def test_calculations(self):
from aat.strategy.calculations import main
sys.argv = [
'aat.strategy.calculations', '--folder',
os.path.join(os.path.dirname(__file__), '_aat_BACKTEST_test'),
'--strategy', 'MomentumStrategy-0', '--render', 'False'
]
if _in_cpp():
# TODO
return
main()
def test_calculations(self):
from aat.strategy.calculations import main
sys.argv = [
"aat.strategy.calculations",
"--folder",
os.path.join(os.path.dirname(__file__), "_aat_BACKTEST_test"),
"--strategy",
"MomentumStrategy-0",
"--render",
"False",
]
if _in_cpp():
# TODO
return
main()
def test_stop_order_validation(self):
if _in_cpp():
return
with pytest.raises(AssertionError):
Order(volume=0.0,
price=5.0,
side=Order.Sides.SELL,
exchange=ExchangeType(''),
order_type=Order.Types.STOP,
stop_target=Order(
volume=0.5,
price=5.0,
side=Order.Sides.SELL,
exchange=ExchangeType(''),
order_type=Order.Types.STOP,
instrument=_INSTRUMENT,
),
instrument=_INSTRUMENT)
def test_stop_order_validation(self):
if _in_cpp():
return
with pytest.raises(pydantic.ValidationError):
Order(id=1,
timestamp=datetime.now(),
volume=0.0,
price=5.0,
side=Order.Sides.SELL,
exchange=ExchangeType(''),
order_type=Order.Types.STOP,
stop_target=Order(
id=1,
timestamp=datetime.now(),
volume=0.5,
price=5.0,
side=Order.Sides.SELL,
exchange=ExchangeType(''),
order_type=Order.Types.STOP,
instrument=_INSTRUMENT,
),
instrument=_INSTRUMENT)
from typing import Any
from aat.common import _in_cpp
try:
from ...binding import InstrumentCpp # type: ignore
_CPP = _in_cpp()
except ImportError:
InstrumentCpp = object
_CPP = False
def _make_cpp_instrument(*args: Any, **kwargs: Any) -> InstrumentCpp:
return InstrumentCpp(*args, **kwargs)