def test_from_configuration_invalid(self):
with patch('support.constants.CONFIG_FILE_PATH',
"./test/config-unittest-bad/"):
with self.assertRaises(ValidationError):
PriceDispersionStrategy.from_configuration(
Configuration.from_local_config("bad-test-config.ini"),
'sa')
def test_from_configuration_valid(self):
ticker_list = TickerList.from_local_file("%s/djia30.json" %
(constants.APP_DATA_DIR))
with patch.object(util, 'get_business_date',
return_value=date(2020, 6, 3)), \
patch.object(pd, 'to_datetime',
return_value=datetime(2020, 6, 19)), \
patch.object(TickerList, 'from_s3',
return_value=ticker_list):
strategy = PriceDispersionStrategy.from_configuration(
Configuration.from_local_config(
constants.STRATEGY_CONFIG_FILE_NAME), 'sa')
self.assertEqual(strategy.analysis_start_date, date(2020, 5, 1))
self.assertEqual(strategy.analysis_end_date, date(2020, 5, 31))
self.assertEqual(strategy.current_price_date, date(2020, 6, 3))
'''
def main():
"""
Main function for this script
"""
try:
app_ns = parse_params()
log.info("Parameters:")
log.info("Application Namespace: %s" % app_ns)
business_date = util.get_business_date(
constants.BUSINESS_DATE_DAYS_LOOKBACK, constants.BUSINESS_DATE_CUTOVER_TIME)
log.info("Business Date is: %s" % business_date)
# test all connectivity upfront, so if there any issues
# the problem becomes more apparent
connector_test.test_aws_connectivity()
connector_test.test_intrinio_connectivity()
log.info('Loading Strategy Configuration "%s" from S3' %
constants.STRATEGY_CONFIG_FILE_NAME)
configuration = Configuration.try_from_s3(
constants.STRATEGY_CONFIG_FILE_NAME, app_ns)
log.info("Initalizing Trading Strategies")
strategies = [
PriceDispersionStrategy.from_configuration(configuration, app_ns),
MACDCrossoverStrategy.from_configuration(configuration, app_ns)
]
notification_list = []
for strategy in strategies:
recommendation_set = None
try:
log.info("Executing %s strategy" % strategy.STRATEGY_NAME)
recommendation_set = SecurityRecommendationSet.from_s3(
app_ns, strategy.S3_RECOMMENDATION_SET_OBJECT_NAME)
except AWSError as awe:
if not awe.resource_not_found():
raise awe
log.info("No recommendation set was found in S3.")
if recommendation_set == None \
or not recommendation_set.is_current(business_date):
strategy.generate_recommendation()
strategy.display_results()
recommendation_set = strategy.recommendation_set
recommendation_set.save_to_s3(
app_ns, strategy.S3_RECOMMENDATION_SET_OBJECT_NAME)
notification_list.append(recommendation_set)
else:
log.info(
"Recommendation set is still valid. There is nothing to do")
recommendation_svc.notify_new_recommendation(
notification_list, app_ns)
except Exception as e:
stack_trace = traceback.format_exc()
log.error("Could run script, because: %s" % (str(e)))
log.error(stack_trace)