def test_run(main=False):
# for i in [True, False]:
for rstype in [True, False]:
if rstype:
runonces = [True]
else:
runonces = [True, False]
for runonce in runonces:
data = testcommon.getdata(0)
if rstype:
data = bt.DataResampler(dataname=data,
timeframe=bt.TimeFrame.Weeks,
compression=1)
else:
data.resample(timeframe=bt.TimeFrame.Weeks, compression=1)
datas = [data]
testcommon.runtest(datas,
testcommon.TestStrategy,
main=main,
runonce=runonce,
plot=main,
chkind=chkind,
chkmin=chkmin,
chkvals=chkvals,
chkargs=chkargs)
def test_run(main=False):
# for i in [True, False]:
for rstype in [True, False]:
if rstype:
runonces = [True]
else:
runonces = [True, False]
for runonce in runonces:
data = testcommon.getdata(0)
if rstype:
data = bt.DataResampler(
dataname=data,
timeframe=bt.TimeFrame.Weeks,
compression=1)
else:
data.resample(
timeframe=bt.TimeFrame.Weeks,
compression=1)
datas = [data]
testcommon.runtest(datas,
testcommon.TestStrategy,
main=main,
runonce=runonce,
plot=main,
chkind=chkind,
chkmin=chkmin,
chkvals=chkvals,
chkargs=chkargs)
def test_run(main=False):
datas = [testcommon.getdata(i) for i in range(chkdatas)]
testcommon.runtest(datas,
TestStrategy,
printdata=main,
printops=main,
plot=main)
def test_run(main=False):
datas = [testcommon.getdata(i) for i in range(chkdatas)]
testcommon.runtest(datas,
TestStrategy,
printdata=main,
printops=main,
plot=main)
def test_run(main=False):
for i in [True, False]:
data = testcommon.getdata(0)
if i:
data = bt.DataReplayer(
dataname=data,
timeframe=bt.TimeFrame.Weeks,
compression=1)
else:
data.replay(
timeframe=bt.TimeFrame.Weeks,
compression=1)
datas = [data]
testcommon.runtest(datas,
testcommon.TestStrategy,
main=main,
plot=main,
chkind=chkind,
chkmin=chkmin,
chkvals=chkvals,
chknext=chknext,
chkargs=chkargs,
runonce=False, preload=False)
def test_run(main=False):
datas = [testcommon.getdata(i) for i in range(chkdatas)]
testcommon.runtest(datas,
testcommon.TestStrategy,
main=main,
plot=main,
chkind=chkind,
chkmin=chkmin,
chkvals=chkvals)
def test_run(main=False):
for stlike in [False, True]:
datas = [testcommon.getdata(i) for i in range(chkdatas)]
testcommon.runtest(datas,
TestStrategy,
printdata=main,
printops=main,
stocklike=stlike,
plot=main)
def test_run(main=False):
for stlike in [False, True]:
datas = [testcommon.getdata(i) for i in range(chkdatas)]
testcommon.runtest(datas,
TestStrategy,
printdata=main,
printops=main,
stocklike=stlike,
plot=main)
def test_run(main=False):
for runonce in [True, False]:
data = testcommon.getdata(0)
data.resample(timeframe=bt.TimeFrame.Weeks, compression=1)
datas = [data]
testcommon.runtest(datas,
testcommon.TestStrategy,
main=main,
runonce=runonce,
plot=main,
chkind=chkind,
chkmin=chkmin,
chkvals=chkvals,
chkargs=chkargs)
def test_run(main=False):
datas = [testcommon.getdata(i) for i in range(chkdatas)]
cerebros = testcommon.runtest(datas,
TestStrategy,
main=main,
plot=main,
writer=(bt.WriterStringIO, dict(csv=True)))
for cerebro in cerebros:
writer = cerebro.runwriters[0]
if main:
# writer.out.seek(0)
for l in writer.out:
print(l.rstrip('\r\n'))
else:
lines = iter(writer.out)
l = next(lines).rstrip('\r\n')
assert l == '=' * 79
count = 0
while True:
l = next(lines).rstrip('\r\n')
if l[0] == '=':
break
count += 1
assert count == 256 # header + 256 lines data
def test_run(main=False):
datas = [testcommon.getdata(i) for i in range(chkdatas)]
cerebros = testcommon.runtest(datas,
TestStrategy,
main=main,
plot=main,
writer=(bt.WriterStringIO, dict(csv=True)))
for cerebro in cerebros:
writer = cerebro.runwriters[0]
if main:
# writer.out.seek(0)
for l in writer.out:
print(l.rstrip('\r\n'))
else:
lines = iter(writer.out)
l = next(lines).rstrip('\r\n')
assert l == '=' * 79
count = 0
while True:
l = next(lines).rstrip('\r\n')
if l[0] == '=':
break
count += 1
assert count == 256 # header + 256 lines data
def test_run(main=False):
datas = [testcommon.getdata(i) for i in range(chkdatas)]
cerebros = testcommon.runtest(
datas,
TestStrategy,
printdata=main,
stocklike=False,
printops=main,
plot=main,
analyzer=(bt.analyzers.TimeReturn, dict(timeframe=bt.TimeFrame.Years)))
for cerebro in cerebros:
strat = cerebro.runstrats[0][0] # no optimization, only 1
analyzer = strat.analyzers[0] # only 1
analysis = analyzer.get_analysis()
if main:
print(analysis)
print(str(analysis[next(iter(analysis.keys()))]))
else:
# Handle different precision
if PY2:
sval = '0.2795'
else:
sval = '0.2794999999999983'
assert str(analysis[next(iter(analysis.keys()))]) == sval
def test_run(main=False):
datas = [testcommon.getdata(i) for i in range(chkdatas)]
for maxtrades in [None, 0, 1]:
cerebros = testcommon.runtest(datas,
TestStrategy,
printdata=main,
stocklike=False,
maxtrades=maxtrades,
printops=main,
plot=main,
analyzer=(bt.analyzers.SQN, {}))
for cerebro in cerebros:
strat = cerebro.runstrats[0][0] # no optimization, only 1
analyzer = strat.analyzers[0] # only 1
analysis = analyzer.get_analysis()
if main:
print(analysis)
print(str(analysis.sqn))
else:
if maxtrades == 0 or maxtrades == 1:
assert analysis.sqn == 0
assert analysis.trades == maxtrades
else:
# Handle different precision
assert str(analysis.sqn)[0:14] == '0.912550316439'
assert str(analysis.trades) == '11'
def test_run(main=False):
data = testcommon.getdata(0)
data = bt.DataResampler(dataname=data,
timeframe=bt.TimeFrame.Weeks,
compression=1)
datas = [data]
testcommon.runtest(datas,
testcommon.TestStrategy,
main=main,
plot=main,
chkind=chkind,
chkmin=chkmin,
chkvals=chkvals,
chkargs=chkargs)
def test_run(main=False):
datas = [testcommon.getdata(i) for i in range(chkdatas)]
cerebros = testcommon.runtest(datas,
TestStrategy,
printdata=main,
stocklike=False,
printops=main,
plot=main,
analyzer=(bt.analyzers.TimeReturn,
dict(timeframe=bt.TimeFrame.Years))
)
for cerebro in cerebros:
strat = cerebro.runstrats[0][0] # no optimization, only 1
analyzer = strat.analyzers[0] # only 1
analysis = analyzer.get_analysis()
if main:
print(analysis)
print(str(analysis[next(iter(analysis.keys()))]))
else:
# Handle different precision
if PY2:
sval = '0.2795'
else:
sval = '0.2794999999999983'
assert str(analysis[next(iter(analysis.keys()))]) == sval
def test_run(main=False, exbar=False):
data = testcommon.getdata(0)
data.replay(timeframe=bt.TimeFrame.Weeks, compression=1)
datas = [data]
testcommon.runtest(datas,
testcommon.TestStrategy,
main=main,
plot=main,
chkind=chkind,
chkmin=chkmin,
chkvals=chkvals,
chknext=chknext,
chkargs=chkargs,
runonce=False,
preload=False,
exbar=exbar)
def test_run(main=False):
datas = [testcommon.getdata(i) for i in range(chkdatas)]
for maxtrades in [None, 0, 1]:
cerebros = testcommon.runtest(datas,
TestStrategy,
printdata=main,
stocklike=False,
maxtrades=maxtrades,
printops=main,
plot=main,
analyzer=(bt.analyzers.SQN, {}))
for cerebro in cerebros:
strat = cerebro.runstrats[0][0] # no optimization, only 1
analyzer = strat.analyzers[0] # only 1
analysis = analyzer.get_analysis()
if main:
print(analysis)
print(str(analysis.sqn))
else:
if maxtrades == 0 or maxtrades == 1:
assert analysis.sqn == 0
assert analysis.trades == maxtrades
else:
# Handle different precision
assert str(analysis.sqn)[0:14] == '0.912550316439'
assert str(analysis.trades) == '11'
def test_run(main=False, exbar=False):
data = testcommon.getdata(0)
data.replay(timeframe=bt.TimeFrame.Weeks, compression=1)
datas = [data]
testcommon.runtest(datas,
testcommon.TestStrategy,
main=main,
plot=main,
chkind=chkind,
chkmin=chkmin,
chkvals=chkvals,
chknext=chknext,
chkargs=chkargs,
runonce=False,
preload=False,
exbar=exbar)
def test_run(main=False):
datas = [testcommon.getdata(i) for i in range(chkdatas)]
testcommon.runtest(datas,
TestStrategy,
optimize=True,
period=xrange(5, 45),
printdata=main,
printops=main,
plot=False)
if not main:
assert CHKVALUES == _chkvalues
assert CHKCASH == _chkcash
else:
print(_chkvalues)
print(_chkcash)
def test_run(main=False):
data = testcommon.getdata(0)
data = bt.DataResampler(
data=data,
timeframe=bt.TimeFrame.Weeks,
compression=1)
datas = [data]
testcommon.runtest(datas,
testcommon.TestStrategy,
main=main,
plot=main,
chkind=chkind,
chkmin=chkmin,
chkvals=chkvals,
chkargs=chkargs)
def test_run(main=False):
# Create list with bool possibilitys for:
# PandasData and PandasOptix,
# no headers,
dc = [0, 1]
data = [getdata(i, noheaders=nh) for i in dc for nh in dc]
for runonce in [True, False]:
datas = data
testcommon.runtest(datas,
testcommon.TestStrategy,
main=main,
runonce=runonce,
plot=False,
chkind=chkind,
chkmin=chkmin,
chkvals=chkvals,
chkargs=chkargs)
def test_run(main=False):
datas = [testcommon.getdata(i) for i in range(chkdatas)]
for maxtrades in [None, 0, 1]:
cerebros = testcommon.runtest(datas,
TestStrategy,
printdata=main,
stocklike=False,
maxtrades=maxtrades,
printops=main,
plot=main,
analyzer=(bt.analyzers.LatestBar, {}))
for cerebro in cerebros:
strat = cerebro.runstrats[0][0] # no optimization, only 1
analyzer = strat.analyzers[0] # only 1
analysis = analyzer.get_analysis()
if main:
print(analysis)
else:
assert analysis['datetime'] == datetime.datetime(
2006, 12, 29, 23, 59, 59, 999989)
assert analysis['close'] == 4119.94
assert analysis['prev_close'] == 4130.66
assert analysis['low'] == 4119.94
assert analysis['prev_low'] == 4125.14
assert analysis['high'] == 4142.01
assert analysis['prev_high'] == 4142.06
assert analysis['open'] == 4130.12
assert analysis['prev_open'] == 4137.44
assert analysis['volume'] == 0.0
assert analysis['prev_volume'] == 0.0
assert analysis['openinterest'] == 0.0
assert analysis['prev_openinterest'] == 0.0
assert analysis['sma_sma'] == 4095.012
assert analysis['prev_sma_sma'] == 4087.17
assert analysis['co_crossover'] == 0.0
assert analysis['prev_co_crossover'] == 0.0
# do not validate broker, we get diff results
# assert analysis['b_cash'] == 11902.199999999986
# assert analysis['prev_b_cash'] == 11944.199999999984
# assert analysis['b_value'] == 12902.199999999986
# assert analysis['prev_b_value'] == 12944.199999999984
assert np.isnan(analysis['bs_buy'])
assert np.isnan(analysis['prev_bs_buy'])
assert np.isnan(analysis['bs_sell'])
assert np.isnan(analysis['prev_bs_sell'])
assert np.isnan(analysis['t_pnlplus'])
assert np.isnan(analysis['prev_t_pnlplus'])
assert np.isnan(analysis['t_pnlminus'])
assert np.isnan(analysis['prev_t_pnlminus'])
def test_run(main=False):
global _chkvalues
global _chkcash
for runonce in [True, False]:
for preload in [True, False]:
for exbar in [True, False, -1, -2]:
_chkvalues = list()
_chkcash = list()
datas = [testcommon.getdata(i) for i in range(chkdatas)]
testcommon.runtest(datas,
TestStrategy,
runonce=runonce,
preload=preload,
exbar=exbar,
optimize=True,
period=range(5, 45),
printdata=main,
printops=main,
plot=False)
if not main:
assert CHKVALUES == _chkvalues
assert CHKCASH == _chkcash
else:
print('*' * 50)
print(CHKVALUES == _chkvalues)
print('-' * 50)
print(CHKVALUES)
print('-' * 50)
print(_chkvalues)
print('*' * 50)
print(CHKCASH == _chkcash)
print('-' * 50)
print(CHKCASH)
print('-' * 50)
print(_chkcash)
def test_run(main=False):
datas = [testcommon.getdata(i) for i in range(chkdatas)]
cerebros = testcommon.runtest(datas,
TestStrategy,
printdata=main,
stocklike=False,
printops=main,
plot=main,
analyzer=(bt.analyzers.SQN, {}))
for cerebro in cerebros:
strat = cerebro.runstrats[0][0] # no optimization, only 1
analyzer = strat.analyzers[0] # only 1
analysis = analyzer.get_analysis()
if main:
print(analysis)
print(str(analysis.sqn))
else:
assert str(analysis.sqn) == '0.912550316439'
assert str(analysis.trades) == '11'
