class TestMultipleAlgorithms(unittest.TestCase):
def setUp(self):
self.qc = QCAlgorithm()
Singleton.Setup(self.qc)
self.qc.Initialize()
self.qc.Securities = InternalSecurityManager([(FOO, 5), (BAR, 50)])
foo = self.qc.AddEquity(FOO, Resolution.Daily).Symbol
bar = self.qc.AddEquity(BAR, Resolution.Daily).Symbol
self.algorithm1 = Algorithm(name="alg1", allocation=0.5)
self.algorithm1.Portfolio.SetCash(200)
self.algorithm1.Portfolio[foo] = Position(FOO, 10, 5)
self.algorithm2 = Algorithm(name="alg2", allocation=0.5)
self.algorithm2.Portfolio.SetCash(200)
self.algorithm2.Portfolio[bar] = Position(BAR, 3, 50)
def test_algorithms_cash(self):
self.assertEqual(self.algorithm1.Portfolio.Cash, 200)
self.assertEqual(self.algorithm2.Portfolio.Cash, 200)
self.assertEqual(self.algorithm2.Portfolio.Performance, 75.0)
self.assertEqual(self.algorithm2.Performance, 75.0)
def test_algorithms_total_value(self):
self.assertEqual(self.algorithm1.Portfolio.TotalPortfolioValue, 200 + (10 * 5))
self.assertEqual(self.algorithm2.Portfolio.TotalPortfolioValue, 200 + (3 * 50))
def test_algorithm_set_warmup(self):
self.algorithm1.SetWarmUp(123)
self.algorithm2.SetWarmUp(321)
# pylint: disable=E1101
self.assertEqual(Singleton._warm_up, 321)
def test_qc_set_warmup_should_not_override_algorithm(self):
self.algorithm1.SetWarmUp(123)
self.algorithm2.SetWarmUp(321)
Singleton.SetWarmUp(444)
self.assertEqual(Singleton._warm_up, 321)
def test_qc_set_warmup_from_main(self):
Singleton.SetWarmUp(444)
self.assertEqual(Singleton._warm_up, 444)
def setUp(self):
self.qc = QCAlgorithm()
Singleton.Setup(self.qc)
self.qc.Initialize()
self.qc.Securities = InternalSecurityManager([(FOO, 5), (BAR, 50)])
self.algorithm1 = Algorithm(name="alg1", allocation=1.0)
foo = self.algorithm1.AddEquity(FOO, Resolution.Daily).Symbol
bar = self.algorithm1.AddEquity(BAR, Resolution.Daily).Symbol
self.algorithm1.Portfolio.SetCash(200)
self.algorithm1.Portfolio[foo] = Position(FOO, 10, 5)
self.algorithm1.Portfolio[bar] = Position(BAR, 3, 50)
class TestSimpleAlgorithm(unittest.TestCase):
def setUp(self):
self.qc = QCAlgorithm()
Singleton.Setup(self.qc)
self.qc.Initialize()
self.qc.Securities = InternalSecurityManager([(FOO, 5), (BAR, 50)])
self.algorithm1 = Algorithm(name="alg1", allocation=1.0)
foo = self.algorithm1.AddEquity(FOO, Resolution.Daily).Symbol
bar = self.algorithm1.AddEquity(BAR, Resolution.Daily).Symbol
self.algorithm1.Portfolio.SetCash(200)
self.algorithm1.Portfolio[foo] = Position(FOO, 10, 5)
self.algorithm1.Portfolio[bar] = Position(BAR, 3, 50)
def test_set_up(self):
cash = 200
foo_value = 10 * 5
bar_value = 3 * 50
total_value = 400
self.assertEqual(self.algorithm1.Portfolio.Cash, cash)
self.assertEqual(self.algorithm1.Portfolio.TotalHoldingsValue, foo_value + bar_value)
self.assertEqual(self.algorithm1.Portfolio.TotalPortfolioValue, total_value)
import argparse
import sys
#for bypassing import paths
curpth = os.path.dirname(os.path.abspath(__file__))
targetpth1 = curpth + '/../../src/'
targetpth2 = curpth + '/../../config/'
sys.path.insert(0, targetpth1)
sys.path.insert(0, targetpth2)
from team import Team
from day import Day
from student import Student
from algorithm import AlgorithmManager
if __name__ == "__main__":
algorithm = AlgorithmManager()
studentlis = []
d1 = Day("Tuesday")
d1.insertTime(10)
d1.insertTime(13)
d2 = Day("Wednesday")
d2.insertTime(10)
d2.insertTime(14)
s1 = Student("Hope, Bob", "*****@*****.**")
days = [d1, d2]
filters1 = {}
filters1['Meeting Times'] = days
s1.setFilters(filters1)
studentlis.append(s1)
def execute_algorithm(args, dm, mm):
am = AlgorithmManager(args, dm, mm)
am.new_algorithm(args['name_algorithm'])
am.run_algorithm(args['name_algorithm'])
return False