def test_days_in_range(self): path = Path('tests/test_data/normalized/TSLA') training = pd.read_csv(path / 'training.csv', parse_dates=['date'], date_parser=from_small_date) portfolio = Portfolio(cash=0, securities={TSLA: 100}) sim = Simulator(TSLA, portfolio, path, training) # span a weekend gen = sim._days_in_range(datetime(2020, 7, 10), datetime(2020, 7, 14)) self.assertEqual(2, len(list(gen)))
def test_simulate_range(self): path = Path('tests/test_data/normalized/TSLA') training = pd.read_csv(path / 'training.csv', parse_dates=['date'], date_parser=from_small_date) portfolio = Portfolio(cash=0, securities={TSLA: 100}) sim = Simulator(TSLA, portfolio, path, training) gen = sim._days_in_range('2020-6-1', '2020-7-31') self.assertEqual(pd.Timestamp('2020-6-2'), next(gen)['date']) self.assertEqual(36, len(list(gen)))