def test_toomanyasset():
"""
Test if fetch_usstocks raises ValueError
when n_asset is too many.
"""
with pytest.raises(ValueError):
fetch_usstocks(n_assets=1000)
def main():
universe = fetch_usstocks(n_assets=10)
strategy = SimpleTrendFollower()
strategy.run(universe)
plot(strategy)
import pandas as pd
import epymetheus as ep
from epymetheus.benchmarks import dumb_strategy
# ---
my_strategy = ep.create_strategy(dumb_strategy,
profit_take=20.0,
stop_loss=-10.0)
# ---
from epymetheus.datasets import fetch_usstocks
universe = fetch_usstocks()
print(">>> universe.head()")
print_as_comment(universe.head())
print(">>> my_strategy.run(universe)")
my_strategy.run(universe)
# ---
df_history = my_strategy.history()
df_history.head()
print(">>> df_history.head()")
print_as_comment(df_history.head())
# ---
def test_usstocks():
try:
universe = fetch_usstocks(n_assets=2)
assert not np.isnan(universe.prices.values).any(axis=None)
except RemoteDataError as e:
print("Skip", e)