def test_partial_data_in_dict(self):
stock_data_file = GlobalVariables.get_data_files_path(
) + "stock_data_container_file.pickle"
req_params = StrategyFactory.get_required_parameters_with_default_parameters(
)
missing_strategy_parameter_dict = {
'W52HighTechnicalStrategy': {
'check_days': 7,
'min_cnt': 3,
'min_vol_dev_fact': 1.2,
'within52w_high_fact': 0.98,
'data_readers': {
'HistoricalDataReader': {
'weeks_delta': 52,
'data_source': 'iex',
'reload_data': False,
'ticker_needed': True
}
}
}
}
other_params = {
'stock_data_container_file': stock_data_file,
'dict_with_stock_pages_to_read': {
'SP500': {
'websource_address':
"http://en.wikipedia.org/wiki/List_of_S%26P_500_companies",
'find_name': 'table',
'class_name': 'class',
'table_class': 'wikitable sortable',
'ticker_column_to_read': 0,
'name_column_to_read': 1,
'stock_exchange': 'en'
}
},
'RiskModels': {
'FixedSizeRiskModel': {
'OrderTarget': 'order_target_value',
'TargetValue': 2500
}
}
}
all_strategy_parameters_dict = {
'Strategies': missing_strategy_parameter_dict
}
all_strategy_parameters_dict.update({"OtherParameters": other_params})
self.assertFalse(
CommonUtils.have_dicts_same_shape(
req_params['Strategies']['W52HighTechnicalStrategy'],
missing_strategy_parameter_dict))
def accept_parameters_from_text(self, params_dict, required_parameters):
"""
Method to accept the changes in the scrolled text for the parameters,
if the shape and keys of parameters dict is same as required parameters dict.
:return: True, if parameters are valid and updated.
"""
try:
if isinstance(params_dict, dict):
for param_key in params_dict.keys():
if not param_key in required_parameters.keys() or len(
params_dict[param_key]) <= 0:
logger.error(
"Parameter keys faulty, please insert correct parameters!"
)
return False
if not CommonUtils.have_dicts_same_shape(
required_parameters, params_dict):
logger.error(
"Parameter shapes are faulty, please insert correct parameters!"
)
return False
self.model.analysis_parameters.clear()
self.model.analysis_parameters.update(params_dict)
self.model.available_strategies_list.clear()
for item in params_dict['Strategies']:
self.model.available_strategies_list.append(item)
logger.info("Analysis parameters Read")
else:
logger.error(
"Parameters are no dict, please insert correct parameters!"
)
return False
except Exception as e:
logger.error("Exception while opening result stock: " + str(e) +
"\n" + str(traceback.format_exc()))
return False
return True
def test_data_in_dict(self):
stock_data_file = GlobalVariables.get_data_files_path(
) + "stock_data_container_file.pickle"
all_strategy_parameters_dict = {
'SimplePatternNewsStrategy': {
'news_threshold': 0.7,
'german_tagger': GlobalVariables.get_data_files_path() +
'nltk_german_classifier_data.pickle',
'data_readers': {
'TraderfoxNewsDataReader': {
'last_check_date_file':
GlobalVariables.get_data_files_path() +
'TestData\\last_date_time.csv',
'german_tagger':
GlobalVariables.get_data_files_path() +
'nltk_german_classifier_data.pickle',
'reload_data':
True,
'ticker_needed':
False
},
'HistoricalDataReader': {
'weeks_delta': 52,
'data_source': 'iex',
'reload_data': True,
'ticker_needed': False
}
}
},
'W52HighTechnicalStrategy': {
'check_days': 7,
'min_cnt': 3,
'min_vol_dev_fact': 1.2,
'within52w_high_fact': 0.98,
'data_readers': {
'HistoricalDataReader': {
'weeks_delta': 52,
'data_source': 'iex',
'reload_data': False,
'ticker_needed': True
}
}
},
'GapUpHighVolumeStrategy': {
'min_gap_factor': 1.03
}
}
other_params = {
'stock_data_container_file': stock_data_file,
'dict_with_stock_pages_to_read': {
'SP500': {
'websource_address':
"http://en.wikipedia.org/wiki/List_of_S%26P_500_companies",
'find_name': 'table',
'class_name': 'class',
'table_class': 'wikitable sortable',
'ticker_column_to_read': 0,
'name_column_to_read': 1,
'stock_exchange': 'en'
},
'DAX': {
'websource_address':
"http://topforeignstocks.com/stock-lists/the-list-of-listed-companies-in-germany/",
'find_name': 'tbody',
'class_name': 'class',
'table_class': 'row-hover',
'ticker_column_to_read': 2,
'name_column_to_read': 1,
'stock_exchange': 'de'
}
},
'RiskModels': {
'FixedSizeRiskModel': {
'OrderTarget': 'order_target_value',
'TargetValue': 2500
}
},
'AutoTrading': {
'RepetitiveScreeningInterval': 120,
'MaxNumberOfDifferentStocksToBuyPerAutoTrade': 5
},
'Broker': {
'Name': 'IBPyInteractiveBrokers'
}
}
backtesting_parameters = {
'BacktestingFramework': 'BacktraderWrapper',
'initial_cash': 30000,
'trade_commission_percent': 0.005
}
all_strategy_parameters_dict = {
'Strategies': all_strategy_parameters_dict
}
all_strategy_parameters_dict.update({"OtherParameters": other_params})
all_strategy_parameters_dict.update(
{"BacktestingParameters": backtesting_parameters})
req_params = StrategyFactory.get_required_parameters_with_default_parameters(
)
self.assertTrue(
CommonUtils.have_dicts_same_shape(req_params,
all_strategy_parameters_dict))
# key "news" instead of "news_threshold"
corrupted_strategy_parameter_dict = {
'SimplePatternNewsStrategy': {
'news': 0.7,
'german_tagger': GlobalVariables.get_data_files_path() +
'nltk_german_classifier_data.pickle',
'data_readers': {
'TraderfoxNewsDataReader': {
'last_check_date_file':
GlobalVariables.get_data_files_path() +
'TestData\\last_date_time.csv',
'german_tagger':
GlobalVariables.get_data_files_path() +
'nltk_german_classifier_data.pickle',
'reload_data':
True,
'ticker_needed':
False
},
'HistoricalDataReader': {
'weeks_delta': 52,
'data_source': 'iex',
'reload_data': True,
'ticker_needed': False
}
}
},
'W52HighTechnicalStrategy': {
'check_days': 7,
'min_cnt': 3,
'min_vol_dev_fact': 1.2,
'within52w_high_fact': 0.98,
'data_readers': {
'HistoricalDataReader': {
'weeks_delta': 52,
'data_source': 'iex',
'reload_data': False,
'ticker_needed': True
}
}
}
}
self.assertFalse(
CommonUtils.have_dicts_same_shape(
req_params, corrupted_strategy_parameter_dict))
# missing 'SimplePatternNewsStrategy'
missing_strategy_parameter_dict = {
'W52HighTechnicalStrategy': {
'check_days': 7,
'min_cnt': 3,
'min_vol_dev_fact': 1.2,
'within52w_high_fact': 0.98,
'data_readers': {
'HistoricalDataReader': {
'weeks_delta': 52,
'data_source': 'iex',
'reload_data': False,
'ticker_needed': True
}
}
}
}
self.assertFalse(
CommonUtils.have_dicts_same_shape(req_params,
missing_strategy_parameter_dict))