def test_simple_trade(self):
s = TradeStrategy(buy_trigger="hi::>::10.0",
sell_trigger="lo::<::11.0",
stop_trigger="lo::<::11.0",
quantity=10)
t = Trade(symbol="mock", strategy=s, mock=True)
self.assertIsNotNone(t.to_json())
def test_persist_and_load_json(self):
path = "temp/"
s = TradeStrategy(buy_trigger="hi::>::10.0",
sell_trigger="lo::<::11.0",
stop_trigger="lo::<::11.0",
quantity=10)
t = Trade(symbol="mock", strategy=s, mock=True)
t.persist(path=path)
refreshed = t.refresh()
self.assertIsNotNone(refreshed)
self.assertEqual(refreshed.strategy.buy_trigger, s.buy_trigger)
self.assertEqual(refreshed.strategy.sell_trigger, s.sell_trigger)
self.assertEqual(refreshed.strategy.stop_trigger, s.stop_trigger)
def test_persist_and_load_json_different_file(self):
path = "temp/"
path_refresh = "resources/sample_trade_2.json"
s = TradeStrategy(buy_trigger="hi::>::10.0",
sell_trigger="lo::<::11.0",
stop_trigger="lo::<::11.0",
quantity=10)
t = Trade(symbol="mock", strategy=s, mock=True)
t.persist(path=path)
refreshed = t.refresh(path=path_refresh)
self.assertIsNotNone(refreshed)
self.assertEqual(refreshed.strategy.buy_trigger, "price::>::99.0")
self.assertEqual(refreshed.strategy.sell_trigger, "price::<::999.0")
self.assertEqual(refreshed.strategy.stop_trigger, "price::>::555.0")
def test_refresh_json_string(self):
path_refresh = "resources/sample_trade_2.json"
s = TradeStrategy(buy_trigger="hi::>::10.0",
sell_trigger="lo::<::11.0",
stop_trigger="lo::<::11.0",
quantity=10)
t = Trade(symbol="mock", strategy=s, mock=True)
with open(path_refresh, "r") as f:
json_body = f.read()
refreshed = t.refresh(json_string=json_body)
self.assertIsNotNone(refreshed)
self.assertEqual(refreshed.strategy.buy_trigger, "price::>::99.0")
self.assertEqual(refreshed.strategy.sell_trigger,
"price::<::999.0")
self.assertEqual(refreshed.strategy.stop_trigger,
"price::>::555.0")
def test_trader_config(self):
s = TradeStrategy(buy_trigger="hi::>::10.0",
sell_trigger="lo::<::11.0",
stop_trigger="lo::<::11.0",
quantity=10)
t = Trade(symbol="lee", strategy=s, mock=True)
trader = MockTrader(t)
self.assertIsNotNone(trader)
self.assertEqual(trader.config.env, "test")
self.assertEqual(trader.config.feeder_type,
MarketDataFeederType.MOCK_DATA)
self.assertEqual(trader.config.symbol, "lee")
def test_full_lifecycle_mock(self):
e = MockEmitter()
eval2 = StrategyEval()
eval2.eval_with_loss_of_investment(20, 30, 2000, "25%", commission=20)
strategy = eval2.create_trade_strategy()
trade = Trade(symbol="mock", strategy=strategy, mock=True)
trader = MockTrader(trade)
while e.not_finished() and trader.trade.active:
trader.follow_course(data=e.emit())
self.assertIsNotNone(trader.trade.summary)
self.assertIsNotNone(trader.trade.summary.gain)
def test_load_json_file(self):
path_load = "resources/sample_trade_2.json"
refreshed = Trade().load(path=path_load)
# refreshed = Trade(symbol='a').load(path=path_load)
self.assertIsNotNone(refreshed)
self.assertEqual(refreshed.symbol, "aapl")
self.assertEqual(refreshed.active, False)
self.assertEqual(refreshed.mock, False)
self.assertEqual(refreshed.strategy.buy_trigger, "price::>::99.0")
self.assertEqual(refreshed.strategy.sell_trigger, "price::<::999.0")
self.assertIsNotNone(refreshed.trade_id)
self.assertFalse(refreshed.trade_id.__contains__("None"))
def test_load_json_string(self):
path_load = "resources/sample_trade_2.json"
with open(path_load, "r") as f:
json_body = f.read()
refreshed = Trade().load(json_string=json_body)
self.assertIsNotNone(refreshed)
self.assertEqual(refreshed.symbol, "aapl")
self.assertEqual(refreshed.active, False)
self.assertEqual(refreshed.mock, False)
self.assertEqual(refreshed.strategy.buy_trigger, "price::>::99.0")
self.assertEqual(refreshed.strategy.sell_trigger,
"price::<::999.0")
def test_trade_dont_buy(self):
e = MockEmitter()
strategy = TradeStrategy(buy_trigger="price::>::20.0",
sell_trigger="price::>::7.0",
stop_trigger="price::<::5.0",
quantity=10)
trade = Trade(symbol="mock", strategy=strategy, mock=True)
trader = MockTrader(trade)
while e.not_finished() and trader.trade.active:
trader.follow_course(data=e.emit())
self.assertTrue(trader.trade.active)
self.assertEqual(trader.trade.state, TradeState.WATCHING)
def test_trade_buy_sell(self):
e = MockEmitter()
strategy = TradeStrategy(buy_trigger="price::>::2.0",
sell_trigger="price::>::7.0",
stop_trigger="price::<::5.0",
quantity=10)
trade = Trade(symbol="mock", strategy=strategy, mock=True)
trader = MockTrader(trade)
while e.not_finished() and trader.trade.active:
trader.follow_course(data=e.emit())
self.assertFalse(trader.trade.active)
self.assertEqual(trader.trade.state, TradeState.FINISHED)
self.assertIsNotNone(trader.trade.state_history)
def test_full_lifecycle_apple(self):
e = MockEmitter(data_path="resources/aapl::2018-06-01::1min.csv")
eval2 = StrategyEval()
eval2.eval_with_loss_of_investment(188.2, "3%", 2000, "10%", commission=10)
strategy = eval2.create_trade_strategy()
trade = Trade(symbol="aapl", strategy=strategy, mock=True)
trader = MockTrader(trade)
while e.not_finished() and trader.trade.active:
trader.follow_course(data=e.emit())
print(eval2.json(False))
print(trader.trade.summary.json(False))
self.assertGreater(trader.trade.summary.gain, 0)
trader.trade.persist("temp")
def test_trader_custom_config(self):
s = TradeStrategy(buy_trigger="hi::>::10.0",
sell_trigger="lo::<::11.0",
stop_trigger="lo::<::11.0",
quantity=10)
t = Trade(symbol="lee", strategy=s)
config = TraderConfig(
env="dev",
feeder_type=MarketDataFeederType.REAL_DATA_REPLAY,
market_data_interval="5min",
market_data_pull_interval_sec=10)
trader = MockTrader(t, config)
self.assertIsNotNone(trader)
self.assertEqual(trader.config.env, config.env)
self.assertEqual(trader.config.feeder_type, config.feeder_type)
self.assertEqual(trader.config.symbol, config.symbol)
def test_trade_buy_stop_activated(self):
e = MockEmitter()
# stop should sell
strategy = TradeStrategy(buy_trigger="price::>::2.0",
sell_trigger="price::>::20.0",
stop_trigger="price::<::10.0",
quantity=10)
trade = Trade(symbol="mock", strategy=strategy, mock=True)
trader = MockTrader(trade)
while e.not_finished() and trader.trade.active:
trader.follow_course(data=e.emit())
self.assertFalse(trader.trade.active)
self.assertEqual(trader.trade.state, TradeState.FINISHED)
self.assertIsNotNone(trader.trade.summary)
print(trader.trade.summary.to_json())
def test_trade_buy_holding(self):
e = MockEmitter()
strategy = TradeStrategy(buy_trigger="price::>::2.0",
sell_trigger="price::>::20.0",
stop_trigger="price::<::0.5",
quantity=10)
trade = Trade(symbol="mock", strategy=strategy, mock=True)
trader = MockTrader(trade)
while e.not_finished() and trader.trade.active:
trader.follow_course(data=e.emit())
self.assertTrue(trader.trade.active)
self.assertEqual(trader.trade.state, TradeState.HOLDING)
self.assertIsNotNone(trader.trade.summary)
self.assertIsNotNone(trader.trade.summary.gain)
self.assertNotEqual(trader.trade.summary.gain, 0)
def test_trade_buy_sell_technical_indicator(self):
df = pd.read_csv("resources/aapl::2018-06-01::1min.csv")
df = preparedata.add_moving_averages(df)
e = MockEmitter(data=df)
# stop should sell
strategy = TradeStrategy(
buy_trigger="sma_200::<::ema_20::type=ti",
sell_trigger="sma_200::>::sma_50::type=technical_indicator",
stop_trigger="last::<::1.0",
quantity=10)
trade = Trade(symbol="mock", strategy=strategy, mock=True)
trader = MockTrader(trade)
while e.not_finished() and trader.trade.active:
trader.follow_course(data=e.emit())
self.assertFalse(trader.trade.active)
self.assertEqual(trader.trade.state, TradeState.FINISHED)
print(trader.trade.summary.to_json())