def setUpClass(self): Logger.pushLogData("unitTesting", __name__) forceWorkingDirectory() pyswing.globals.potentialRuleMatches = None pyswing.globals.equityCount = None pyswing.database.overrideDatabase("output/TestStrategy.db") pyswing.constants.pySwingStartDate = datetime.datetime(2015, 1, 1) deleteFile(pyswing.database.pySwingDatabase) copyFile(pyswing.database.pySwingTestDatabase, pyswing.database.pySwingDatabase) twoRuleStrategy = Strategy( "Rule Equities Indicator_BB20 abs(t1.Close - t2.upperband) < abs(t1.Close - t2.middleband)", "Rule Equities abs(Close - High) * 2 < abs(Close - Low)", "Exit TrailingStop3.0 RiskRatio2", "Buy") twoRuleStrategy.evaluateTwoRuleStrategy() threeRuleStrategy = Strategy( "Rule Equities Indicator_BB20 abs(t1.Close - t2.upperband) < abs(t1.Close - t2.middleband)", "Rule Equities abs(Close - High) * 2 < abs(Close - Low)", "Exit TrailingStop3.0 RiskRatio2", "Buy", "Rule Indicator_RSI RSI > 20") threeRuleStrategy.evaluateThreeRuleStrategy() historicTrades = Strategy( "Rule Equities Indicator_BB20 abs(t1.Close - t2.upperband) < abs(t1.Close - t2.middleband)", "Rule Equities abs(Close - High) * 2 < abs(Close - Low)", "Exit TrailingStop3.0 RiskRatio2", "Buy", "Rule Indicator_RSI RSI > 20") historicTrades.generateHistoricTrades()
def test_TestDatabase(self): self.assertTrue(os.path.exists(pyswing.database.pySwingDatabase)) self.assertFalse(os.path.exists(pyswing.database.pySwingTestDatabase)) copyFile(pyswing.database.pySwingDatabase, pyswing.database.pySwingTestDatabase) self.assertTrue(os.path.exists(pyswing.database.pySwingTestDatabase))
def setUpClass(self): Logger.pushLogData("unitTesting", __name__) forceWorkingDirectory() pyswing.globals.potentialRuleMatches = None pyswing.globals.equityCount = None pyswing.database.overrideDatabase("output/TestAskHorse.db") pyswing.constants.pySwingStartDate = datetime.datetime(2015, 1, 1) deleteFile(pyswing.database.pySwingDatabase) copyFile(pyswing.database.pySwingTestDatabase, pyswing.database.pySwingDatabase)
def setUpClass(self): Logger.pushLogData("unitTesting", __name__) forceWorkingDirectory() pyswing.globals.potentialRuleMatches = None pyswing.globals.equityCount = None pyswing.database.overrideDatabase("output/TestAnalyseStrategies.db") pyswing.constants.pySwingStartDate = datetime.datetime(2015, 1, 1) deleteFile(pyswing.database.pySwingDatabase) copyFile(pyswing.database.pySwingTestDatabase, pyswing.database.pySwingDatabase)
def setUpClass(self): Logger.pushLogData("unitTesting", __name__) forceWorkingDirectory() pyswing.globals.potentialRuleMatches = None pyswing.globals.equityCount = None pyswing.database.overrideDatabase("output/TestStrategy.db") pyswing.constants.pySwingStartDate = datetime.datetime(2015, 1, 1) deleteFile(pyswing.database.pySwingDatabase) copyFile(pyswing.database.pySwingTestDatabase, pyswing.database.pySwingDatabase) twoRuleStrategy = Strategy("Rule Equities Indicator_BB20 abs(t1.Close - t2.upperband) < abs(t1.Close - t2.middleband)", "Rule Equities abs(Close - High) * 2 < abs(Close - Low)", "Exit TrailingStop3.0 RiskRatio2", "Buy") twoRuleStrategy.evaluateTwoRuleStrategy() threeRuleStrategy = Strategy("Rule Equities Indicator_BB20 abs(t1.Close - t2.upperband) < abs(t1.Close - t2.middleband)", "Rule Equities abs(Close - High) * 2 < abs(Close - Low)", "Exit TrailingStop3.0 RiskRatio2", "Buy", "Rule Indicator_RSI RSI > 20") threeRuleStrategy.evaluateThreeRuleStrategy() historicTrades = Strategy("Rule Equities Indicator_BB20 abs(t1.Close - t2.upperband) < abs(t1.Close - t2.middleband)", "Rule Equities abs(Close - High) * 2 < abs(Close - Low)", "Exit TrailingStop3.0 RiskRatio2", "Buy", "Rule Indicator_RSI RSI > 20") historicTrades.generateHistoricTrades()