def test_empty_portfolio(self):
algo = EmptyPositionsAlgorithm(sim_params=self.sim_params)
daily_stats = algo.run(self.df)
expected_position_count = [
0, # Before entering the first position
1, # After entering, exiting on this date
0, # After exiting
0,
]
for i, expected in enumerate(expected_position_count):
self.assertEqual(daily_stats.ix[i]['num_positions'], expected)
def test_empty_portfolio(self):
algo = EmptyPositionsAlgorithm(sim_params=self.sim_params, data_frequency="daily")
daily_stats = algo.run(self.df)
expected_position_count = [
0, # Before entering the first position
1, # After entering, exiting on this date
0, # After exiting
0,
]
for i, expected in enumerate(expected_position_count):
self.assertEqual(daily_stats.ix[i]["num_positions"], expected)