def test_run_quarterly():
dts = pd.date_range('2010-01-01', periods=367)
data = pd.DataFrame(index=dts, columns=['c1', 'c2'], data=100)
target = mock.MagicMock()
target.data = data
algo = algos.RunQuarterly()
# adds the initial day
backtest = bt.Backtest(
bt.Strategy('', [algo]),
data
)
target.data = backtest.data
# end of quarter
target.now = dts[89]
assert not algo(target)
# new quarter
target.now = dts[90]
assert algo(target)
algo = algos.RunQuarterly(
run_on_first_date=False,
run_on_end_of_period=True,
run_on_last_date=True
)
# adds the initial day
backtest = bt.Backtest(
bt.Strategy('', [algo]),
data
)
target.data = backtest.data
# end of quarter
target.now = dts[89]
assert algo(target)
# new quarter
target.now = dts[90]
assert not algo(target)
dts = pd.DatetimeIndex([datetime(2016, 1, 3), datetime(2017, 1, 8), datetime(2018, 1, 7)])
data = pd.DataFrame(index=dts, columns=['c1', 'c2'], data=100)
# adds the initial day
backtest = bt.Backtest(
bt.Strategy('', [algo]),
data
)
target.data = backtest.data
# check next year
target.now = dts[1]
assert algo(target)
def test_run_quarterly():
dts = pd.date_range('2010-01-01', periods=367)
data = pd.DataFrame(index=dts, columns=['c1', 'c2'], data=100)
target = mock.MagicMock()
target.data = data
algo = algos.RunQuarterly()
target.now = None
assert not algo(target)
# run on first date
target.now = dts[0]
assert algo(target)
target.now = dts[1]
assert not algo(target)
# end of quarter
target.now = dts[89]
assert not algo(target)
# new quarter
target.now = dts[90]
assert algo(target)
# last date
target.now = dts[len(dts) - 1]
assert not algo(target)
algo = algos.RunQuarterly(run_on_first_date=False,
run_on_end_of_period=True,
run_on_last_date=True)
# run on first date
target.now = dts[0]
assert not algo(target)
target.now = dts[1]
assert not algo(target)
# end of quarter
target.now = dts[89]
assert algo(target)
# new quarter
target.now = dts[90]
assert not algo(target)
# last date
target.now = dts[len(dts) - 1]
assert algo(target)
dts = pd.DatetimeIndex(
[datetime(2016, 1, 3),
datetime(2017, 1, 8),
datetime(2018, 1, 7)])
data = pd.DataFrame(index=dts, columns=['c1', 'c2'], data=100)
target.data = data
# check next year
target.now = dts[1]
assert algo(target)