def testBounded(self):
tmpFeed = TemporarySQLiteFeed(SQLiteFeedTestCase.dbName,
bar.Frequency.DAY,
maxLen=2)
with tmpFeed:
# Load bars using a Yahoo! feed.
yahooFeed = yahoofeed.Feed(maxLen=1)
yahooFeed.addBarsFromCSV(
"orcl",
common.get_data_file_path("orcl-2000-yahoofinance.csv"),
marketsession.USEquities.timezone)
yahooFeed.addBarsFromCSV(
"orcl",
common.get_data_file_path("orcl-2001-yahoofinance.csv"),
marketsession.USEquities.timezone)
# Fill the database using the bars from the Yahoo! feed.
sqliteFeed = tmpFeed.getFeed()
sqliteFeed.getDatabase().addBarsFromFeed(yahooFeed)
# Load the SQLite feed and process all bars.
sqliteFeed.loadBars("orcl")
for bars in sqliteFeed:
pass
barDS = sqliteFeed["orcl"]
self.assertEqual(len(barDS), 2)
self.assertEqual(len(barDS.getDateTimes()), 2)
self.assertEqual(len(barDS.getCloseDataSeries()), 2)
self.assertEqual(len(barDS.getCloseDataSeries().getDateTimes()), 2)
self.assertEqual(len(barDS.getOpenDataSeries()), 2)
self.assertEqual(len(barDS.getHighDataSeries()), 2)
self.assertEqual(len(barDS.getLowDataSeries()), 2)
self.assertEqual(len(barDS.getAdjCloseDataSeries()), 2)
def testDuplicateBars(self):
barFeed = yahoofeed.Feed()
barFeed.addBarsFromCSV(
FeedTestCase.TestInstrument,
common.get_data_file_path("orcl-2000-yahoofinance.csv"))
barFeed.addBarsFromCSV(
FeedTestCase.TestInstrument,
common.get_data_file_path("orcl-2000-yahoofinance.csv"))
with self.assertRaisesRegexp(Exception, "Duplicate bars found for.*"):
barFeed.loadAll()
def testDifferentTimezones(self):
# Market times in UTC:
# - TSE: 0hs ~ 6hs
# - US: 14:30hs ~ 21hs
feed = yahoofeed.Feed()
for year in [2010, 2011]:
feed.addBarsFromCSV("^n225", common.get_data_file_path("nikkei-%d-yahoofinance.csv" % year), marketsession.TSE.getTimezone())
feed.addBarsFromCSV("spy", common.get_data_file_path("spy-%d-yahoofinance.csv" % year), marketsession.USEquities.getTimezone())
self.__testDifferentTimezonesImpl(feed)
def testWithoutTimezone(self):
barFeed = yahoofeed.Feed()
barFeed.addBarsFromCSV(
FeedTestCase.TestInstrument,
common.get_data_file_path("orcl-2000-yahoofinance.csv"))
barFeed.addBarsFromCSV(
FeedTestCase.TestInstrument,
common.get_data_file_path("orcl-2001-yahoofinance.csv"))
for dateTime, bars in barFeed:
bar = bars.getBar(FeedTestCase.TestInstrument)
self.assertTrue(dt.datetime_is_naive(bar.getDateTime()))
def testWithDefaultTimezone(self):
barFeed = yahoofeed.Feed(
timezone=marketsession.USEquities.getTimezone())
barFeed.addBarsFromCSV(
FeedTestCase.TestInstrument,
common.get_data_file_path("orcl-2000-yahoofinance.csv"))
barFeed.addBarsFromCSV(
FeedTestCase.TestInstrument,
common.get_data_file_path("orcl-2001-yahoofinance.csv"))
for dateTime, bars in barFeed:
bar = bars.getBar(FeedTestCase.TestInstrument)
self.assertFalse(dt.datetime_is_naive(bar.getDateTime()))
def testMultipleInstrumentsInterleaved(self):
barFeed = yahoofeed.Feed()
barFeed.addBarsFromCSV("spy", common.get_data_file_path("spy-2010-yahoofinance.csv"),
marketsession.NYSE.getTimezone())
barFeed.addBarsFromCSV("nikkei", common.get_data_file_path("nikkei-2010-yahoofinance.csv"),
marketsession.TSE.getTimezone())
strat = strategy_test.TestStrategy(barFeed, 1000)
stratAnalyzer = returns.Returns()
strat.attachAnalyzer(stratAnalyzer)
strat.marketOrder("spy", 1)
strat.run()
# The cumulative return should be the same if we load nikkei or not.
self.assertEqual(round(stratAnalyzer.getCumulativeReturns()[-1], 5), 0.01338)
def __loadBarFeed(self):
ret = ninjatraderfeed.Feed(ninjatraderfeed.Frequency.MINUTE)
barFilter = csvfeed.USEquitiesRTH()
ret.setBarFilter(barFilter)
ret.addBarsFromCSV(TradesAnalyzerTestCase.TestInstrument,
common.get_data_file_path("nt-spy-minute-2011.csv"))
return ret
def __getFeed(self):
# Load the feed and process all bars.
barFeed = yahoofeed.Feed()
barFeed.addBarsFromCSV(
VWAPTestCase.Instrument,
common.get_data_file_path("orcl-2001-yahoofinance.csv"))
return barFeed
def testResampleNinjaTraderHour(self):
with common.TmpDir() as tmp_path:
# Resample.
feed = ninjatraderfeed.Feed(ninjatraderfeed.Frequency.MINUTE)
feed.addBarsFromCSV("spy", common.get_data_file_path("nt-spy-minute-2011.csv"))
resampledBarDS = resampled_ds.ResampledBarDataSeries(feed["spy"], bar.Frequency.HOUR)
resampledFile = os.path.join(tmp_path, "hour-nt-spy-minute-2011.csv")
resample.resample_to_csv(feed, bar.Frequency.HOUR, resampledFile)
resampledBarDS.pushLast() # Need to manually push the last stot since time didn't change.
# Load the resampled file.
feed = csvfeed.GenericBarFeed(bar.Frequency.HOUR, marketsession.USEquities.getTimezone())
feed.addBarsFromCSV("spy", resampledFile)
feed.loadAll()
self.assertEqual(len(feed["spy"]), 340)
self.assertEqual(feed["spy"][0].getDateTime(), dt.localize(datetime.datetime(2011, 1, 3, 9), marketsession.USEquities.getTimezone()))
self.assertEqual(feed["spy"][-1].getDateTime(), dt.localize(datetime.datetime(2011, 2, 1, 1), marketsession.USEquities.getTimezone()))
self.assertEqual(feed["spy"][0].getOpen(), 126.35)
self.assertEqual(feed["spy"][0].getHigh(), 126.45)
self.assertEqual(feed["spy"][0].getLow(), 126.3)
self.assertEqual(feed["spy"][0].getClose(), 126.4)
self.assertEqual(feed["spy"][0].getVolume(), 3397.0)
self.assertEqual(feed["spy"][0].getAdjClose(), None)
self.assertEqual(len(resampledBarDS), len(feed["spy"]))
self.assertEqual(resampledBarDS[0].getDateTime(), dt.as_utc(datetime.datetime(2011, 1, 3, 9)))
self.assertEqual(resampledBarDS[-1].getDateTime(), dt.as_utc(datetime.datetime(2011, 2, 1, 1)))
def testBaseBarFeed(self):
barFeed = yahoofeed.Feed()
barFeed.sanitizeBars(True)
barFeed.addBarsFromCSV(
FeedTestCase.TestInstrument,
common.get_data_file_path("orcl-2000-yahoofinance.csv"))
barfeed_test.check_base_barfeed(self, barFeed, True)
def testCSVFeedLoadOrder(self):
barFeed = yahoofeed.Feed()
barFeed.addBarsFromCSV(
FeedTestCase.TestInstrument,
common.get_data_file_path("orcl-2000-yahoofinance.csv"))
barFeed.addBarsFromCSV(
FeedTestCase.TestInstrument,
common.get_data_file_path("orcl-2001-yahoofinance.csv"))
# Dispatch and handle events.
handler = BarFeedEventHandler_TestLoadOrder(
self, barFeed, FeedTestCase.TestInstrument)
barFeed.getNewValuesEvent().subscribe(handler.onBars)
while not barFeed.eof():
barFeed.dispatch()
self.assertTrue(handler.getEventCount() > 0)
def __testIGE_BrokerImpl(self, quantity):
initialCash = 42.09 * quantity
# This testcase is based on an example from Ernie Chan's book:
# 'Quantitative Trading: How to Build Your Own Algorithmic Trading Business'
barFeed = yahoofeed.Feed()
barFeed.addBarsFromCSV(
"ige", common.get_data_file_path("sharpe-ratio-test-ige.csv"))
strat = strategy_test.TestStrategy(barFeed, initialCash)
strat.setUseAdjustedValues(True)
strat.setBrokerOrdersGTC(True)
stratAnalyzer = sharpe.SharpeRatio()
strat.attachAnalyzer(stratAnalyzer)
# Disable volume checks to match book results.
strat.getBroker().getFillStrategy().setVolumeLimit(None)
# Manually place the order to get it filled on the first bar.
order = strat.getBroker().createMarketOrder(broker.Order.Action.BUY,
"ige", quantity,
True) # Adj. Close: 42.09
order.setGoodTillCanceled(True)
strat.getBroker().submitOrder(order)
strat.addOrder(datetime.datetime(2007, 11, 13),
strat.getBroker().createMarketOrder,
broker.Order.Action.SELL, "ige", quantity,
True) # Adj. Close: 127.64
strat.run()
self.assertEqual(round(strat.getBroker().getCash(), 2),
initialCash + (127.64 - 42.09) * quantity)
self.assertEqual(strat.orderUpdatedCalls, 6)
# The results are slightly different only because I'm taking into account the first bar as well.
self.assertEqual(round(stratAnalyzer.getSharpeRatio(0.04, True), 4),
0.7889)
self.assertEqual(round(stratAnalyzer.getSharpeRatio(0.04, False), 4),
0.0497)
def testIntraDay(self):
barFeed = ninjatraderfeed.Feed(ninjatraderfeed.Frequency.MINUTE,
marketsession.USEquities.getTimezone())
barFeed.setBarFilter(csvfeed.USEquitiesRTH())
barFeed.addBarsFromCSV(
"spy", common.get_data_file_path("nt-spy-minute-2011.csv"))
strat = strategy_test.TestStrategy(barFeed, 1000)
stratAnalyzer = sharpe.SharpeRatio(False)
strat.attachAnalyzer(stratAnalyzer)
strat.marketOrder("spy", 1)
strat.run()
tradingPeriods = 252 * 6.5 * 60
manualAnnualized = sharpe.sharpe_ratio(stratAnalyzer.getReturns(),
0.04, tradingPeriods, True)
manualNotAnnualized = sharpe.sharpe_ratio(stratAnalyzer.getReturns(),
0.04, tradingPeriods, False)
analyzerAnnualized = stratAnalyzer.getSharpeRatio(0.04)
analyzerNotAnnualized = stratAnalyzer.getSharpeRatio(0.04, False)
self.assertEqual(round(analyzerAnnualized, 10), -1.1814830854)
self.assertEqual(round(analyzerNotAnnualized, 10), -0.0037659686)
# They should be similar, but not identical because the analyzer uses 365 days/year
# when useDailyReturns is set to False.
self.assertEqual(round(analyzerAnnualized, 1),
round(manualAnnualized, 1))
self.assertEqual(round(analyzerNotAnnualized, 3),
round(manualNotAnnualized, 3))
def __testFilteredRangeImpl(self, fromDate, toDate):
barFeed = yahoofeed.Feed()
barFeed.setBarFilter(csvfeed.DateRangeFilter(fromDate, toDate))
barFeed.addBarsFromCSV(
FeedTestCase.TestInstrument,
common.get_data_file_path("orcl-2000-yahoofinance.csv"))
barFeed.addBarsFromCSV(
FeedTestCase.TestInstrument,
common.get_data_file_path("orcl-2001-yahoofinance.csv"))
# Dispatch and handle events.
handler = BarFeedEventHandler_TestFilterRange(
self, FeedTestCase.TestInstrument, fromDate, toDate)
barFeed.getNewValuesEvent().subscribe(handler.onBars)
while not barFeed.eof():
barFeed.dispatch()
self.assertTrue(handler.getEventCount() > 0)
def testDefaultInstrument(self):
barFeed = yahoofeed.Feed()
self.assertEquals(barFeed.getDefaultInstrument(), None)
barFeed.addBarsFromCSV(
FeedTestCase.TestInstrument,
common.get_data_file_path("orcl-2000-yahoofinance.csv"))
self.assertEquals(barFeed.getDefaultInstrument(),
FeedTestCase.TestInstrument)
def testMaxRecursion(self):
barFeed = ninjatraderfeed.Feed(bar.Frequency.MINUTE)
barFeed.addBarsFromCSV("any", common.get_data_file_path("nt-spy-minute-2011.csv"))
ema = ma.EMA(barFeed["any"].getPriceDataSeries(), 10)
# Load all the feed.
barFeed.loadAll()
# Check that the max recursion limit bug is not hit when generating the last value first.
self.assertEqual(round(ema[-1], 2), 128.81)
def testLocal(self):
barFeed = yahoofeed.Feed()
instrument = "orcl"
barFeed.addBarsFromCSV(instrument, common.get_data_file_path("orcl-2000-yahoofinance.csv"))
res = local.run(
sma_crossover.SMACrossOver, barFeed, parameters_generator(instrument, 5, 100), logLevel=logging.DEBUG
)
self.assertEquals(round(res.getResult(), 2), 1295462.6)
self.assertEquals(res.getParameters()[1], 20)
def testNoTrades(self):
barFeed = yahoofeed.Feed()
barFeed.addBarsFromCSV(
"ige", common.get_data_file_path("sharpe-ratio-test-ige.csv"))
barFeed.addBarsFromCSV(
"spy", common.get_data_file_path("sharpe-ratio-test-spy.csv"))
strat = strategy_test.TestStrategy(barFeed, 1000)
strat.setBrokerOrdersGTC(True)
strat.setUseAdjustedValues(True)
stratAnalyzer = drawdown.DrawDown()
strat.attachAnalyzer(stratAnalyzer)
strat.run()
self.assertTrue(strat.getBroker().getCash() == 1000)
self.assertEqual(strat.orderUpdatedCalls, 0)
self.assertTrue(stratAnalyzer.getMaxDrawDown() == 0)
self.assertTrue(
stratAnalyzer.getLongestDrawDownDuration() == datetime.timedelta())
def testNoEvents(self):
feed = yahoofeed.Feed()
feed.addBarsFromCSV(
"orcl", common.get_data_file_path("orcl-2000-yahoofinance.csv"))
predicate = Predicate([])
eventProfiler = eventprofiler.Profiler(predicate, 5, 5)
eventProfiler.run(feed, True)
self.assertEqual(eventProfiler.getResults().getEventCount(), 0)
def __test(self, strategyClass, finalValue):
feed = yahoofeed.Feed()
feed.addBarsFromCSV(
"orcl", common.get_data_file_path("orcl-2001-yahoofinance.csv"))
myStrategy = strategyClass(feed, 10, 25)
myStrategy.run()
myStrategy.printDebug("Final result:",
round(myStrategy.getFinalValue(), 2))
self.assertTrue(round(myStrategy.getFinalValue(), 2) == finalValue)
def testMapTypeOperations(self):
barFeed = yahoofeed.Feed()
barFeed.addBarsFromCSV(
FeedTestCase.TestInstrument,
common.get_data_file_path("orcl-2000-yahoofinance.csv"),
marketsession.USEquities.getTimezone())
for dateTime, bars in barFeed:
self.assertTrue(FeedTestCase.TestInstrument in bars)
self.assertFalse(FeedTestCase.TestInstrument not in bars)
bars[FeedTestCase.TestInstrument]
with self.assertRaises(KeyError):
bars["pirulo"]
def testResampledBarFeed(self):
barFeed = yahoofeed.Feed()
barFeed.addBarsFromCSV("spy", common.get_data_file_path("spy-2010-yahoofinance.csv"))
barFeed.addBarsFromCSV("nikkei", common.get_data_file_path("nikkei-2010-yahoofinance.csv"))
resampledBarFeed = resampled_bf.ResampledBarFeed(barFeed, bar.Frequency.MONTH)
disp = dispatcher.Dispatcher()
disp.addSubject(barFeed)
disp.addSubject(resampledBarFeed)
disp.run()
weeklySpyBarDS = resampledBarFeed["spy"]
weeklyNikkeiBarDS = resampledBarFeed["nikkei"]
# Check first bar
self.assertEqual(weeklySpyBarDS[0].getDateTime().date(), datetime.date(2010, 1, 1))
self.assertEqual(weeklyNikkeiBarDS[0].getDateTime().date(), datetime.date(2010, 1, 1))
# Check last bar
self.assertEqual(weeklySpyBarDS[-1].getDateTime().date(), datetime.date(2010, 11, 1))
self.assertEqual(weeklyNikkeiBarDS[-1].getDateTime().date(), datetime.date(2010, 11, 1))
def testOneEvent(self):
feed = yahoofeed.Feed()
feed.addBarsFromCSV(
"orcl", common.get_data_file_path("orcl-2000-yahoofinance.csv"))
predicate = Predicate([datetime.date(2000, 1, 11)])
eventProfiler = eventprofiler.Profiler(predicate, 5, 5)
eventProfiler.run(feed, True)
self.assertEqual(eventProfiler.getResults().getEventCount(), 1)
self.assertEqual(eventProfiler.getResults().getValues(0)[0], 1.0)
self.assertEqual(round(eventProfiler.getResults().getValues(5)[0], 5),
round(1.016745541, 5))
def testNoTrades(self):
barFeed = yahoofeed.Feed()
barFeed.addBarsFromCSV(
"ige", common.get_data_file_path("sharpe-ratio-test-ige.csv"))
strat = strategy_test.TestStrategy(barFeed, 1000)
stratAnalyzer = sharpe.SharpeRatio()
strat.attachAnalyzer(stratAnalyzer)
strat.run()
self.assertTrue(strat.getBroker().getCash() == 1000)
self.assertTrue(stratAnalyzer.getSharpeRatio(0.04, True) == 0)
self.assertTrue(stratAnalyzer.getSharpeRatio(0) == 0)
self.assertTrue(stratAnalyzer.getSharpeRatio(0, True) == 0)
def testBaseFeedInterface(self):
tmpFeed = TemporarySQLiteFeed(SQLiteFeedTestCase.dbName,
bar.Frequency.DAY)
with tmpFeed:
# Load bars using a Yahoo! feed.
yahooFeed = yahoofeed.Feed()
yahooFeed.addBarsFromCSV(
"orcl",
common.get_data_file_path("orcl-2000-yahoofinance.csv"),
marketsession.USEquities.timezone)
yahooFeed.addBarsFromCSV(
"orcl",
common.get_data_file_path("orcl-2001-yahoofinance.csv"),
marketsession.USEquities.timezone)
# Fill the database using the bars from the Yahoo! feed.
sqliteFeed = tmpFeed.getFeed()
sqliteFeed.getDatabase().addBarsFromFeed(yahooFeed)
# Load the SQLite feed and process all bars.
sqliteFeed.loadBars("orcl")
feed_test.tstBaseFeedInterface(self, sqliteFeed)
def testWithIntegerTimezone(self):
try:
barFeed = ninjatraderfeed.Feed(ninjatraderfeed.Frequency.MINUTE, -3)
self.assertTrue(False, "Exception expected")
except Exception as e:
self.assertTrue(str(e).find("timezone as an int parameter is not supported anymore") == 0)
try:
barFeed = ninjatraderfeed.Feed(ninjatraderfeed.Frequency.MINUTE)
barFeed.addBarsFromCSV("spy", common.get_data_file_path("nt-spy-minute-2011.csv"), -5)
self.assertTrue(False, "Exception expected")
except Exception as e:
self.assertTrue(str(e).find("timezone as an int parameter is not supported anymore") == 0)
def testBounded(self):
barFeed = ninjatraderfeed.Feed(ninjatraderfeed.Frequency.MINUTE, maxLen=2)
barFeed.addBarsFromCSV("spy", common.get_data_file_path("nt-spy-minute-2011-03.csv"))
barFeed.loadAll()
barDS = barFeed["spy"]
self.assertEqual(len(barDS), 2)
self.assertEqual(len(barDS.getDateTimes()), 2)
self.assertEqual(len(barDS.getCloseDataSeries()), 2)
self.assertEqual(len(barDS.getCloseDataSeries().getDateTimes()), 2)
self.assertEqual(len(barDS.getOpenDataSeries()), 2)
self.assertEqual(len(barDS.getHighDataSeries()), 2)
self.assertEqual(len(barDS.getLowDataSeries()), 2)
self.assertEqual(len(barDS.getAdjCloseDataSeries()), 2)
def testLoadDailyBars(self):
tmpFeed = TemporarySQLiteFeed(SQLiteFeedTestCase.dbName,
bar.Frequency.DAY)
with tmpFeed:
# Load bars using a Yahoo! feed.
yahooFeed = yahoofeed.Feed()
yahooFeed.addBarsFromCSV(
"orcl",
common.get_data_file_path("orcl-2000-yahoofinance.csv"),
marketsession.USEquities.timezone)
yahooFeed.addBarsFromCSV(
"orcl",
common.get_data_file_path("orcl-2001-yahoofinance.csv"),
marketsession.USEquities.timezone)
# Fill the database using the bars from the Yahoo! feed.
sqliteFeed = tmpFeed.getFeed()
sqliteFeed.getDatabase().addBarsFromFeed(yahooFeed)
# Load the SQLite feed and process all bars.
sqliteFeed.loadBars("orcl")
for bars in sqliteFeed:
pass
# Check that both dataseries have the same bars.
yahooDS = yahooFeed["orcl"]
sqliteDS = sqliteFeed["orcl"]
self.assertEqual(len(yahooDS), len(sqliteDS))
for i in range(len(yahooDS)):
self.assertEqual(yahooDS[i].getDateTime(),
sqliteDS[i].getDateTime())
self.assertEqual(yahooDS[i].getOpen(), sqliteDS[i].getOpen())
self.assertEqual(yahooDS[i].getHigh(), sqliteDS[i].getHigh())
self.assertEqual(yahooDS[i].getLow(), sqliteDS[i].getLow())
self.assertEqual(yahooDS[i].getClose(), sqliteDS[i].getClose())
self.assertEqual(yahooDS[i].getAdjClose(),
sqliteDS[i].getAdjClose())
def testCumulativeReturn(self):
initialCash = 33.06
barFeed = yahoofeed.Feed()
barFeed.addBarsFromCSV(AnalyzerTestCase.TestInstrument, common.get_data_file_path("orcl-2001-yahoofinance.csv"))
strat = position_test.TestStrategy(barFeed, AnalyzerTestCase.TestInstrument, initialCash)
strat.addPosEntry(datetime.datetime(2001, 1, 12), strat.enterLong, AnalyzerTestCase.TestInstrument, 1) # 33.06
strat.addPosExitMarket(datetime.datetime(2001, 11, 27)) # 14.32
stratAnalyzer = returns.Returns(maxLen=10)
strat.attachAnalyzer(stratAnalyzer)
strat.run()
self.assertTrue(round(strat.getBroker().getCash(), 2) == round(initialCash + (14.32 - 33.06), 2))
self.assertTrue(round(33.06 * (1 + stratAnalyzer.getCumulativeReturns()[-1]), 2) == 14.32)
self.assertEqual(len(stratAnalyzer.getCumulativeReturns()), 10)
self.assertEqual(len(stratAnalyzer.getReturns()), 10)
def testLoadFilterFromAndTo(self):
feed = barfeed.CSVTradeFeed()
feed.addBarsFromCSV(common.get_data_file_path("bitstampUSD.csv"), "bitstampUSD", fromDateTime=dt.as_utc(datetime.datetime(2012, 5, 29)), toDateTime=datetime.datetime(2012, 5, 31))
loaded = [(dateTime, bars) for dateTime, bars in feed]
self.assertEquals(len(loaded), 579)
self.assertEquals(loaded[0][0], dt.as_utc(datetime.datetime(2012, 5, 29, 1, 47, 52)))
self.assertEquals(loaded[0][1]["bitstampUSD"].getDateTime(), dt.as_utc(datetime.datetime(2012, 5, 29, 1, 47, 52)))
self.assertEquals(loaded[0][1]["bitstampUSD"].getClose(), 5.07)
self.assertEquals(loaded[0][1]["bitstampUSD"].getVolume(), 1.39081288)
self.assertEquals(loaded[-1][0], dt.as_utc(datetime.datetime(2012, 5, 30, 23, 49, 21)))
self.assertEquals(loaded[-1][1]["bitstampUSD"].getDateTime(), dt.as_utc(datetime.datetime(2012, 5, 30, 23, 49, 21)))
self.assertEquals(loaded[-1][1]["bitstampUSD"].getClose(), 5.14)
self.assertEquals(loaded[-1][1]["bitstampUSD"].getVolume(), 20)