', 'ema', 'macd']),
days=3,
tolerance=0.05)
Strategy(neural=neural,
start='2018-01-01',
end='2018-03-01',
symbol='AAPL')
def test_neural1(self):
log('\n\nTesting neural network...\n\n')
NeuralNetwork(**stratify_parts(['AAPL'], [0.25] * 3, '2017-01-01',
'2018-01-01'),
options_list=get_options_list(['sma', 'ema']))
def test_neural2(self):
NeuralNetwork(**stratify_parts(['AAPL', 'MSFT'], [0.5, 0.1, 0.3],
'2017-01-01', '2018-01-01'),
options_list=get_options_list(['sma']),
days=5,
tolerance=0.05)
def test_preprocess2(self):
NeuralNetworkData(**stratify_parts(['AAPL', 'MSFT'], [0.5, 0.3, 0.1],
'2017-01-01', '2018-01-01'),
options_list=get_options_list(['sma']),
days=5)