def fitness(self, genome): market = BacktestMarket() ticker = market["SBER"] ticker.candle( datetime.timedelta( minutes=1) ).strategy(Strategy, genome[0], genome[1]) market.load( self.filename ) print("Type: %s Priod: %s -> %s (%s from %s)" % ( genome[0], genome[1], market.balance, market.trades, market.profit_trades ) ) return market.balance
def fitness(self, genome): market = BacktestMarket() ticker = market["SBER"] ticker.candle(datetime.timedelta(minutes=1)).strategy( Strategy, genome[0], genome[1]) market.load(self.filename) print("Type: %s Priod: %s -> %s (%s from %s)" % (genome[0], genome[1], market.balance, market.trades, market.profit_trades)) return market.balance
class BackTest(unittest.TestCase): def setUp(self): self.market = BacktestMarket() def testStrategy(self): candle = self.market["SBER"].candle(datetime.timedelta(minutes=1)) candle.strategy(Strategy) self.market.load("test/sber-1000.csv") self.assertEquals(self.market.ticks, 1000) self.assertEquals(self.market.trades, 23) self.assertAlmostEqual(self.market.balance, 1.31) def testEvolve(self): random.seed(10) evolver = Evolver("test/sber-1000.csv", 4, 4) evolver.run() self.assertEquals(evolver.best[0], 2) self.assertEquals(evolver.best[1], 71)
class BackTest(unittest.TestCase): def setUp(self): self.market = BacktestMarket() def testStrategy(self): candle = self.market["SBER"].candle( datetime.timedelta( minutes=1 ) ) candle.strategy( Strategy ) self.market.load( "test/sber-1000.csv" ) self.assertEquals( self.market.ticks, 1000 ) self.assertEquals( self.market.trades, 23 ) self.assertAlmostEqual( self.market.balance, 1.31 ) def testEvolve(self): random.seed(10) evolver = Evolver( "test/sber-1000.csv", 4, 4 ) evolver.run() self.assertEquals( evolver.best[0], 2 ) self.assertEquals( evolver.best[1], 71 )