def test_parse_strategy_name(name, expected):
"""
Test parse strategy name functionality.
:param name: Strategy name.
:param expected: Parsed strategy name to be expected.
"""
assert parse_strategy_name(
name) == expected, f"Expected parsed strategy to be: {expected}."
def setup_strategies(self, strategies: List[tuple]):
"""
Sets up strategies from list of strategies provided.
:param strategies: List of strategies to set up and apply to bot.
"""
for strategyTuple in strategies:
strategyClass = strategyTuple[0]
values = strategyTuple[1]
name = parse_strategy_name(strategyTuple[2])
# TODO: Leverage kwargs to initialize strategies.
self.strategies[name] = strategyClass(parent=self, inputs=values, precision=self.precision)
self.minPeriod = max(self.strategies[name].get_min_option_period(), self.minPeriod)
def apply_general_settings(self, settings: Dict[str, Union[float, str,
dict]]):
"""
Apples settings provided from the settings argument to the backtester object.
:param settings: Dictionary with keys and values to set.
"""
if 'takeProfitType' in settings:
self.takeProfitType = self.get_enum_from_str(
settings['takeProfitType'])
self.takeProfitPercentageDecimal = settings[
'takeProfitPercentage'] / 100
if 'lossType' in settings:
self.lossStrategy = self.get_enum_from_str(settings['lossType'])
self.lossPercentageDecimal = settings['lossPercentage'] / 100
if 'stopLossCounter' in settings:
self.smartStopLossCounter = settings['stopLossCounter']
for strategy_name, strategy_values in settings['strategies'].items():
pretty_strategy_name = strategy_name
strategy_name = parse_strategy_name(strategy_name)
if strategy_name not in self.strategies:
if type(strategy_values) == dict:
strategy_values = list(strategy_values.values())
temp_strategy_tuple = (
self.allStrategies[pretty_strategy_name], strategy_values,
pretty_strategy_name)
self.setup_strategies([temp_strategy_tuple])
continue
loop_strategy = self.strategies[strategy_name]
loop_strategy.reset_strategy_dictionary(
) # Mandatory for bugs in optimizer.
loop_strategy.trend = None # Annoying bug fix for optimizer.
if strategy_name != 'movingAverage':
loop_strategy.set_inputs(list(strategy_values.values()))
else:
loop_strategy.set_inputs([
Option(movingAverage=strategy_values['Moving Average'],
parameter=strategy_values['Parameter'],
initialBound=strategy_values['Initial'],
finalBound=strategy_values['Final'])
])
self.minPeriod = max(loop_strategy.get_min_option_period(),
self.minPeriod)
def setup_strategies(self, strategies: list):
"""
Sets up strategies from list of strategies provided.
:param strategies: List of strategies to set up and apply to bot.
"""
for strategyTuple in strategies:
strategyClass = strategyTuple[0]
values = strategyTuple[1]
name = parse_strategy_name(strategyTuple[2])
if name != 'movingAverage':
self.strategies[name] = strategyClass(self, inputs=values, precision=self.precision)
else:
values = [Option(*values[x:x + 4]) for x in range(0, len(values), 4)]
self.strategies[name] = strategyClass(self, inputs=values, precision=self.precision)
self.minPeriod = self.strategies[name].get_min_option_period()
def apply_general_settings(self, settings: Dict[str, Union[float, str,
dict]]):
"""
Apples settings provided from the settings argument to the backtester object.
:param settings: Dictionary with keys and values to set.
"""
if 'takeProfitType' in settings:
self.takeProfitType = self.get_enum_from_str(
settings['takeProfitType'])
self.takeProfitPercentageDecimal = settings[
'takeProfitPercentage'] / 100
if 'lossType' in settings:
self.lossStrategy = self.get_enum_from_str(settings['lossType'])
self.lossPercentageDecimal = settings['lossPercentage'] / 100
if 'stopLossCounter' in settings:
self.smartStopLossCounter = settings['stopLossCounter']
self.change_strategy_interval(settings['strategyIntervals'])
for strategy_name, strategy_values in settings['strategies'].items():
pretty_strategy_name = strategy_name
strategy_name = parse_strategy_name(strategy_name)
if strategy_name not in self.strategies:
if isinstance(strategy_values, dict):
strategy_values = list(strategy_values.values())
temp_strategy_tuple = (
self.allStrategies[pretty_strategy_name], strategy_values,
pretty_strategy_name)
self.setup_strategies([temp_strategy_tuple])
continue
# TODO: Leverage kwargs instead of using indexed lists.
loop_strategy = self.strategies[strategy_name]
loop_strategy.reset_strategy_dictionary(
) # Mandatory for bugs in optimizer.
loop_strategy.trend = None # Annoying bug fix for optimizer.
loop_strategy.set_inputs(list(strategy_values.values()))
self.minPeriod = max(loop_strategy.get_min_option_period(),
self.minPeriod)
def setup_strategies(self, strategies: List[tuple]):
"""
Sets up strategies from list of strategies provided.
:param strategies: List of strategies to set up and apply to bot.
"""
for strategyTuple in strategies:
strategyClass = strategyTuple[0]
values = strategyTuple[1]
name = parse_strategy_name(strategyTuple[2])
# TODO: Leverage kwargs to initialize strategies.
if name == 'movingAverage':
values = [
Option(*values[x:x + 4]) for x in range(0, len(values), 4)
]
self.strategies[name] = strategyClass(self,
inputs=values,
precision=self.precision)
elif name == 'bollingerBand':
self.strategies[name] = strategyClass(
parent=self,
volatility_n=values[0],
volatility=values[1],
volatility_calculation_type=values[2],
bb_coefficient=values[3],
bb_safety=values[4],
moving_average=values[5],
moving_average_parameter=values[6],
moving_average_n=values[7],
method=values[8],
upper_percentage_b=values[9],
lower_percentage_b=values[10],
precision=self.precision)
else:
self.strategies[name] = strategyClass(self,
inputs=values,
precision=self.precision)
self.minPeriod = max(self.strategies[name].get_min_option_period(),
self.minPeriod)
def apply_general_settings(self, settings: dict):
if 'takeProfitType' in settings:
self.takeProfitType = self.get_enum_from_str(
settings['takeProfitType'])
self.takeProfitPercentageDecimal = settings[
'takeProfitPercentage'] / 100
if 'lossType' in settings:
self.lossStrategy = self.get_enum_from_str(settings['lossType'])
self.lossPercentageDecimal = settings['lossPercentage'] / 100
if 'stopLossCounter' in settings:
self.smartStopLossCounter = settings['stopLossCounter']
for strategy_name, strategy_values in settings['strategies'].items():
pretty_strategy_name = strategy_name
strategy_name = parse_strategy_name(strategy_name)
if strategy_name not in self.strategies:
if type(strategy_values) == dict:
strategy_values = list(strategy_values.values())
temp_strategy_tuple = (
self.allStrategies[pretty_strategy_name], strategy_values,
pretty_strategy_name)
self.setup_strategies([temp_strategy_tuple])
continue
if strategy_name != 'movingAverage':
self.strategies[strategy_name].set_inputs(
list(strategy_values.values()))
else:
self.strategies[strategy_name].set_inputs([
Option(movingAverage=strategy_values['Moving Average'],
parameter=strategy_values['Parameter'],
initialBound=strategy_values['Initial'],
finalBound=strategy_values['Final'])
])
def test_parse_strategy_name(name, expected):
assert parse_strategy_name(
name) == expected, f"Expected parsed strategy to be: {expected}."