コード例 #1
0
ファイル: test_multifeed.py プロジェクト: raka747/hedgeit
    def testFirstLastBoundary(self):
        f1 = Feed(self._inst1)
        f2 = Feed(self._inst2)
        mf = MultiFeed()
        mf.register_feed(f1)
        mf.register_feed(f2)

        mf.subscribe(self.on_bars_basic)
        self._count = 0
        mf.start(first=datetime.datetime(2012, 7, 2),
                 last=datetime.datetime(2012, 7, 2))
        self.assertEqual(self._count, 1)
        self.assertEqual(mf.get_next_bars_date(),
                         datetime.datetime(2012, 7, 3))
        self._count = 0
        mf.start(first=datetime.datetime(2012, 7, 1),
                 last=datetime.datetime(2012, 7, 2))
        self.assertEqual(self._count, 1)
        self.assertEqual(mf.get_next_bars_date(),
                         datetime.datetime(2012, 7, 3))

        # 7/1 is not a trading day so first bar is actually 7/2 which is after last
        self._count = 0
        mf.start(first=datetime.datetime(2012, 7, 1),
                 last=datetime.datetime(2012, 7, 1))
        self.assertEqual(self._count, 0)
        self.assertEqual(mf.get_next_bars_date(),
                         datetime.datetime(2012, 7, 2))
コード例 #2
0
ファイル: test_multifeed.py プロジェクト: raka747/hedgeit
 def testNeg(self):
     f1 = Feed(self._inst1)
     f2 = Feed(self._inst1)
     mf = MultiFeed()
     mf.register_feed(f1)
     # this should fail because both feeds are for the same symbol
     with self.assertRaises(Exception):
         mf.register_feed(f2)
コード例 #3
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ファイル: test_strategy2.py プロジェクト: raka747/hedgeit
 def setUp(self):
     manifest = '%s/data/manifest1.csv' % os.path.dirname(__file__)
     self._db = InstrumentDb.Instance()
     self._db.load(manifest)
     self._feed = Feed(self._db.get('AC'))
     self._feed.insert(talibfunc.SMA('SMA50', self._feed, 50))
     self._feed.insert(talibfunc.SMA('SMA100', self._feed, 100))
     self._feed.insert(talibfunc.MAX('MAX50', self._feed, 50))
     self._feed.insert(talibfunc.MIN('MIN50', self._feed, 50))
     self._feed.insert(talibfunc.ATR('ATR10', self._feed, 10))
コード例 #4
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ファイル: test_multifeed.py プロジェクト: raka747/hedgeit
    def testFirstOption(self):
        f1 = Feed(self._inst1)
        f2 = Feed(self._inst2)
        mf = MultiFeed()
        mf.register_feed(f1)
        mf.register_feed(f2)

        self._count = 0
        mf.subscribe(self.on_bars_basic)
        mf.start(first=datetime.datetime(2012, 7, 1))
        self.assertEqual(self._count, 143)
コード例 #5
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    def testBasic2(self):
        w = Feed(self._inst)

        w.insert(talibfunc.MAX('MAX50', w, 50))
        w.insert(talibfunc.MAX('MAX25', w, 25))
        w.insert(talibfunc.MIN('MIN50', w, 50))
        w.insert(talibfunc.MIN('MIN25', w, 25))
        self.assertEqual(len(w.values()), 10)
        self.assertEqual(len(w.values()[0]), 252)
        self.assertAlmostEqual(w.get_series('MAX50')[232], 2.459)
        self.assertAlmostEqual(w.get_series('MAX25')[231], 2.448)
        self.assertAlmostEqual(w.get_series('MIN50')[230], 2.267)
        self.assertAlmostEqual(w.get_series('MIN25')[229], 2.289)
コード例 #6
0
ファイル: test_multifeed.py プロジェクト: raka747/hedgeit
    def testFirstLast(self):
        f1 = Feed(self._inst1)
        f2 = Feed(self._inst2)
        mf = MultiFeed()
        mf.register_feed(f1)
        mf.register_feed(f2)

        self._count = 0
        mf.subscribe(self.on_bars_basic)
        mf.start(first=datetime.datetime(2012, 7, 1),
                 last=datetime.datetime(2012, 7, 31))
        self.assertEqual(self._count, 22)
        self.assertEqual(mf.get_last_close('AC'), 2.565)
コード例 #7
0
ファイル: test_multifeed.py プロジェクト: raka747/hedgeit
    def testBasic(self):
        f1 = Feed(self._inst1)
        f2 = Feed(self._inst2)
        mf = MultiFeed()
        mf.register_feed(f1)
        mf.register_feed(f2)

        self.assertEqual(f1, mf.get_feed('AC'))

        self._count = 0
        mf.subscribe(self.on_bars_basic)
        mf.start()
        self.assertEqual(self._count, 257)
コード例 #8
0
ファイル: test_feed.py プロジェクト: Johnx123z/hedgeit
 def testCursor(self):
     w = Feed(self._inst)        
     w.insert( talibfunc.ATR('ATR10',w,10) )
     w.set_cursor(None)
     self.assertEqual(w.get_last_close(), 0.0 )
     b = w.get_current_bar()
     self.assertEqual(b.datetime(), datetime.datetime(2012,1,23,0,0))
     self.assertTrue(math.isnan(b.ATR10()))
     self.assertEqual(w.get_next_bar_date(), datetime.datetime(2012,1,24,0,0))
     count = 1
     while w.get_next_bar_date()!= None:
         count += 1
         lastbar = w.get_current_bar()
     self.assertEqual(count, 252)
     self.assertEqual(lastbar.datetime(),datetime.datetime(2013,1,18,0,0))
コード例 #9
0
ファイル: test_feed.py プロジェクト: Johnx123z/hedgeit
    def testPriceVelocity(self):
        w = Feed(self._inst)
        w.insert( talibfunc.SMA('SMA50',w,50))        
        w.insert( PriceVelocity('PVEL',period=10,baseIndicator='SMA50') )
        self.assertEqual( len(w.values()), 8 )
        self.assertEqual( len(w.values()[0]), 252 )
        self.assertAlmostEqual( w.get_series('PVEL')[251], -0.001576, places=4 )

        feedout = '%s/writefeed.csv' % os.path.dirname(__file__)
        
        wf = open(feedout,'w')
        w.write_csv(wf)
        wf.close()
        
        self.assertTrue(test_util.file_compare('%s/writefeed.refcsv' % os.path.dirname(__file__), feedout))
        os.remove(feedout)
コード例 #10
0
ファイル: test_feed.py プロジェクト: Johnx123z/hedgeit
 def testBasic2(self):
     w = Feed(self._inst)
     
     w.insert( talibfunc.MAX('MAX50',w,50) )
     w.insert( talibfunc.MAX('MAX25',w,25) )
     w.insert( talibfunc.MIN('MIN50',w,50) )
     w.insert( talibfunc.MIN('MIN25',w,25) )
     self.assertEqual( len(w.values()), 10 )
     self.assertEqual( len(w.values()[0]), 252 )
     self.assertAlmostEqual( w.get_series('MAX50')[232], 2.459 )
     self.assertAlmostEqual( w.get_series('MAX25')[231], 2.448 )
     self.assertAlmostEqual( w.get_series('MIN50')[230], 2.267 )
     self.assertAlmostEqual( w.get_series('MIN25')[229], 2.289 )
コード例 #11
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    def testBasic3(self):
        w = Feed(self._inst)

        w.insert(talibfunc.ATR('ATR10', w, 10))
        self.assertEqual(len(w.values()), 7)
        self.assertEqual(len(w.values()[0]), 252)
        self.assertAlmostEqual(w.get_series('ATR10')[251], 0.031196, places=6)
コード例 #12
0
ファイル: controller.py プロジェクト: raka747/hedgeit
    def __init__(self,
                 sectorMap,
                 modelType=None,
                 cash=1000000,
                 tradeStart=None,
                 compounding=True,
                 positionsFile=None,
                 equityFile=None,
                 returnsFile=None,
                 summaryFile=None,
                 parms=None):

        self._runGroups = {}
        self._startingCash = cash

        self._db = InstrumentDb.Instance()
        self._feed = MultiFeed()
        self._broker = BacktestingFuturesBroker(
            cash, self._feed, commission=FuturesCommission(2.50))
        show = True
        for sec in sectorMap:
            for sym in sectorMap[sec]:
                self._feed.register_feed(Feed(self._db.get(sym)))

            # if desired can instantiate a strategy per symbol - may actually
            # want to think about this as a default behavior.  The only thing
            # impacted is reporting of sector results
            # strategySymbols = { sym }
            # rgkey = '%s-%s' % (sec, sym)
            strategySymbols = sectorMap[sec]
            rgkey = sec
            if not modelType:
                modelType = 'breakout'

            strategy = StrategyFactory.create(modelType,
                                              self._feed,
                                              symbols=strategySymbols,
                                              broker=self._broker,
                                              cash=cash,
                                              compounding=compounding,
                                              parms=parms)

            self._runGroups[rgkey] = InstrumentedStrategy(strategy)
            if show:
                show = False
                strategy.showParms()

        self._trading = False
        self._posfile = self.__openFileorNull(positionsFile)
        self._equityfile = self.__openFileorNull(equityFile)
        self._returnsfile = self.__openFileorNull(returnsFile)
        self._summaryfile = self.__openFileorNull(summaryFile)

        self._dd = DrawDown()
        self._dd.attached(self)
        self._positionAlerts = []
コード例 #13
0
    def testCum(self):
        w = Feed(self._inst)
        w.insert(talibfunc.SMA('SMA50', w, 50))
        w.insert(CUM(name='cum2(SMA50)', period=2, baseIndicator='SMA50'))

        # just going to spot check a few values randomly (but hard-coded)
        # we know that the base indicator is NAN up through at least 50
        cum = w.get_series('cum2(SMA50)')
        base = w.get_series('SMA50')
        self.assertAlmostEqual(cum[79], base[79] + base[78], places=4)
        self.assertAlmostEqual(cum[112], base[112] + base[111], places=4)
        self.assertAlmostEqual(cum[176], base[176] + base[175], places=4)
コード例 #14
0
ファイル: test_strategy2.py プロジェクト: Johnx123z/hedgeit
 def setUp(self):
     manifest = '%s/data/manifest1.csv' % os.path.dirname(__file__)        
     self._db = InstrumentDb.Instance()
     self._db.load(manifest)
     self._feed = Feed(self._db.get('AC'))
     self._feed.insert( talibfunc.SMA('SMA50',self._feed,50) )
     self._feed.insert( talibfunc.SMA('SMA100',self._feed,100) )
     self._feed.insert( talibfunc.MAX('MAX50',self._feed,50) )
     self._feed.insert( talibfunc.MIN('MIN50',self._feed,50) )
     self._feed.insert( talibfunc.ATR('ATR10',self._feed,10) )
コード例 #15
0
ファイル: test_strategy3.py プロジェクト: ongbe/hedgeit
 def setUp(self):
     manifest = "%s/data/manifest1.csv" % os.path.dirname(__file__)
     self._db = InstrumentDb.Instance()
     self._db.load(manifest)
     self._feed = Feed(self._db.get("RR"))
     self._feed.insert(talibfunc.SMA("SMA50", self._feed, 50))
     self._feed.insert(talibfunc.SMA("SMA100", self._feed, 100))
     self._feed.insert(talibfunc.MAX("MAX50", self._feed, 50))
     self._feed.insert(talibfunc.MIN("MIN50", self._feed, 50))
     self._feed.insert(talibfunc.ATR("ATR10", self._feed, 10))
コード例 #16
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 def testMarketOrder(self):
     self._placed_markorder = False
     mf = MultiFeed()
     mf.register_feed(Feed(InstrumentDb.Instance().get('AC')))
     self._broker = BacktestingFuturesBroker(1000000, mf)
     mf.subscribe(self.on_bars_1)
     self._broker.getOrderUpdatedEvent().subscribe(self.on_order_update_1)
     mf.start()
     self.assertEqual(self._broker.getCash(), 1000015.0)
     self.assertEqual(self._broker.calc_margin(), 160000.0)
コード例 #17
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 def testShortEntry(self):
     self._placed_markorder = False
     mf = MultiFeed()
     mf.register_feed(Feed(InstrumentDb.Instance().get('CT')))
     self._broker = BacktestingFuturesBroker(1000000, mf)
     mf.subscribe(self.on_bars_3)
     self._broker.getOrderUpdatedEvent().subscribe(self.on_order_update_3)
     mf.start()
     self.assertAlmostEqual(self._broker.getCash(), 1119750.0, places=2)
     self.assertEqual(self._broker.calc_margin(), 800000.0)
コード例 #18
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 def testMarketOrderMarginCall(self):
     self._placed_markorder = False
     mf = MultiFeed()
     mf.register_feed(Feed(InstrumentDb.Instance().get('CT')))
     self._broker = BacktestingFuturesBroker(1000000, mf)
     mf.subscribe(self.on_bars_2)
     self._broker.getOrderUpdatedEvent().subscribe(self.on_order_update_2)
     with self.assertRaisesRegexp(Exception, "Margin Call"):
         mf.start()
     self.assertAlmostEqual(self._broker.getCash(), 214000.0, places=2)
     self.assertEqual(self._broker.calc_margin(), 800000.0)
コード例 #19
0
ファイル: test_feed.py プロジェクト: Johnx123z/hedgeit
 def testBasic3(self):
     w = Feed(self._inst)
     
     w.insert( talibfunc.ATR('ATR10',w,10) )
     self.assertEqual( len(w.values()), 7 )
     self.assertEqual( len(w.values()[0]), 252 )
     self.assertAlmostEqual( w.get_series('ATR10')[251], 0.031196, places=6 )
コード例 #20
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    def testDup(self):
        w = Feed(self._inst)

        w.insert(ATR())
        with self.assertRaisesRegexp(Exception,
                                     "Workspace already has an indicator.*"):
            w.insert(ATR())
コード例 #21
0
ファイル: test_feed.py プロジェクト: Johnx123z/hedgeit
    def testCum(self):
        w = Feed(self._inst)
        w.insert( talibfunc.SMA('SMA50',w,50))        
        w.insert( CUM( name='cum2(SMA50)', period=2, baseIndicator='SMA50') )        

        # just going to spot check a few values randomly (but hard-coded)
        # we know that the base indicator is NAN up through at least 50
        cum = w.get_series('cum2(SMA50)')
        base = w.get_series('SMA50')
        self.assertAlmostEqual( cum[79], base[79] + base[78], places=4 )
        self.assertAlmostEqual( cum[112], base[112] + base[111], places=4 )
        self.assertAlmostEqual( cum[176], base[176] + base[175], places=4 )
コード例 #22
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ファイル: test_strategy3.py プロジェクト: raka747/hedgeit
class Test(unittest.TestCase):
    def setUp(self):
        manifest = '%s/data/manifest1.csv' % os.path.dirname(__file__)
        self._db = InstrumentDb.Instance()
        self._db.load(manifest)
        self._feed = Feed(self._db.get('RR'))
        self._feed.insert(talibfunc.SMA('SMA50', self._feed, 50))
        self._feed.insert(talibfunc.SMA('SMA100', self._feed, 100))
        self._feed.insert(talibfunc.MAX('MAX50', self._feed, 50))
        self._feed.insert(talibfunc.MIN('MIN50', self._feed, 50))
        self._feed.insert(talibfunc.ATR('ATR10', self._feed, 10))

    def tearDown(self):
        pass

    def testBasic(self):
        mf = MultiFeed()
        mf.register_feed(self._feed)
        strat = MyStrategy(mf)

        # Attach a few analyzers to the strategy before executing it.
        retAnalyzer = returns.Returns()
        strat.attachAnalyzer(retAnalyzer)
        sharpeRatioAnalyzer = sharpe.SharpeRatio()
        strat.attachAnalyzer(sharpeRatioAnalyzer)
        drawDownAnalyzer = drawdown.DrawDown()
        strat.attachAnalyzer(drawDownAnalyzer)
        tradesAnalyzer = trades.Trades()
        strat.attachAnalyzer(tradesAnalyzer)

        mf.start()
        strat.exitPositions()

        self.assertAlmostEqual(strat.getResult(), 996193.19, places=2)

        self.assertEqual(tradesAnalyzer.getCount(), 2)
        self.assertEqual(tradesAnalyzer.getProfitableCount(), 0)
        self.assertEqual(tradesAnalyzer.getUnprofitableCount(), 2)

        tlog = '%s/trade.log' % os.path.dirname(__file__)
        tradesAnalyzer.writeTradeLog(tlog)
        self.assertTrue(
            test_util.file_compare(
                '%s/trade1.reflog' % os.path.dirname(__file__), tlog))
        os.remove(tlog)
コード例 #23
0
ファイル: test_strategy3.py プロジェクト: ongbe/hedgeit
class Test(unittest.TestCase):
    def setUp(self):
        manifest = "%s/data/manifest1.csv" % os.path.dirname(__file__)
        self._db = InstrumentDb.Instance()
        self._db.load(manifest)
        self._feed = Feed(self._db.get("RR"))
        self._feed.insert(talibfunc.SMA("SMA50", self._feed, 50))
        self._feed.insert(talibfunc.SMA("SMA100", self._feed, 100))
        self._feed.insert(talibfunc.MAX("MAX50", self._feed, 50))
        self._feed.insert(talibfunc.MIN("MIN50", self._feed, 50))
        self._feed.insert(talibfunc.ATR("ATR10", self._feed, 10))

    def tearDown(self):
        pass

    def testBasic(self):
        mf = MultiFeed()
        mf.register_feed(self._feed)
        strat = MyStrategy(mf)

        # Attach a few analyzers to the strategy before executing it.
        retAnalyzer = returns.Returns()
        strat.attachAnalyzer(retAnalyzer)
        sharpeRatioAnalyzer = sharpe.SharpeRatio()
        strat.attachAnalyzer(sharpeRatioAnalyzer)
        drawDownAnalyzer = drawdown.DrawDown()
        strat.attachAnalyzer(drawDownAnalyzer)
        tradesAnalyzer = trades.Trades()
        strat.attachAnalyzer(tradesAnalyzer)

        mf.start()
        strat.exitPositions()

        self.assertAlmostEqual(strat.getResult(), 996193.19, places=2)

        self.assertEqual(tradesAnalyzer.getCount(), 2)
        self.assertEqual(tradesAnalyzer.getProfitableCount(), 0)
        self.assertEqual(tradesAnalyzer.getUnprofitableCount(), 2)

        tlog = "%s/trade.log" % os.path.dirname(__file__)
        tradesAnalyzer.writeTradeLog(tlog)
        self.assertTrue(test_util.file_compare("%s/trade1.reflog" % os.path.dirname(__file__), tlog))
        os.remove(tlog)
コード例 #24
0
ファイル: test_strategy2.py プロジェクト: Johnx123z/hedgeit
class Test(unittest.TestCase):


    def setUp(self):
        manifest = '%s/data/manifest1.csv' % os.path.dirname(__file__)        
        self._db = InstrumentDb.Instance()
        self._db.load(manifest)
        self._feed = Feed(self._db.get('AC'))
        self._feed.insert( talibfunc.SMA('SMA50',self._feed,50) )
        self._feed.insert( talibfunc.SMA('SMA100',self._feed,100) )
        self._feed.insert( talibfunc.MAX('MAX50',self._feed,50) )
        self._feed.insert( talibfunc.MIN('MIN50',self._feed,50) )
        self._feed.insert( talibfunc.ATR('ATR10',self._feed,10) )


    def tearDown(self):
        pass


    def testBasic(self):
        mf = MultiFeed()
        mf.register_feed(self._feed)
        strat = MyStrategy(mf)
        
        # Attach a few analyzers to the strategy before executing it.
        retAnalyzer = returns.Returns()
        strat.attachAnalyzer(retAnalyzer)
        sharpeRatioAnalyzer = sharpe.SharpeRatio()
        strat.attachAnalyzer(sharpeRatioAnalyzer)
        drawDownAnalyzer = drawdown.DrawDown()
        strat.attachAnalyzer(drawDownAnalyzer)
        tradesAnalyzer = trades.Trades()
        strat.attachAnalyzer(tradesAnalyzer)
        
        mf.start()
        
        self.assertAlmostEqual(strat.getResult(),1007071.67,places=2)
        self.assertEqual(tradesAnalyzer.getCount(),1)
        self.assertEqual(tradesAnalyzer.getProfitableCount(),1)
        self.assertEqual(tradesAnalyzer.getUnprofitableCount(),0)
コード例 #25
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    def testPriceVelocity(self):
        w = Feed(self._inst)
        w.insert(talibfunc.SMA('SMA50', w, 50))
        w.insert(PriceVelocity('PVEL', period=10, baseIndicator='SMA50'))
        self.assertEqual(len(w.values()), 8)
        self.assertEqual(len(w.values()[0]), 252)
        self.assertAlmostEqual(w.get_series('PVEL')[251], -0.001576, places=4)

        feedout = '%s/writefeed.csv' % os.path.dirname(__file__)

        wf = open(feedout, 'w')
        w.write_csv(wf)
        wf.close()

        self.assertTrue(
            test_util.file_compare(
                '%s/writefeed.refcsv' % os.path.dirname(__file__), feedout))
        os.remove(feedout)
コード例 #26
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ファイル: test_feed.py プロジェクト: Johnx123z/hedgeit
 def testBasic(self):
     w = Feed(self._inst)
     
     w.insert( ATR() )
     w.insert( talibfunc.SMA('SMA10',w,10))
     self.assertEqual( len(w.values()), 8 )
     self.assertEqual( len(w.values()[0]), 252 )
     self.assertEqual( w.values()[0][251], datetime.datetime(2013,1,18,0,0) )
     self.assertTrue( math.isnan(w.get_series('ATR')[5]))
     self.assertTrue( math.isnan(w.get_series('ATR')[98]))
     self.assertAlmostEqual( w.get_series('ATR')[99], 0.03493, places=5 )
     self.assertAlmostEqual( w.get_series('ATR')[251], 0.03307, places=5 )
     self.assertAlmostEqual( w.get_series('SMA10')[251], 2.2921 )
     self.assertAlmostEqual( w.get_series('SMA10')[188], 2.3989 )
コード例 #27
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ファイル: test_feed.py プロジェクト: Johnx123z/hedgeit
 def testBadNewSeries(self):
     w = Feed(self._inst)
     # this add_series should fail because the length doesn't match
     with self.assertRaisesRegexp(Exception,"Error adding new series.*"):        
         w._add_series('foobar', [1,2,3,4,5])
コード例 #28
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    def testBasic(self):
        w = Feed(self._inst)

        w.insert(ATR())
        w.insert(talibfunc.SMA('SMA10', w, 10))
        self.assertEqual(len(w.values()), 8)
        self.assertEqual(len(w.values()[0]), 252)
        self.assertEqual(w.values()[0][251],
                         datetime.datetime(2013, 1, 18, 0, 0))
        self.assertTrue(math.isnan(w.get_series('ATR')[5]))
        self.assertTrue(math.isnan(w.get_series('ATR')[98]))
        self.assertAlmostEqual(w.get_series('ATR')[99], 0.03493, places=5)
        self.assertAlmostEqual(w.get_series('ATR')[251], 0.03307, places=5)
        self.assertAlmostEqual(w.get_series('SMA10')[251], 2.2921)
        self.assertAlmostEqual(w.get_series('SMA10')[188], 2.3989)
コード例 #29
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 def testNeg(self):
     w = Feed(self._inst)
     with self.assertRaisesRegexp(Exception,
                                  "Workspace does not have a.*series in"):
         w.get_series('notexist')
コード例 #30
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ファイル: test_brokers.py プロジェクト: raka747/hedgeit
 def setUp(self):
     datafile = '%s/data/AC___CCB-10d.csv' % os.path.dirname(__file__)
     self._feed = Feed(Instrument('AC',datafile))
コード例 #31
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ファイル: test_feed.py プロジェクト: Johnx123z/hedgeit
 def testCursor2(self):
     w = Feed(self._inst)
     w.set_cursor(datetime.datetime(2012,6,29,0,0))
     self.assertEqual(w.get_next_bar_date(), datetime.datetime(2012,6,29,0,0))
     self.assertEqual(w.get_last_close(), 2.182 )
コード例 #32
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ファイル: test_strategy.py プロジェクト: raka747/hedgeit
 def setUp(self):
     manifest = '%s/data/manifest.csv' % os.path.dirname(__file__)
     self._db = InstrumentDb.Instance()
     self._db.load(manifest)
     self._feed = Feed(self._db.get('AC'))
コード例 #33
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ファイル: test_feed.py プロジェクト: Johnx123z/hedgeit
 def testNeg(self):
     w = Feed(self._inst)
     with self.assertRaisesRegexp(Exception,"Workspace does not have a.*series in"):        
         w.get_series('notexist')
コード例 #34
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 def testBadNewSeries(self):
     w = Feed(self._inst)
     # this add_series should fail because the length doesn't match
     with self.assertRaisesRegexp(Exception, "Error adding new series.*"):
         w._add_series('foobar', [1, 2, 3, 4, 5])
コード例 #35
0
ファイル: test_posalert.py プロジェクト: raka747/hedgeit
 def setupFeed(self, barFeed):
     barFeed.register_feed(Feed(self._db.get('RR')))
コード例 #36
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 def testCursor2(self):
     w = Feed(self._inst)
     w.set_cursor(datetime.datetime(2012, 6, 29, 0, 0))
     self.assertEqual(w.get_next_bar_date(),
                      datetime.datetime(2012, 6, 29, 0, 0))
     self.assertEqual(w.get_last_close(), 2.182)
コード例 #37
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 def testCursor(self):
     w = Feed(self._inst)
     w.insert(talibfunc.ATR('ATR10', w, 10))
     w.set_cursor(None)
     self.assertEqual(w.get_last_close(), 0.0)
     b = w.get_current_bar()
     self.assertEqual(b.datetime(), datetime.datetime(2012, 1, 23, 0, 0))
     self.assertTrue(math.isnan(b.ATR10()))
     self.assertEqual(w.get_next_bar_date(),
                      datetime.datetime(2012, 1, 24, 0, 0))
     count = 1
     while w.get_next_bar_date() != None:
         count += 1
         lastbar = w.get_current_bar()
     self.assertEqual(count, 252)
     self.assertEqual(lastbar.datetime(),
                      datetime.datetime(2013, 1, 18, 0, 0))
コード例 #38
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ファイル: test_feed.py プロジェクト: Johnx123z/hedgeit
 def testDup(self):
     w = Feed(self._inst)
     
     w.insert( ATR() )
     with self.assertRaisesRegexp(Exception,"Workspace already has an indicator.*"):        
         w.insert( ATR() )