def test_error_while_opitmizing(self):
signals = {
'buy': {'su.pa': 34.5},
'sell': {'tec.pa': 45.4}
}
pf = TestPortfolio({'raise_fake_error': True})
pf.trade_signals_handler(signals)
def test_error_while_opitmizing(self):
signals = {'buy': {'su.pa': 34.5}, 'sell': {'tec.pa': 45.4}}
pf = TestPortfolio({'raise_fake_error': True})
pf.trade_signals_handler(signals)
def setUp(self):
dna.test_utils.setup_logger(self)
self.test_config = {'useless': 'parameter'}
self.pf = TestPortfolio(self.test_config)
class PortfolioTestCase(unittest.TestCase):
def setUp(self):
dna.test_utils.setup_logger(self)
self.test_config = {'useless': 'parameter'}
self.pf = TestPortfolio(self.test_config)
def tearDown(self):
dna.test_utils.teardown_logger(self)
def test_new_portfolio(self):
ok_(hasattr(self.pf, 'log'))
self.assertIsNone(self.pf.date)
self.assertIsNone(self.pf.perfs)
self.assertIsNone(self.pf.portfolio)
def test_overload_initialize(self):
ok_(self.pf.initialized)
def test_portfolio_config(self):
eq_(self.pf._optimizer_parameters, self.test_config)
def test_advise_portfolio(self):
eq_(self.pf._optimizer_parameters, self.test_config)
self.pf.advise(test=True,
profile='fearless',
favorites=['goog', 'aapl'])
self.test_config.update({
'test': True,
'profile': 'fearless',
'favorites': ['goog', 'aapl']
})
eq_(self.pf._optimizer_parameters, self.test_config)
def test_update_portfolio_state(self):
self.assertIsNone(self.pf.date)
self.assertIsNone(self.pf.perfs)
self.assertIsNone(self.pf.portfolio)
self.pf.update(portfolio='fake_portfolio', date='2014/12/25')
eq_(self.pf.portfolio, 'fake_portfolio')
eq_(self.pf.date, '2014/12/25')
self.assertIsNone(self.pf.perfs)
self.pf.update(portfolio='new_portfolio',
date='2014/12/27',
perfs='fake_perfs')
eq_(self.pf.portfolio, 'new_portfolio')
eq_(self.pf.date, '2014/12/27')
eq_(self.pf.perfs, 'fake_perfs')
def test_overload_optimize(self):
alloc, e_ret, e_risk = self.pf.optimize(date='2014/12/25',
to_buy={'su.pa': 34.5},
to_sell={'tec.pa': 45.4},
parameters={})
eq_(e_ret, 0)
eq_(e_risk, 1)
eq_(alloc['date'], '2014/12/25')
eq_(alloc['buy'], {'su.pa': 34.5})
def test_trade_signals_handler(self):
signals = {'buy': {'su.pa': 34.5}, 'sell': {'tec.pa': 45.4}}
alloc = self.pf.trade_signals_handler(signals)
self.assertIsNone(alloc['date'])
eq_(alloc['buy'], signals['buy'])
@raises(portfolio.PortfolioOptimizationFailed)
def test_error_while_opitmizing(self):
signals = {'buy': {'su.pa': 34.5}, 'sell': {'tec.pa': 45.4}}
pf = TestPortfolio({'raise_fake_error': True})
pf.trade_signals_handler(signals)
def setUp(self):
dna.test_utils.setup_logger(self)
self.test_config = {'useless': 'parameter'}
self.pf = TestPortfolio(self.test_config)
class PortfolioTestCase(unittest.TestCase):
def setUp(self):
dna.test_utils.setup_logger(self)
self.test_config = {'useless': 'parameter'}
self.pf = TestPortfolio(self.test_config)
def tearDown(self):
dna.test_utils.teardown_logger(self)
def test_new_portfolio(self):
ok_(hasattr(self.pf, 'log'))
self.assertIsNone(self.pf.date)
self.assertIsNone(self.pf.perfs)
self.assertIsNone(self.pf.portfolio)
def test_overload_initialize(self):
ok_(self.pf.initialized)
def test_portfolio_config(self):
eq_(self.pf._optimizer_parameters, self.test_config)
def test_advise_portfolio(self):
eq_(self.pf._optimizer_parameters, self.test_config)
self.pf.advise(
test=True, profile='fearless', favorites=['goog', 'aapl'])
self.test_config.update({
'test': True,
'profile': 'fearless',
'favorites': ['goog', 'aapl']
})
eq_(self.pf._optimizer_parameters, self.test_config)
def test_update_portfolio_state(self):
self.assertIsNone(self.pf.date)
self.assertIsNone(self.pf.perfs)
self.assertIsNone(self.pf.portfolio)
self.pf.update(portfolio='fake_portfolio', date='2014/12/25')
eq_(self.pf.portfolio, 'fake_portfolio')
eq_(self.pf.date, '2014/12/25')
self.assertIsNone(self.pf.perfs)
self.pf.update(
portfolio='new_portfolio', date='2014/12/27', perfs='fake_perfs')
eq_(self.pf.portfolio, 'new_portfolio')
eq_(self.pf.date, '2014/12/27')
eq_(self.pf.perfs, 'fake_perfs')
def test_overload_optimize(self):
alloc, e_ret, e_risk = self.pf.optimize(
date='2014/12/25',
to_buy={'su.pa': 34.5},
to_sell={'tec.pa': 45.4},
parameters={}
)
eq_(e_ret, 0)
eq_(e_risk, 1)
eq_(alloc['date'], '2014/12/25')
eq_(alloc['buy'], {'su.pa': 34.5})
def test_trade_signals_handler(self):
signals = {
'buy': {'su.pa': 34.5},
'sell': {'tec.pa': 45.4}
}
alloc = self.pf.trade_signals_handler(signals)
self.assertIsNone(alloc['date'])
eq_(alloc['buy'], signals['buy'])
@raises(portfolio.PortfolioOptimizationFailed)
def test_error_while_opitmizing(self):
signals = {
'buy': {'su.pa': 34.5},
'sell': {'tec.pa': 45.4}
}
pf = TestPortfolio({'raise_fake_error': True})
pf.trade_signals_handler(signals)
