def testCompInv_1(self):
files = [os.path.join("samples", "data", src) for src in ["aeti-2011-yahoofinance.csv", "egan-2011-yahoofinance.csv", "simo-2011-yahoofinance.csv", "glng-2011-yahoofinance.csv"]]
with common.CopyFiles(files, "."):
lines = common.run_sample_script("compinv-1.py")
# Skip the first two lines that have debug messages from the
# broker.
self.assertTrue(common.compare_head("compinv-1.output", lines[2:]))
def testTechnical_1(self):
res = common.run_sample_script("technical-1.py")
self.assertTrue(res.exit_ok())
lines = res.get_output_lines()
self.assertEqual(lines,
common.head_file("technical-1.output", len(lines)))
def testTechnical_1(self):
res = common.run_sample_script("technical-1.py")
lines = res.get_output_lines()
self.assertEqual(
lines,
common.head_file("technical-1.output", len(lines), path="../samples")
)
def testCompInv_1(self):
files = [os.path.join("samples", "data", src) for src in ["aeti-2011-yahoofinance.csv", "egan-2011-yahoofinance.csv", "simo-2011-yahoofinance.csv", "glng-2011-yahoofinance.csv"]]
with common.CopyFiles(files, "."):
lines = common.run_sample_script("compinv-1.py")
# Skip the first two lines that have debug messages from the
# broker.
self.assertTrue(common.compare_head("compinv-1.output", lines[2:]))
def testTutorial4(self):
with common.CopyFiles(
[os.path.join("testcases", "data", "orcl-2000.csv")], "."):
res = common.run_sample_script("tutorial-4.py")
self.assertTrue(
common.compare_head("tutorial-4.output",
res.get_output_lines(True)))
self.assertTrue(res.exit_ok())
def testSampleStrategyAnalyzer(self):
with common.CopyFiles(
[os.path.join("testcases", "data", "orcl-2000.csv")], "."):
res = common.run_sample_script("sample-strategy-analyzer.py")
self.assertTrue(
common.compare_head("sample-strategy-analyzer.output",
res.get_output_lines(True)))
self.assertTrue(res.exit_ok())
def testSampleStrategyAnalyzer(self):
with common.CopyFiles(
[os.path.join("testcases", "data", "orcl-2000.csv")], "."):
lines = common.run_sample_script(
"sample-strategy-analyzer.py").split("\n")
self.assertTrue(
common.compare_head("sample-strategy-analyzer.output",
lines[:-1]))
def testTutorial3(self):
with common.CopyFiles(
[os.path.join("testcases", "data", "orcl-2000.csv")], "."):
lines = common.run_sample_script("tutorial-3.py").split("\n")
self.assertTrue(
common.compare_head("tutorial-3.output", lines[:30]))
self.assertTrue(
common.compare_tail("tutorial-3.output", lines[-4:-1]))
def testTutorial4(self):
with common.CopyFiles(
[os.path.join("testcases", "data", "orcl-2000.csv")], "."):
res = common.run_sample_script("tutorial-4.py")
lines = res.get_output_lines(True)
self.assertEqual(common.head_file("tutorial-4.output", len(lines)),
lines)
self.assertTrue(res.exit_ok())
def testTutorial3(self):
with common.CopyFiles(
[os.path.join("testcases", "data", "orcl-2000.csv")], "."):
res = common.run_sample_script("tutorial-3.py")
self.assertEqual(common.head_file("tutorial-3.output", 30),
res.get_output_lines(True)[:30])
self.assertEqual(common.tail_file("tutorial-3.output", 3),
res.get_output_lines(True)[-3:])
self.assertTrue(res.exit_ok())
def testTutorial4(self):
with common.CopyFiles([os.path.join("testcases", "data", "orcl-2000.csv")], "."):
res = common.run_sample_script("tutorial-4.py")
lines = res.get_output_lines(True)
self.assertEqual(
common.head_file("tutorial-4.output", len(lines)),
lines
)
self.assertTrue(res.exit_ok())
def testTechnical_1(self):
res = common.run_sample_script("technical-1.py")
self.assertTrue(res.exit_ok())
lines = res.get_output_lines()
self.assertEqual(
lines,
common.head_file("technical-1.output", len(lines))
)
def testSampleStrategyAnalyzer(self):
with common.CopyFiles([os.path.join("data", "orcl-2000.csv")], "."):
res = common.run_sample_script("sample-strategy-analyzer.py")
lines = res.get_output_lines()
self.assertEqual(
lines,
common.head_file("sample-strategy-analyzer.output", len(lines), path="../samples")
)
def testSampleStrategyAnalyzer(self):
with common.CopyFiles([os.path.join("testcases", "data", "orcl-2000.csv")], "."):
res = common.run_sample_script("sample-strategy-analyzer.py")
self.assertTrue(res.exit_ok())
lines = res.get_output_lines()
self.assertEqual(
lines,
common.head_file("sample-strategy-analyzer.output", len(lines))
)
def testCompInv_1(self):
files = [
os.path.join("samples", "data", src) for src in [
"aeti-2011-yahoofinance.csv", "egan-2011-yahoofinance.csv",
"simo-2011-yahoofinance.csv", "glng-2011-yahoofinance.csv"
]
]
with common.CopyFiles(files, "."):
lines = common.run_sample_script("compinv-1.py").split("\n")
self.assertTrue(common.compare_head("compinv-1.output",
lines[:-1]))
def testTutorial2(self):
with common.CopyFiles([os.path.join("data", "orcl-2000.csv")], "."):
res = common.run_sample_script("tutorial-2.py")
self.assertEqual(
common.head_file("tutorial-2.output", 15, path="../samples"),
res.get_output_lines(True)[:15]
)
self.assertEqual(
common.tail_file("tutorial-2.output", 3, path="../samples"),
res.get_output_lines(True)[-3:]
)
def testCompInv_1(self):
files = [os.path.join("samples", "data", src) for src in ["aeti-2011-yahoofinance.csv", "egan-2011-yahoofinance.csv", "simo-2011-yahoofinance.csv", "glng-2011-yahoofinance.csv"]]
with common.CopyFiles(files, "."):
res = common.run_sample_script("compinv-1.py")
self.assertTrue(res.exit_ok())
# Skip the first two lines that have debug messages from the broker.
lines = res.get_output_lines()[2:]
self.assertEqual(
lines,
common.head_file("compinv-1.output", len(lines))
)
def testCSVFeed(self):
with common.CopyFiles([os.path.join("..", "samples", "data", "quandl_gold_2.csv")], "."):
res = common.run_sample_script("csvfeed_1.py")
lines = res.get_output_lines(True)
self.assertEqual(
common.head_file("csvfeed_1.output", 10, path="../samples"),
lines[0:10]
)
self.assertEqual(
common.tail_file("csvfeed_1.output", 10, path="../samples"),
lines[-10:]
)
def testTutorial3(self):
with common.CopyFiles([os.path.join("testcases", "data", "orcl-2000.csv")], "."):
res = common.run_sample_script("tutorial-3.py")
self.assertEqual(
common.head_file("tutorial-3.output", 30),
res.get_output_lines(True)[:30]
)
self.assertEqual(
common.tail_file("tutorial-3.output", 3),
res.get_output_lines(True)[-3:]
)
self.assertTrue(res.exit_ok())
def testErnieChanGldVsGdx(self):
files = []
for year in range(2006, 2013):
for symbol in ["gld", "gdx"]:
fileName = "%s-%d-yahoofinance.csv" % (symbol, year)
files.append(os.path.join("..", "samples", "data", fileName))
with common.CopyFiles(files, "."):
res = common.run_sample_script("statarb_erniechan.py")
self.assertEqual(
res.get_output_lines()[-1:],
common.tail_file("statarb_erniechan.output", 1, path="../samples")
)
def testSMACrossOver(self):
files = []
for year in range(2011, 2013):
for symbol in ["aapl"]:
fileName = "%s-%d-yahoofinance.csv" % (symbol, year)
files.append(os.path.join("..", "samples", "data", fileName))
with common.CopyFiles(files, "."):
res = common.run_sample_script("sma_crossover_sample.py")
self.assertEqual(
res.get_output_lines()[-1:],
common.tail_file("sma_crossover.output", 1)
)
def testVWAPMomentum(self):
files = []
for year in range(2011, 2013):
for symbol in ["aapl"]:
fileName = "%s-%d-yahoofinance.csv" % (symbol, year)
files.append(os.path.join("..", "samples", "data", fileName))
with common.CopyFiles(files, "."):
res = common.run_sample_script("vwap_momentum.py")
self.assertEqual(
res.get_output_lines()[-1:],
common.tail_file("vwap_momentum.output", 1, path="../samples")
)
def testTechnical_1(self):
res = common.run_sample_script("technical-1.py")
self.assertTrue(common.compare_head("technical-1.output", res.get_output_lines(True)))
self.assertTrue(res.exit_ok())
def testSampleStrategyAnalyzer(self):
with common.CopyFiles([os.path.join("testcases", "data", "orcl-2000.csv")], "."):
res = common.run_sample_script("sample-strategy-analyzer.py")
self.assertTrue(common.compare_head("sample-strategy-analyzer.output", res.get_output_lines(True)))
self.assertTrue(res.exit_ok())
def testTutorial4(self):
with common.CopyFiles([os.path.join("testcases", "data", "orcl-2000.csv")], "."):
res = common.run_sample_script("tutorial-4.py")
self.assertTrue(common.compare_head("tutorial-4.output", res.get_output_lines(True)))
self.assertTrue(res.exit_ok())
def testTechnical_1(self):
lines = common.run_sample_script("technical-1.py").split("\n")
self.assertTrue(common.compare_head("technical-1.output", lines[:-1]))
def testTutorial4(self):
with common.CopyFiles([os.path.join("testcases", "data", "orcl-2000.csv")], "."):
lines = common.run_sample_script("tutorial-4.py").split("\n")
self.assertTrue(common.compare_head("tutorial-4.output", lines[:-1]))
def testCompInv_1(self):
files = [os.path.join("samples", "data", src) for src in ["aeti-2011-yahoofinance.csv", "egan-2011-yahoofinance.csv", "simo-2011-yahoofinance.csv", "glng-2011-yahoofinance.csv"]]
with common.CopyFiles(files, "."):
lines = common.run_sample_script("compinv-1.py").split("\n")
self.assertTrue(common.compare_head("compinv-1.output", lines[:-1]))
def testTechnical_1(self):
res = common.run_sample_script("technical-1.py")
self.assertTrue(
common.compare_head("technical-1.output",
res.get_output_lines(True)))
self.assertTrue(res.exit_ok())
def testSampleStrategyAnalyzer(self):
with common.CopyFiles([os.path.join("testcases", "data", "orcl-2000.csv")], "."):
lines = common.run_sample_script("sample-strategy-analyzer.py").split("\n")
self.assertTrue(common.compare_head("sample-strategy-analyzer.output", lines[:-1]))
def testTechnical_1(self):
lines = common.run_sample_script("technical-1.py")
self.assertTrue(common.compare_head("technical-1.output", lines))
def testTutorial3(self):
with common.CopyFiles([os.path.join("testcases", "data", "orcl-2000.csv")], "."):
lines = common.run_sample_script("tutorial-3.py")
self.assertTrue(common.compare_head("tutorial-3.output", lines[:30]))
self.assertTrue(common.compare_tail("tutorial-3.output", lines[-3:]))
