def test_ema_cross_strategy(mocker):
yf_download = stocks_helper.yf.download
def mock_yf_download(*args, **kwargs):
kwargs["threads"] = False
return yf_download(*args, **kwargs)
mocker.patch("yfinance.download", side_effect=mock_yf_download)
ticker = "PM"
start = datetime.strptime("2020-12-01", "%Y-%m-%d")
end = datetime.strptime("2020-12-02", "%Y-%m-%d")
df_stock = stocks_helper.load_ticker(ticker=ticker,
start_date=start,
end_date=end)
back_test_instance = bt_model.ema_cross_strategy(
ticker=ticker,
df_stock=df_stock,
short_length=2,
long_length=2,
spy_bt=True,
no_bench=False,
shortable=True,
)
assert isinstance(back_test_instance, bt.backtest.Result)
def display_ema_cross(
ticker: str,
df_stock: pd.DataFrame,
short_ema: int,
long_ema: int,
spy_bt: bool = True,
no_bench: bool = False,
shortable: bool = True,
export: str = "",
external_axes: Optional[List[plt.Axes]] = None,
): # pylint: disable=R0913
"""Strategy where we go long/short when EMA(short) is greater than/less than EMA(short)
Parameters
----------
ticker : str
Stock ticker
df_stock : pd.Dataframe
Dataframe of prices
short_ema : int
Length of short ema window
long_ema : int
Length of long ema window
spy_bt : bool
Boolean to add spy comparison
no_bench : bool
Boolean to not show buy and hold comparison
shortable : bool
Boolean to allow for selling of the stock at cross
export : str
Format to export data
external_axes : Optional[List[plt.Axes]], optional
External axes (3 axes are expected in the list), by default None
"""
# This plot has 1 axis
if not external_axes:
_, ax = plt.subplots(figsize=plot_autoscale(), dpi=PLOT_DPI)
else:
if len(external_axes) != 1:
logger.error("Expected list of one axis item.")
console.print("[red]Expected list of one axis item./n[/red]")
return
(ax, ) = external_axes
res = bt_model.ema_cross_strategy(ticker, df_stock, short_ema, long_ema,
spy_bt, no_bench, shortable)
res.plot(title=f"EMA Cross for EMA({short_ema})/EMA({long_ema})", ax=ax)
theme.style_primary_axis(ax)
if not external_axes:
theme.visualize_output()
export_data(export, os.path.dirname(os.path.abspath(__file__)),
"ema_cross", res.stats)
def display_ema_cross(
ticker: str,
df_stock: pd.DataFrame,
short_ema: int,
long_ema: int,
spy_bt: bool = True,
no_bench: bool = False,
shortable: bool = True,
export: str = "",
):
"""Strategy where we go long/short when EMA(short) is greater than/less than EMA(short)
Parameters
----------
ticker : str
Stock ticker
df_stock : pd.Dataframe
Dataframe of prices
short_ema : int
Length of short ema window
long_ema : int
Length of long ema window
spy_bt : bool
Boolean to add spy comparison
no_bench : bool
Boolean to not show buy and hold comparison
shortable : bool
Boolean to allow for selling of the stock at cross
export : str
Format to export data
"""
res = bt_model.ema_cross_strategy(
ticker, df_stock, short_ema, long_ema, spy_bt, no_bench, shortable
)
fig, ax = plt.subplots(figsize=plot_autoscale(), dpi=PLOT_DPI)
res.plot(title=f"EMA Cross for EMA({short_ema})/EMA({long_ema})", ax=ax)
ax.grid(b=True, which="major", color="#666666", linestyle="-")
ax.set_xlim([df_stock.index[0], df_stock.index[-1]])
fig.tight_layout()
if gtff.USE_ION:
plt.ion()
plt.show()
print(res.display(), "\n")
export_data(
export, os.path.dirname(os.path.abspath(__file__)), "ema_cross", res.stats
)