def __init__(self, parameters): PortfolioManager.__init__(self, parameters) # Database access for symbols retrieving self.feeds = DataFeed() # R stuff: R functions file and rpy interface self.r = robjects.r portfolio_opt_file = '/'.join((os.environ['QTRADE'], 'neuronquant/ai/opt_utils.R')) self.r('source("{}")'.format(portfolio_opt_file))
def __init__(self, parameters): PortfolioManager.__init__(self, parameters) # Database access for symbols retrieving self.feeds = DataFeed() # R stuff: R functions file and rpy interface self.r = robjects.r portfolio_opt_file = '/'.join( (os.environ['QTRADE'], 'neuronquant/ai/opt_utils.R')) self.r('source("{}")'.format(portfolio_opt_file))
class TestPortfolio(TestCase): def setUp(self): setup_logger(self) parameters = {} self.manager = PortfolioManager(parameters) def tearDown(self): teardown_logger(self) #NOTE I need a portfolio object @timed(DEFAULT_TIMEOUT) def update_portfolio_universe(self): pass def signals_manipulation(self): pass def set_portfolio_properties(self): self.manager.setup_strategie({'test_max_weigth': 0.56, 'test_frequency': 45}) assert self.manager._optimizer_parameters['test_max_weigth'] == 0.56 assert self.manager._optimizer_parameters['test_frequency'] == 45
class TestPortfolio(TestCase): def setUp(self): setup_logger(self) parameters = {} self.manager = PortfolioManager(parameters) def tearDown(self): teardown_logger(self) #NOTE I need a portfolio object @timed(DEFAULT_TIMEOUT) def update_portfolio_universe(self): pass def signals_manipulation(self): pass def set_portfolio_properties(self): self.manager.setup_strategie({ 'test_max_weigth': 0.56, 'test_frequency': 45 }) assert self.manager._optimizer_parameters['test_max_weigth'] == 0.56 assert self.manager._optimizer_parameters['test_frequency'] == 45
def setUp(self): setup_logger(self) parameters = {} self.manager = PortfolioManager(parameters)