def test_ExitSignal(self):
position = EntrySignal(self.aapl, 2, 3, EntrySignal.CLOSE)
position.volume = 1
position.price_entry = 580
position.date_entry = date(2012, 5, 1)
del position.price
self.assertFalse(position.is_entry_signal())
self.assertFalse(position.is_exit_signal())
self.assertTrue(position.is_position())
self.assertFalse(position.is_trade())
es = ExitSignal(position, 4, 5, ExitSignal.OPEN)
self.assertFalse(es.is_entry_signal())
self.assertTrue(es.is_exit_signal())
self.assertFalse(es.is_position())
self.assertFalse(es.is_trade())
self.assertEqual(es.at, es.OPEN)
self.assertEqual(es.stock, self.aapl)
self.assertEqual(es.method, 2)
self.assertEqual(es.rule_entry, 3)
self.assertEqual(es.rule_exit, 5)
self.assertEqual(es.price_entry, 580)
self.assertIsNone(es.price)
self.assertEqual(es.buydelay, 4)
self.assertFalse(es.is_conditional())
self.assertTrue(es.is_unconditional())
self.assertTrue(es.is_for(position))
es = ExitSignal(position, 4, 5, ExitSignal.STOP, 300)
self.assertTrue(es.is_conditional())
self.assertFalse(es.is_unconditional())
self.assertFalse(es.is_entry_signal())
self.assertTrue(es.is_exit_signal())
self.assertFalse(es.is_position())
self.assertFalse(es.is_trade())
self.assertTrue(es.is_for(position))
position2 = EntrySignal(self.aapl, 8, 3, EntrySignal.STOP, 580)
self.assertFalse(es.is_for(position2))
position2 = EntrySignal(self.intc, 2, 3, EntrySignal.STOP, 580)
self.assertFalse(es.is_for(position2))
position2 = EntrySignal(self.intc, 8, 3, EntrySignal.STOP, 580)
self.assertFalse(es.is_for(position2))
es = ExitSignal(position, 4, 5, ExitSignal.OPEN)
self.assertFalse(es.is_entry_signal())
self.assertTrue(es.is_exit_signal())
self.assertFalse(es.is_position())
self.assertFalse(es.is_trade())
self.assertTrue(es.execute(date(2012, 6, 8)))
self.assertEqual(es.price_exit, 571.6)
self.assertFalse(es.is_entry_signal())
self.assertFalse(es.is_exit_signal())
self.assertFalse(es.is_position())
self.assertTrue(es.is_trade())
es = ExitSignal(position, 4, 5, ExitSignal.CLOSE)
self.assertFalse(es.is_entry_signal())
self.assertTrue(es.is_exit_signal())
self.assertFalse(es.is_position())
self.assertFalse(es.is_trade())
self.assertTrue(es.execute(date(2012, 6, 11)))
self.assertEqual(es.price_exit, 571.17)
self.assertFalse(es.is_entry_signal())
self.assertFalse(es.is_exit_signal())
self.assertFalse(es.is_position())
self.assertTrue(es.is_trade())
testdate = date(2012, 6, 1)
p1 = 560.12
p2 = 565.12
p3 = 570.12
p4 = 575.12
p_open = 569.16
# position = EntrySignal(self.aapl, 2, 3, EntrySignal.CLOSE)
# position.volume = 1
# position.price_entry = 580
# position.date_entry = date(2012, 5, 1)
# del position.price
# es = ExitSignal(position, 4, 5, ExitSignal.OPEN)
for price, xs, xl in (
(p1, None, p_open),
(p2, p2, p_open),
(p3, p_open, p3),
(p4, p_open, None)):
# entry at (or below) limit
# es = ExitSignal(self.aapl, 2, 3, EntrySignal.LIMIT, price)
es = ExitSignal(position, 4, 5, ExitSignal.LIMIT, price)
self.assertEqual(es.execute(testdate), bool(xl))
if bool(xl):
self.assertFalse(es.is_entry_signal())
self.assertFalse(es.is_exit_signal())
self.assertFalse(es.is_position())
self.assertTrue(es.is_trade())
self.assertEqual(es.price_exit, xl)
self.assertRaises(AttributeError, getattr, es, 'price')
self.assertEqual(es.date_exit, testdate)
with self.assertRaises(AttributeError):
x = es.at
else:
self.assertFalse(es.is_entry_signal())
self.assertTrue(es.is_exit_signal())
self.assertFalse(es.is_position())
self.assertFalse(es.is_trade())
self.assertEqual(es.price, price)
self.assertRaises(AttributeError, getattr, es, 'price_exit')
self.assertRaises(AttributeError, getattr, es, 'date_exit')
self.assertEqual(es.at, es.LIMIT)
# entry at (or above) stop
# es = ExitSignal(self.aapl, 2, 3, EntrySignal.STOP, price)
es = ExitSignal(position, 4, 5, ExitSignal.STOP, price)
self.assertEqual(es.execute(testdate), bool(xs))
if bool(xs):
self.assertFalse(es.is_entry_signal())
self.assertFalse(es.is_exit_signal())
self.assertFalse(es.is_position())
self.assertTrue(es.is_trade())
self.assertEqual(es.price_exit, xs)
self.assertRaises(AttributeError, getattr, es, 'price')
self.assertEqual(es.date_exit, testdate)
with self.assertRaises(AttributeError):
x = es.at
else:
self.assertFalse(es.is_entry_signal())
self.assertTrue(es.is_exit_signal())
self.assertFalse(es.is_position())
self.assertFalse(es.is_trade())
self.assertEqual(es.price, price)
self.assertRaises(AttributeError, getattr, es, 'price_exit')
self.assertRaises(AttributeError, getattr, es, 'date_exit')
self.assertEqual(es.at, es.STOP)
def test_EntrySignal(self):
es = EntrySignal(self.aapl, 2, 3, EntrySignal.OPEN)
self.assertEqual(es.get_data(), {'price_exit': None, 'date_exit': None, 'rule_entry': 3, 'method': 2, 'volume': None, 'price_entry': None, 'rule_exit': None, 'date_entry': None, 'buydelay': None, 'stock': self.aapl})
self.assertTrue(es.is_unconditional())
self.assertFalse(es.is_conditional())
self.assertTrue(es.is_entry_signal())
self.assertFalse(es.is_exit_signal())
self.assertFalse(es.is_position())
self.assertFalse(es.is_trade())
self.assertEqual(es.at, es.OPEN)
self.assertEqual(es.stock, self.aapl)
self.assertEqual(es.method, 2)
self.assertEqual(es.rule_entry, 3)
self.assertIsNone(es.price)
testdate = date(2012, 6, 11)
p1 = 570.12
p2 = 575.12
p3 = 588.12
p4 = 590.12
p_open = 587.72
for price, nl, ns in (
(p1, None, p_open),
(p2, p2, p_open),
(p3, p_open, p3),
(p4, p_open, None)):
# entry at (or below) limit
es = EntrySignal(self.aapl, 2, 3, EntrySignal.LIMIT, price)
self.assertEqual(es.get_data(), {'price_exit': None, 'date_exit': None, 'rule_entry': 3, 'method': 2, 'volume': None, 'price_entry': price, 'rule_exit': None, 'date_entry': None, 'buydelay': None, 'stock': self.aapl})
self.assertFalse(es.is_unconditional())
self.assertTrue(es.is_conditional())
self.assertTrue(es.is_entry_signal())
self.assertFalse(es.is_exit_signal())
self.assertFalse(es.is_position())
self.assertFalse(es.is_trade())
self.assertEqual(es.execute(testdate), bool(nl))
if bool(nl):
self.assertEqual(es.get_data(), {'price_exit': None, 'date_exit': None, 'rule_entry': 3, 'method': 2, 'volume': None, 'price_entry': nl, 'rule_exit': None, 'date_entry': testdate, 'buydelay': None, 'stock': self.aapl})
self.assertRaises(AttributeError, es.is_unconditional)
self.assertRaises(AttributeError, es.is_conditional)
self.assertFalse(es.is_entry_signal())
self.assertFalse(es.is_exit_signal())
self.assertTrue(es.is_position())
self.assertFalse(es.is_trade())
self.assertEqual(es.price_entry, nl)
self.assertRaises(AttributeError, getattr, es, 'price')
self.assertEqual(es.date_entry, testdate)
with self.assertRaises(AttributeError):
x = es.at
else:
self.assertEqual(es.get_data(), {'price_exit': None, 'date_exit': None, 'rule_entry': 3, 'method': 2, 'volume': None, 'price_entry': price, 'rule_exit': None, 'date_entry': None, 'buydelay': None, 'stock': self.aapl})
self.assertFalse(es.is_unconditional())
self.assertTrue(es.is_conditional())
self.assertTrue(es.is_entry_signal())
self.assertFalse(es.is_exit_signal())
self.assertFalse(es.is_position())
self.assertFalse(es.is_trade())
self.assertEqual(es.price, price)
self.assertRaises(AttributeError, getattr, es, 'price_entry')
self.assertRaises(AttributeError, getattr, es, 'date_entry')
self.assertEqual(es.at, es.LIMIT)
# entry at (or above) stop
es = EntrySignal(self.aapl, 2, 3, EntrySignal.STOP, price)
self.assertEqual(es.get_data(), {'price_exit': None, 'date_exit': None, 'rule_entry': 3, 'method': 2, 'volume': None, 'price_entry': price, 'rule_exit': None, 'date_entry': None, 'buydelay': None, 'stock': self.aapl})
self.assertFalse(es.is_unconditional())
self.assertTrue(es.is_conditional())
self.assertTrue(es.is_entry_signal())
self.assertFalse(es.is_exit_signal())
self.assertFalse(es.is_position())
self.assertFalse(es.is_trade())
self.assertEqual(es.execute(testdate), bool(ns))
if bool(ns):
self.assertEqual(es.get_data(), {'price_exit': None, 'date_exit': None, 'rule_entry': 3, 'method': 2, 'volume': None, 'price_entry': ns, 'rule_exit': None, 'date_entry': testdate, 'buydelay': None, 'stock': self.aapl})
self.assertRaises(AttributeError, es.is_unconditional)
self.assertRaises(AttributeError, es.is_conditional)
self.assertFalse(es.is_entry_signal())
self.assertFalse(es.is_exit_signal())
self.assertTrue(es.is_position())
self.assertFalse(es.is_trade())
self.assertEqual(es.price_entry, ns)
self.assertRaises(AttributeError, getattr, es, 'price')
self.assertEqual(es.date_entry, testdate)
with self.assertRaises(AttributeError):
x = es.at
else:
self.assertEqual(es.get_data(), {'price_exit': None, 'date_exit': None, 'rule_entry': 3, 'method': 2, 'volume': None, 'price_entry': price, 'rule_exit': None, 'date_entry': None, 'buydelay': None, 'stock': self.aapl})
self.assertFalse(es.is_unconditional())
self.assertTrue(es.is_conditional())
self.assertTrue(es.is_entry_signal())
self.assertFalse(es.is_exit_signal())
self.assertFalse(es.is_position())
self.assertFalse(es.is_trade())
self.assertEqual(es.price, price)
self.assertRaises(AttributeError, getattr, es, 'price_entry')
self.assertRaises(AttributeError, getattr, es, 'date_entry')
self.assertEqual(es.at, es.STOP)
