# print(df_cf) #// test sma_backtesting single # df = user1.SF_pricing_data(start_date='2016-01-01') # # df = user1.SF_daily_pricing_data_from_local() # bt1 = Backtesting(df) # df1 = bt1.SMA_single_stock(sma_short=5, sma_long=30) # v1 = Visualize(df1) # v1.sma_plot_result() #// test sma_backtesting bulk # df = user1.SF_pricing_data(start_date='2016-01-01') #df = user1.SF_daily_pricing_data_from_local() # bt1 = Backtesting(df) # sma_s = [7, 12, 20, 27] # sma_l = [35, 50, 90, 120] # df2 = bt1.sma_backteting_bulk(sma_s, sma_l) # print(df2) #// test bollonger band single path = r"D:\K\HU\HU - Courses\CISC 695 Research Methodology and Writing\Assignments\sample_data\boll.csv" df = user1.SF_pricing_data(start_date='2016-01-01') # df = user1.SF_daily_pricing_data_from_local() bt1 = Backtesting(df) df1 = bt1.Bollinger_single_stock(sma_period = 30, std_period = 20) df1.to_csv(path) v1 = Visualization(df1) v1.sma_plot_result()
def test_SF_daily_pricing_data(self):
usr = DataAPI(which_API='SimFin', token ='free')
result = usr.SF_pricing_data('AAPL', period='Daily', market = 'us',
start_date='2018-01-01', end_date= '2020-10-30')
self.assertIsInstance(result, pd.DataFrame)