def setUpClass(self):
Logger.pushLogData("unitTesting", __name__)
forceWorkingDirectory()
pyswing.globals.potentialRuleMatches = None
pyswing.globals.equityCount = None
pyswing.database.overrideDatabase("output/TestMarketRule.db")
pyswing.constants.pySwingStartDate = datetime.datetime(2014, 1, 1)
deleteFile(pyswing.database.pySwingDatabase)
args = "-n %s" % ("unitTesting")
createDatabase(args.split())
pretendDate = datetime.datetime(2015, 9, 1)
with patch.object(Equity, '_getTodaysDate', return_value=pretendDate) as mock_method:
self._equity = Equity("WOR.AX")
self._equity.importData()
indicatorADI = IndicatorADI()
indicatorADI.updateIndicator()
self.rule = MarketRule("Indicator_ADI", "ADI > 0")
self.rule.evaluateRule()
def setUpClass(self):
Logger.pushLogData("unitTesting", __name__)
forceWorkingDirectory()
pyswing.globals.potentialRuleMatches = None
pyswing.globals.equityCount = None
pyswing.database.overrideDatabase("output/TestMarketRule.db")
pyswing.constants.pySwingStartDate = datetime.datetime(2014, 1, 1)
deleteFile(pyswing.database.pySwingDatabase)
args = "-n %s" % ("unitTesting")
createDatabase(args.split())
pretendDate = datetime.datetime(2015, 9, 1)
with patch.object(Equity, '_getTodaysDate',
return_value=pretendDate) as mock_method:
self._equity = Equity("WOR.AX")
self._equity.importData()
indicatorADI = IndicatorADI()
indicatorADI.updateIndicator()
self.rule = MarketRule("Indicator_ADI", "ADI > 0")
self.rule.evaluateRule()
def test_IndicatorSMA(self):
indicatorADI = IndicatorADI()
dataPoint = indicatorADI._indicatorDataFrame.ix['2015-08-31 00:00:00']
# These tests will fail if the Adjusted Close values change...
self.assertAlmostEqual(dataPoint['ADI'], -2.00, 2)
self.assertAlmostEqual(dataPoint['ADI_ROC'], 12.5, 2)
self.assertAlmostEqual(dataPoint['ADI_EMA'], -1.16, 2)
self.assertAlmostEqual(dataPoint['ADI_SUM'], -18.0, 2)
def updateIndicators(argv):
"""
Update Indicators.
:param argv: Command Line Parameters.
-n = Name
Example:
python -m pyswing.UpdateIndicators -n asx
"""
Logger.log(logging.INFO, "Log Script Call", {"scope": __name__, "arguments": " ".join(argv)})
Logger.pushLogData("script", __name__)
marketName = ""
try:
shortOptions = "n:dh"
longOptions = ["marketName=", "debug", "help"]
opts, __ = getopt.getopt(argv, shortOptions, longOptions)
except getopt.GetoptError as e:
Logger.log(logging.ERROR, "Error Reading Options", {"scope": __name__, "exception": str(e)})
usage()
sys.exit(2)
for opt, arg in opts:
if opt in ("-d", "--debug"):
Logger().setLevel(logging.DEBUG)
elif opt in ("-h", "--help"):
print("?")
usage()
sys.exit()
elif opt in ("-n", "--marketName"):
marketName = arg
if marketName != "":
pyswing.database.initialiseDatabase(marketName)
Logger.log(logging.INFO, "Update Indicators", {"scope": __name__, "market": marketName})
tickerCodesRelativeFilePath = "resources/%s.txt" % (marketName)
market = Market(tickerCodesRelativeFilePath)
# Market Indicators
adiIndicator = IndicatorADI()
adiIndicator.updateIndicator()
# Equity Indicators
for index, row in market.tickers.iterrows():
tickerCode = row[0]
equity = Equity(tickerCode)
equityDataFrame = equity.dataFrame()
smaIndicator = IndicatorSMA(equityDataFrame, tickerCode)
smaIndicator.updateIndicator()
emaIndicator = IndicatorEMA(equityDataFrame, tickerCode)
emaIndicator.updateIndicator()
bbIndicator = IndicatorBB20(equityDataFrame, tickerCode)
bbIndicator.updateIndicator()
rocIndicator = IndicatorROC(equityDataFrame, tickerCode)
rocIndicator.updateIndicator()
macdIndicator = IndicatorMACD(equityDataFrame, tickerCode)
macdIndicator.updateIndicator()
stochIndicator = IndicatorSTOCH(equityDataFrame, tickerCode)
stochIndicator.updateIndicator()
rsiIndicator = IndicatorRSI(equityDataFrame, tickerCode)
rsiIndicator.updateIndicator()
adxIndicator = IndicatorADX(equityDataFrame, tickerCode)
adxIndicator.updateIndicator()
aroonIndicator = IndicatorAROON(equityDataFrame, tickerCode)
aroonIndicator.updateIndicator()
dxIndicator = IndicatorDX(equityDataFrame, tickerCode)
dxIndicator.updateIndicator()
TeamCity.setBuildResultText("Updated Indicators")
else:
Logger.log(logging.ERROR, "Missing Options", {"scope": __name__, "options": str(argv)})
usage()
sys.exit(2)
def updateIndicators(argv):
"""
Update Indicators.
:param argv: Command Line Parameters.
-n = Name
Example:
python -m pyswing.UpdateIndicators -n asx
"""
Logger.log(logging.INFO, "Log Script Call", {
"scope": __name__,
"arguments": " ".join(argv)
})
Logger.pushLogData("script", __name__)
marketName = ""
try:
shortOptions = "n:dh"
longOptions = ["marketName=", "debug", "help"]
opts, __ = getopt.getopt(argv, shortOptions, longOptions)
except getopt.GetoptError as e:
Logger.log(logging.ERROR, "Error Reading Options", {
"scope": __name__,
"exception": str(e)
})
usage()
sys.exit(2)
for opt, arg in opts:
if opt in ("-d", "--debug"):
Logger().setLevel(logging.DEBUG)
elif opt in ("-h", "--help"):
print("?")
usage()
sys.exit()
elif opt in ("-n", "--marketName"):
marketName = arg
if marketName != "":
pyswing.database.initialiseDatabase(marketName)
Logger.log(logging.INFO, "Update Indicators", {
"scope": __name__,
"market": marketName
})
tickerCodesRelativeFilePath = "resources/%s.txt" % (marketName)
market = Market(tickerCodesRelativeFilePath)
# Market Indicators
adiIndicator = IndicatorADI()
adiIndicator.updateIndicator()
# Equity Indicators
for index, row in market.tickers.iterrows():
tickerCode = row[0]
equity = Equity(tickerCode)
equityDataFrame = equity.dataFrame()
smaIndicator = IndicatorSMA(equityDataFrame, tickerCode)
smaIndicator.updateIndicator()
emaIndicator = IndicatorEMA(equityDataFrame, tickerCode)
emaIndicator.updateIndicator()
bbIndicator = IndicatorBB20(equityDataFrame, tickerCode)
bbIndicator.updateIndicator()
rocIndicator = IndicatorROC(equityDataFrame, tickerCode)
rocIndicator.updateIndicator()
macdIndicator = IndicatorMACD(equityDataFrame, tickerCode)
macdIndicator.updateIndicator()
stochIndicator = IndicatorSTOCH(equityDataFrame, tickerCode)
stochIndicator.updateIndicator()
rsiIndicator = IndicatorRSI(equityDataFrame, tickerCode)
rsiIndicator.updateIndicator()
adxIndicator = IndicatorADX(equityDataFrame, tickerCode)
adxIndicator.updateIndicator()
aroonIndicator = IndicatorAROON(equityDataFrame, tickerCode)
aroonIndicator.updateIndicator()
dxIndicator = IndicatorDX(equityDataFrame, tickerCode)
dxIndicator.updateIndicator()
TeamCity.setBuildResultText("Updated Indicators")
else:
Logger.log(logging.ERROR, "Missing Options", {
"scope": __name__,
"options": str(argv)
})
usage()
sys.exit(2)