def __init__(self, sessions=2000, horizon=3):
self.horizon = horizon
self.won = False
self.feed = Feed(sessions)
self.portfolio = Portfolio(self.feed, funds=Config.funds)
self.reset()
self.trained = False
def test_price_transform(self):
print('test_price_transform')
feed = Feed()
portfolio = Portfolio(feed)
c = np.array([100, 10000, 19000])
print(portfolio.transform(c))
def test_getPositionsTodayInversed(self):
print('getPositionsTodayInversed')
feed = Feed()
sessions = feed.getSession(0, 1)
print(sessions)
transformed = feed.transform(sessions)
session2 = feed.inverse(transformed)
print(session2)
def test_price_delta(self):
print('test_price_delta')
horizon = 3
feed = Feed()
portfolio = Portfolio(feed)
portfolio.units = 1000
p, c = portfolio.price_delta(1.5)
print(p, c)
self.assertTrue(c > p)
def test_price(self):
print('test_price')
feed = Feed()
portfolio = Portfolio(feed)
portfolio.units = 1000
origin = feed.getOrigin()
last_close = origin[0][Feed.closeIdx]
p, c = portfolio.price(last_close)
self.assertNotEqual(p, c)
def test_price_horizon(self):
print('test_price_horizon')
horizon = 3
feed = Feed()
portfolio = Portfolio(feed)
portfolio.units = 1000
S_feed = feed.getSession(-horizon, horizon)
last_session = S_feed[horizon - 1]
last_close = last_session[Feed.closeIdx]
p, c = portfolio.price_delta(last_close)
print(p, c)
self.assertTrue(c > p)
def test_getPositionsTodayTransformed(self):
print('getPositionsTodayTransformed')
feed = Feed()
sessions = feed.getSession(0, 1)
transformed = feed.transform(sessions)
print(transformed)
def test_getPositionsTomorrow(self):
print('getPositionsTomorrow')
feed = Feed()
sessions = feed.getSession(1, 1)
print(sessions)
def test_getPositionsTodayP1(self):
print('getPositionsTodayP1')
feed = Feed()
sessions = feed.getSession(0, 2)
print(sessions)
def test_getOrigin(self):
print('test_getOrigin')
feed = Feed()
origin = feed.getOrigin()
print(origin[0][1])
self.assertTrue(origin[0][1] > 1)
def setUp(self):
self.feed = Feed()