def setUp(self):
self.df_historical_data = pd.read_csv(HISTORICAL_DATA_CSV_PATH,
parse_dates=True,
index_col=0)
self.market = market.csv_to_market('TestMarket',
HISTORICAL_DATA_CSV_PATH)
self.symbol = self.market.get_symbols()[0]
self.date = self.market.get_dates()[0]
def setUp(self):
self.portfolio = None
self.tearDown()
self.market = csv_to_market('TestMarket', test_indicator.INTRADAY_HISTORICAL_DATA_PATH)
self.account = Account(100000)
indicator_factory = DefaultIndicatorFactory(test_indicator.TEMP_INDICATORS_PATH, self.market)
atr_channel_breakout = ATRChannelBreakout(indicator_factory, sma=10, fast=5, slow=10)
trend_strength = TrendStrength(indicator_factory, start=5, end=10, step=1, fast=5, slow=10)
self.portfolio = DefaultPortfolio(account=self.account,
market=self.market,
position_sizing=FixedFractional(market=self.market),
broker=PSEDefaultBroker(),
equity_curve=DefaultEquityCurve(),
strategies=[atr_channel_breakout, trend_strength])
def setUp(self):
self.tearDown()
self.market = csv_to_market(
'TestMarket', test_indicator.INTRADAY_HISTORICAL_DATA_PATH)
def setUp(self):
self.tearDown()
self.market = csv_to_market('TestMarket', HISTORICAL_DATA_PATH)
def setUp(self):
self.market = market.csv_to_market('TestMarket',
INTRADAY_HISTORICAL_DATA_PATH)
def setUp(self):
self.tearDown()
self.market = market.csv_to_market('TestMarket', test_indicator.INTRADAY_HISTORICAL_DATA_PATH)
self.indicator_factory = indicator.DefaultIndicatorFactory(test_indicator.TEMP_INDICATORS_PATH, self.market)