def test_equity_sp_9_dollars_actual_close(self):
dt_start = dt.datetime(2008, 1, 1)
dt_end = dt.datetime(2009, 12, 31)
dataobj = da.DataAccess('Yahoo')
ls_symbols = dataobj.get_symbols_from_list('sp5002012')
df_events, d_data = strategy_maker.find_events(dt_start, dt_end, 'SPY', ls_symbols, evt_9_dollars_actual_close)
strategy_maker.write_strategy("../data/orders_9_dollar_events.csv", df_events, strat)
build_market(50000, "../data/orders_9_dollar_events.csv", "../data/values_9_dollar_events.csv")
market_analyzer.analise_market("../data/values_9_dollar_events.csv", "SPY", "../data/9_dollar_events.png")
def test_analise_market_sim(self):
market_analyzer.analise_market("../data/values_5_dollar_events.csv", "SPY", "../data/5_dollar_events.png")