def test_different_mappings(self):
"""
Tests: Evaluator#inspect_over_time and #inspect_over_time_with_mappings
Compares if both methods return the same values
"""
stock_market_data = read_stock_market_data(
[CompanyEnum.COMPANY_A], [PERIOD_1, PERIOD_2, PERIOD_3])
portfolio_1 = Portfolio(20000,
[SharesOfCompany(CompanyEnum.COMPANY_A, 200)])
portfolio_2 = Portfolio(20000,
[SharesOfCompany(CompanyEnum.COMPANY_A, 200)])
portfolios = [portfolio_1, portfolio_2]
perfect_predictor = PerfectPredictor(CompanyEnum.COMPANY_A)
trader_1 = SimpleTrader(perfect_predictor, perfect_predictor)
trader_2 = SimpleTrader(perfect_predictor, perfect_predictor)
trader_3 = SimpleTrader(RandomPredictor(), RandomPredictor())
traders = [trader_1, trader_2]
portfolio_trader_mappings = list(
zip(portfolios, traders, [None] * len(portfolios)))
evaluator_1 = PortfolioEvaluator([trader_1, trader_1])
evaluator_2 = PortfolioEvaluator([])
evaluator_3 = PortfolioEvaluator([trader_3, trader_3])
# 1 Use evaluator that is initialized *with* traders and call `#inspect_over_time` (i.e. without traders)
result_1 = evaluator_1.inspect_over_time(stock_market_data, portfolios,
100)
# 2 Use evaluator that is initialized *without* traders and call `#inspect_over_time_with_mapping`
# (i.e. with traders)
result_2 = evaluator_2.inspect_over_time_with_mapping(
stock_market_data, portfolio_trader_mappings, 100)
# 3 Use evaluator that is initialized *with* traders and call `#inspect_over_time_with_mapping`
# (i.e. with traders) - this should be no problem, because the traders given at initialization time are ignored
result_3 = evaluator_3.inspect_over_time_with_mapping(
stock_market_data, portfolio_trader_mappings, 100)
assert result_1 == result_2 == result_3
def test_inspect__date_offset(self):
"""
Tests: Evaluator#inspect_over_time
Flavour: Test with an date offset
"""
data = StockData([(date(2017, 1, 1), 150.0), (date(2017, 1, 2), 200.0),
(date(2017, 1, 3), 250.0)])
stock_market_data = StockMarketData({CompanyEnum.COMPANY_A: data})
portfolio = Portfolio(20000,
[SharesOfCompany(CompanyEnum.COMPANY_A, 200)])
evaluator = PortfolioEvaluator(
[SimpleTrader(RandomPredictor(), RandomPredictor())])
portfolio_over_time: dict = \
evaluator.inspect_over_time(stock_market_data, [portfolio], date_offset=date(2017, 1, 2))['nameless']
assert date(2016, 12, 31) not in portfolio_over_time.keys()
assert date(2017, 1, 1) in portfolio_over_time.keys()
assert date(2017, 1, 2) in portfolio_over_time.keys()
assert date(2017, 1, 3) not in portfolio_over_time.keys()