def test_backtest():
"""
Ensures that the backtest function works on all the registered strategies, with their default parameter values
"""
sample = pd.read_csv(SAMPLE_CSV, parse_dates=["dt"])
# Simulate custom indicator
sample["custom"] = np.random.random((sample.shape[0], )) * 100
for strategy in STRATEGY_MAPPING.keys():
if strategy == "sentiment":
data = get_yahoo_data("TSLA", "2020-01-01", "2020-07-04")
sentiments = get_bt_news_sentiment(keyword="tesla", page_nums=2)
cerebro = backtest(strategy,
data,
sentiments=sentiments,
senti=0.4,
plot=False)
errmsg = "Backtest encountered error for strategy '{}'!".format(
strategy)
assert cerebro is not None, errmsg
else:
cerebro = backtest(strategy, sample, plot=False)
errmsg = "Backtest encountered error for strategy '{}'!".format(
strategy)
assert cerebro is not None, errmsg
def test_backtest():
"""
Ensures that the backtest function works on all the registered strategies, with their default parameter values
"""
sample = pd.read_csv(SAMPLE_CSV, parse_dates=["dt"])
# Simulate custom indicator
sample["custom"] = np.random.random((sample.shape[0], )) * 100
for strategy in STRATEGY_MAPPING.keys():
if strategy == "sentiment":
data = get_yahoo_data("TSLA",
"2020-01-01",
"2020-07-04",
dividends=True)
# use cached data instead of scraping for tests purposes.
# sentiments = get_bt_news_sentiment(keyword="tesla", page_nums=2)
with open(SENTI_PKL, "rb") as handle:
sentiments = pickle.load(handle)
cerebro = backtest(strategy,
data,
sentiments=sentiments,
senti=0.4,
plot=False)
errmsg = "Backtest encountered error for strategy '{}'!".format(
strategy)
assert cerebro is not None, errmsg
data_disclosures = get_stock_data(
"TSLA",
"2020-01-01",
"2020-09-30",
dividends=True, # source="phisix"
)
# sentiments_disclosures = get_disclosure_sentiment(
# stock_code="JFC",
# start_date="2020-07-01",
# end_date="2020-09-30",
# )
with open(DISCLOSURE_PKL, "rb") as handle_disclosures:
sentiments_disclosures = pickle.load(handle_disclosures)
cerebro_disclosures = backtest(
strategy,
data_disclosures,
sentiments=sentiments_disclosures,
senti=0.2,
plot=False,
)
errmsg_disclosures = "Backtest encountered error for strategy '{}'!".format(
strategy)
assert cerebro_disclosures is not None, errmsg_disclosures
else:
cerebro = backtest(strategy, sample, plot=False)
errmsg = "Backtest encountered error for strategy '{}'!".format(
strategy)
assert cerebro is not None, errmsg
def test_backtest():
"""
Ensures that the backtest function works on all the registered strategies, with their default parameter values
"""
sample = pd.read_csv(SAMPLE_CSV, parse_dates=["dt"])
for strategy in STRATEGY_MAPPING.keys():
if strategy == "sentiment":
data = get_yahoo_data("TSLA", "2020-01-01", "2020-06-10")
cerebro = backtest(
strategy, data, keyword="tesla", page_nums=2, senti=0.4
)
errmsg = "Backtest encountered error for strategy '{}'!".format(
strategy
)
assert cerebro is not None, errmsg
else:
cerebro = backtest(strategy, sample, plot=False)
errmsg = "Backtest encountered error for strategy '{}'!".format(
strategy
)
assert cerebro is not None, errmsg
def test_get_yahoo_data_dividend():
stock_df = get_yahoo_data(MSFT_SYMBOL,
MSFT_SYMBOL_START,
MSFT_SYMBOL_STOP,
dividends=True)
assert isinstance(stock_df, pd.DataFrame)
def test_get_yahoo_data():
stock_df = get_yahoo_data(YAHOO_SYMBOL, DATE_START, DATE_END)
assert isinstance(stock_df, pd.DataFrame)
