def setUp(self):
parser = CSVOrderParser("data/SimpleOrdersFile.csv")
parser.parse()
orders = parser.get_parsed_orders()
start_date, end_date = parser.get_dates_range()
self.market = Market(parser.get_symbols_traded(), start_date, end_date)
self.portfolio = Portfolio(self.market, 1000000)
for order in orders:
self.portfolio.add_order(order)
self.portfolio.calculate_number_of_shares_held()
self.portfolio.calculate_portfolio_value()
self.portfolio_report = PortfolioReport(self.portfolio)
class PortfolioReportTest(unittest.TestCase):
def setUp(self):
parser = CSVOrderParser("data/SimpleOrdersFile.csv")
parser.parse()
orders = parser.get_parsed_orders()
start_date, end_date = parser.get_dates_range()
self.market = Market(parser.get_symbols_traded(),start_date,end_date)
self.portfolio = Portfolio(self.market, 1000000)
for order in orders:
self.portfolio.add_order(order)
self.portfolio.calculate_number_of_shares_held()
self.portfolio.calculate_portfolio_value()
self.portfolio_report = PortfolioReport(self.portfolio)
def test_get_total_return(self):
self.assertEqual(self.portfolio_report.get_total_return(), -61900)
def test_get_return(self):
self.assertEqual(self.portfolio_report.get_return(), -0.1267)
class PortfolioReportTest(unittest.TestCase):
def setUp(self):
parser = CSVOrderParser("data/SimpleOrdersFile.csv")
parser.parse()
orders = parser.get_parsed_orders()
start_date, end_date = parser.get_dates_range()
self.market = Market(parser.get_symbols_traded(), start_date, end_date)
self.portfolio = Portfolio(self.market, 1000000)
for order in orders:
self.portfolio.add_order(order)
self.portfolio.calculate_number_of_shares_held()
self.portfolio.calculate_portfolio_value()
self.portfolio_report = PortfolioReport(self.portfolio)
def test_get_total_return(self):
self.assertEqual(self.portfolio_report.get_total_return(), -61900)
def test_get_return(self):
self.assertEqual(self.portfolio_report.get_return(), -0.1267)
def setUp(self):
parser = CSVOrderParser("data/SimpleOrdersFile.csv")
parser.parse()
orders = parser.get_parsed_orders()
start_date, end_date = parser.get_dates_range()
self.market = Market(parser.get_symbols_traded(),start_date,end_date)
self.portfolio = Portfolio(self.market, 1000000)
for order in orders:
self.portfolio.add_order(order)
self.portfolio.calculate_number_of_shares_held()
self.portfolio.calculate_portfolio_value()
self.portfolio_report = PortfolioReport(self.portfolio)
from backtesting.Portfolio import Portfolio
from backtesting.Report.PortfolioReport import PortfolioReport
import matplotlib.pyplot as plt
import pylab
#A simple program used to run and play around with
#Portfolio and Market
#Plots value of all holdings
order_parser = CSVOrderParser("test/data/SimpleOrdersFile.csv")
order_parser.parse()
start_date, end_date = order_parser.get_dates_range()
market = Market(order_parser.get_symbols_traded(), start_date, end_date)
portfolio = Portfolio(market, 1000000)
for order in order_parser.get_parsed_orders():
portfolio.add_order(order)
portfolio.execute()
portfolio.calculate_portfolio_value()
report = PortfolioReport(portfolio)
print report.get_return()
figure = plt.figure()
figure.axes.append(portfolio.holdings_value_sum.plot())
pylab.show()
from backtesting.Portfolio import Portfolio
from backtesting.Report.PortfolioReport import PortfolioReport
import matplotlib.pyplot as plt
import pylab
#A simple program used to run and play around with
#Portfolio and Market
#Plots value of all holdings
order_parser = CSVOrderParser("test/data/SimpleOrdersFile.csv")
order_parser.parse()
start_date, end_date = order_parser.get_dates_range()
market = Market(order_parser.get_symbols_traded(),start_date,end_date)
portfolio = Portfolio(market, 1000000)
for order in order_parser.get_parsed_orders():
portfolio.add_order(order)
portfolio.execute()
portfolio.calculate_portfolio_value()
report = PortfolioReport(portfolio)
print report.get_return()
figure = plt.figure()
figure.axes.append(portfolio.holdings_value_sum.plot())
pylab.show()