def setUp(self):
self.pubsub = MockRedis()
self.trans = connection.begin()
self.session = Session(connection)
currency = Currency(name='Pesos', code='ARG')
self.exchange = Exchange(name='Merval', code='MERV', currency=currency)
self.owner = Owner(name='poor owner')
self.broker = Broker(name='broker1')
self.account = Account(owner=self.owner, broker=self.broker)
self.account.deposit(Money(amount=10000, currency=currency))
def setUp(self):
pesos = Currency(name='Pesos', code='ARG')
merval = Exchange(name='Merval', code='MERV', currency=pesos)
owner = Owner(name='test user')
self.account = Account(owner=owner)
self.security = Stock(symbol='YPF', exchange=merval)
self.tick = {
'pattern': None,
'data': {
'volume30d': '12165.08453826',
'timestamp': '1446070419',
'high': '305',
'ask': 302.7022,
'last': '302.632',
'bid': 301.0001,
'low': '294.51',
'volume': '437.07501250'
},
'type': 'message',
'security': self.security,
'channel': b'BTC'
}
engine = create_engine('sqlite://')
session_factory = sessionmaker(bind=engine)
Session = scoped_session(session_factory)
session = Session()
Base.metadata.create_all(engine)
usd = Currency(name='Dollar', code='USD')
nasdaq = Exchange(name='NASDAQ', currency=usd)
stock_ebay = Stock(symbol='EBAY',
exchange=nasdaq,
ISIN='US2786421030',
description='')
owner = Owner(name='Lucky')
broker = Broker(name='Cheap Broker')
account = Account(owner=owner, broker=broker)
pesos = Currency(name='Pesos', code='ARG')
account.deposit(Money(amount=1000, currency=pesos))
config_file = "backtest_smaPortfolio.ini"
config = PyConfig(config_file)
strategy = StrategyFactory.create_strategy(
config.get(CONF_ULTRAFINANCE_SECTION, CONF_STRATEGY_NAME),
config.getSection(CONF_ULTRAFINANCE_SECTION))
th_tick_feeder = TickFeederThread(config,
redis_conn,
securities=[stock_ebay])
start = datetime.now()
end = datetime.now() - timedelta(days=30)
th_trading_engine = TradingEngineThread(redis_conn.pubsub(),
