def mock_http_calls(requests_mock):
ig_request_login(requests_mock)
ig_request_set_account(requests_mock)
ig_request_account_details(requests_mock)
ig_request_open_positions(requests_mock)
ig_request_market_info(requests_mock)
ig_request_search_market(requests_mock)
ig_request_prices(requests_mock)
ig_request_trade(requests_mock)
ig_request_confirm_trade(requests_mock)
ig_request_navigate_market(requests_mock)
ig_request_navigate_market(requests_mock,
args="668394",
data="mock_navigate_markets_markets.json")
ig_request_navigate_market(requests_mock,
args="77976799",
data="mock_navigate_markets_markets.json")
ig_request_navigate_market(requests_mock,
args="89291253",
data="mock_navigate_markets_markets.json")
ig_request_watchlist(requests_mock)
ig_request_watchlist(requests_mock,
args="12345678",
data="mock_watchlist.json")
av_request_prices(requests_mock)
av_request_macd_ext(requests_mock)
def test_find_trade_signal_sell(config, broker, requests_mock):
av_request_prices(requests_mock, data="av_daily_boll_bands_sell.json")
strategy = SimpleBollingerBands(config, broker)
# Create a mock market data from the json file
market = create_mock_market(broker)
data = strategy.fetch_datapoints(market)
tradeDir, limit, stop = strategy.find_trade_signal(market, data)
assert tradeDir is TradeDirection.NONE
assert limit is None
assert stop is None
def test_find_trade_signal_buy(config, broker, requests_mock):
av_request_prices(requests_mock, data="av_daily_boll_bands_buy.json")
strategy = SimpleBollingerBands(config, broker)
# Create a mock market data from the json file
market = create_mock_market(broker)
# Call function to test
data = strategy.fetch_datapoints(market)
tradeDir, limit, stop = strategy.find_trade_signal(market, data)
assert tradeDir is not None
assert limit is not None
assert stop is not None
assert tradeDir == TradeDirection.BUY
assert (
limit == market.offer + market.offer *
config.config["strategies"]["simple_boll_bands"]["limit_perc"] / 100)
assert (
stop == market.bid - market.bid *
config.config["strategies"]["simple_boll_bands"]["stop_perc"] / 100)
def test_backtest(config, broker, requests_mock):
av_request_macd_ext(requests_mock, data="mock_macd_ext_buy.json")
av_request_prices(requests_mock)
strategy = SimpleMACD(config, broker)
# Create a mock market data from the json file
market = create_mock_market(broker, requests_mock)
result = strategy.backtest(
market,
dt.strptime("2018-01-01", "%Y-%m-%d"),
dt.strptime("2018-06-01", "%Y-%m-%d"),
)
assert "balance" in result
assert result["balance"] is not None
assert result["balance"] == 997.9299999999998
assert "trades" in result
assert len(result["trades"]) == 8