def test_trigger_sma_200_(self):
df = pd.read_csv("resources/2018-12-25-ams-5min.csv")
df = preparedata.add_moving_averages(df)
e = MockEmitter(data=df)
st = IndicatorTrigger("ema_20::>::sma_200")
while e.not_finished() and not st.triggered:
st.active(e.emit())
self.assertTrue(st.triggered)
def test_trigger_sma_200(self):
df = pd.read_csv("resources/aapl::2018-06-01::1min.csv")
df = preparedata.add_moving_averages(df)
e = MockEmitter(data=df)
st = SimpleTrigger("sma_200::>::10.10")
while e.not_finished() and not st.triggered:
st.active(e.emit())
self.assertTrue(st.triggered)
def test_nested_trigger(self):
df = pd.read_csv("resources/2018-12-25-ams-5min.csv")
df = preparedata.add_moving_averages(df)
e = MockEmitter(data=df)
st = NestedTrigger(
"ema_20::<::last::type=ti&&sma_200::<::last::type=ti")
while e.not_finished() and not st.triggered:
st.active(e.emit())
self.assertTrue(st.triggered)
def _test_viz_sma(self):
import matplotlib.pyplot as plt
df = pd.read_csv("resources/2018-12-25-ams-5min.csv")
df_prepared = preparedata.add_moving_averages(df)
self.assertIsNotNone(df_prepared)
print(df_prepared.columns)
plt.plot(df_prepared['last'], c='black', linewidth=.4)
plt.plot(df_prepared['sma_200'], c='blue', linewidth=.4)
plt.plot(df_prepared['ema_20'], c='green', linewidth=.4)
plt.show()
def test_trade_buy_sell_technical_indicator(self):
df = pd.read_csv("resources/aapl::2018-06-01::1min.csv")
df = preparedata.add_moving_averages(df)
e = MockEmitter(data=df)
# stop should sell
strategy = TradeStrategy(
buy_trigger="sma_200::<::ema_20::type=ti",
sell_trigger="sma_200::>::sma_50::type=technical_indicator",
stop_trigger="last::<::1.0",
quantity=10)
trade = Trade(symbol="mock", strategy=strategy, mock=True)
trader = MockTrader(trade)
while e.not_finished() and trader.trade.active:
trader.follow_course(data=e.emit())
self.assertFalse(trader.trade.active)
self.assertEqual(trader.trade.state, TradeState.FINISHED)
print(trader.trade.summary.to_json())
def test_add_moving_averages(self):
df = pd.read_csv("resources/aapl::2018-06-01::1min.csv")
df_prepared = preparedata.add_moving_averages(df=df)
self.assertIsNotNone(df_prepared['sma_200'])
self.assertIsNotNone(df_prepared['ema_20'])
self.assertIsNotNone(df_prepared)