def test_proccess_logic_and_actions_enter_exit_confirmations_multi_2():
mock_df = pd.read_csv("./test/ohlcv_data.csv.txt",
parse_dates=True).set_index("date")
# fake an indicator
mock_df["ind_1"] = [5, 5, 5, 2, 6, 7, 9, 9, 1]
mock_backtest = {
"enter": [["ind_1", "=", 5, 2]],
"any_enter": [],
"exit": [["ind_1", ">", 6, 3]],
"any_exit": [],
}
res = process_logic_and_generate_actions(mock_df, mock_backtest)
print(res)
assert list(res.action.values) == [
"h",
"e",
"e",
"h",
"h",
"h",
"h",
"x",
"h",
]
def test_proccess_logic_and_actions_enter_exit_confirmations_multi():
mock_df = pd.read_csv("./test/ohlcv_data.csv.txt",
parse_dates=True).set_index("date")
# fake an indicator
mock_df["ind_1"] = [0, 1, 2, 4, 5, 6, 7, 8, 9]
mock_df["ind_2"] = [5, 5, 4, 2, 6, 4, 9, 9, 1]
mock_df["ind_3"] = [1, 1, 2, 3, 5, 9, 9, 9, 8]
mock_backtest = {
"enter": [["ind_1", "<", 2, 2]],
"any_enter": [],
"exit": [["ind_2", ">", 8, 2], ["ind_3", "<", 8, 3]],
"any_exit": [],
}
res = process_logic_and_generate_actions(mock_df, mock_backtest)
assert list(res.action.values) == [
"h",
"e",
"h",
"h",
"h",
"h",
"h",
"h",
"h",
]
def test_proccess_logic_and_actions_multi_enter_exit():
mock_df = pd.read_csv("./test/ohlcv_data.csv.txt",
parse_dates=True).set_index("date")
# fake an indicator
mock_df["ind_1"] = [0, 1, 2, 4, 5, 6, 7, 8, 9]
mock_backtest = {
"exit": [["ind_1", ">", 8], ["ind_1", "<", 10]],
"any_exit": [],
"enter": [["ind_1", "<", 9], ["ind_1", ">", 7]],
"any_enter": [],
}
res = process_logic_and_generate_actions(mock_df, mock_backtest)
assert list(res.action.values) == [
"h",
"h",
"h",
"h",
"h",
"h",
"h",
"e",
"x",
]
def test_proccess_logic_and_actions_3():
mock_df = pd.read_csv("./test/ohlcv_data.csv.txt",
parse_dates=True).set_index("date")
mock_backtest = {
"exit": [],
"any_exit": [["close", ">", 0.02199]],
"enter": [],
"any_enter": [],
}
res = process_logic_and_generate_actions(mock_df, mock_backtest)
assert res.action.values[5] == "ax"
def test_proccess_logic_and_actions_4():
mock_df = pd.read_csv("./test/ohlcv_data.csv.txt",
parse_dates=True).set_index("date")
mock_df["ind_1"] = [0, 0, 0, 0, 1, 1, 1, 0, 0]
mock_backtest = {
"exit": [],
"any_exit": [],
"enter": [["ind_1", "=", 1, 3]],
"any_enter": [],
}
res = process_logic_and_generate_actions(mock_df, mock_backtest)
assert res.action.values[6] == "e"
def test_proccess_logic_and_actions_1():
mock_df = pd.read_csv("./test/ohlcv_data.csv.txt",
parse_dates=True).set_index("date")
mock_backtest = {
"exit": [],
"any_exit": [],
"enter": [],
"any_enter": [],
}
res = process_logic_and_generate_actions(mock_df, mock_backtest)
assert isinstance(res, pd.DataFrame)
def test_proccess_logic_and_actions_single_enter():
mock_df = pd.read_csv("./test/ohlcv_data.csv.txt",
parse_dates=True).set_index("date")
mock_backtest = {
"exit": [],
"any_exit": [],
"enter": [["volume", ">", 171000]],
"any_enter": [],
}
res = process_logic_and_generate_actions(mock_df, mock_backtest)
assert list(
res.action.values) == ["h", "h", "h", "h", "h", "e", "e", "e", "e"]
def test_proccess_logic_and_actions_no_logics():
mock_df = pd.read_csv("./test/ohlcv_data.csv.txt",
parse_dates=True).set_index("date")
mock_backtest = {
"exit": [],
"any_exit": [],
"enter": [],
"any_enter": [],
}
res = process_logic_and_generate_actions(mock_df, mock_backtest)
assert "h" in res.action.unique()
def test_proccess_logic_and_actions_single_any_exit():
mock_df = pd.read_csv("./test/ohlcv_data.csv.txt",
parse_dates=True).set_index("date")
mock_df["ind_1"] = [0, 0, 0, 0, 1, 1, 1, 0, 0]
mock_backtest = {
"exit": [],
"any_exit": [["ind_1", "=", 1]],
"enter": [],
"any_enter": [],
}
res = process_logic_and_generate_actions(mock_df, mock_backtest)
assert list(res.action) == [
"h",
"h",
"h",
"h",
"ax",
"ax",
"ax",
"h",
"h",
]
