class MarketDataTester(unittest.TestCase): def setUp(self): self.ticker = "YAHOO/INDEX_GSPC" self.ref = MarketData(self.ticker) def action(self): self.data = self.ref.get_data(self.start, self.end, self.frequency) def test_frequency_should_return_correct_value(self): assert Frequency.Month.value == "monthly" def test_quandl_should_return_some_data(self): self.start = "2013-01-01" self.end = "2013-12-31" self.frequency = Frequency.Day.value self.action() assert len(self.data.index) > 0 def test_quandl_should_return_correct_monthly_data(self): self.start = "2013-01-01" self.end = "2013-12-31" self.frequency = Frequency.Month.value self.action() assert len(self.data.index) == 12
def test_strategy_with_real_data(self): start = "2013-01-01" end = "2013-12-31" frequency = Frequency.Day.value ref = MarketData("YAHOO/INDEX_GSPC") market_data = ref.get_data(start, end, frequency) self.data = pandas.DataFrame(np.repeat(1, len(market_data.index))) self.data["Close"] = market_data["Close"].tolist() result = self.strategy.get_result(self.data)
def setUp(self): pass start = "2013-01-01" end = "2013-12-31" frequency = Frequency.Day.value ref = MarketData("YAHOO/INDEX_GSPC") self.market_data = ref.get_data(start, end, frequency) self.data = pandas.DataFrame(np.repeat(1, len(self.market_data.index))) self.data['Close'] = self.market_data['Close'].tolist()
def setUp(self): start = "2010-12-01" end = "2010-12-31" frequency = Frequency.Day.value ref = MarketData("YAHOO/INDEX_GSPC") self.market_data = ref.get_data(start, end, frequency) self.data = pandas.DataFrame(np.repeat(1, len(self.market_data.index))) self.data['Close'] = self.market_data['Close'].tolist() self.strategyList = ["MA", "MT", "SP", "BB"] start = time.time() for strategyName in self.strategyList: strategy = StrategyFactory.get_strategy(strategyName) strategy.get_result(self.data) print time.time() - start