示例#1
0
 def testQuiz2(self):
     orders = "orders_quiz71.csv"
     valueFileName = "values_quiz1.csv"
     count = ep.study(self.dt_start, self.dt_end, "sp5002012", "close", "EventStudy2012", -2.0, 5, orders, 1.0)
     ms.run(100000, orders, valueFileName, "close")
     an.run(valueFileName, "$SPX")
     print "count", count
示例#2
0
 def testQuiz1(self):
   print ("Q2")
   orders = 'orders_quiz2.csv'
   valueFileName = 'values_quiz2.csv'
   #7
   count = ep.study(self.dt_start, self.dt_end, 'sp5002012', 'actual_close', 'EventStudy2012', 7.0, 5, orders)
   ms.run(50000, orders, valueFileName, 'close')
   an.run(valueFileName, '$SPX')
 def test2012_8(self):
   count = ep.study(self.dt_start, self.dt_end, 'sp5002012', 'actual_close', 'EventStudy2012_8', 8.0)
   self.assertEqual(375.0, count, 'msg')
 def test2008_7(self):
   count = ep.study(self.dt_start, self.dt_end, 'sp5002008', 'actual_close', 'EventStudy2008_7', 7.0)
   self.assertEqual(468.0, count, 'msg')
 def test2012(self):
   orders = 'orders1.csv'
   valueFileName = 'values1.csv'
   count = ep.study(self.dt_start, self.dt_end, 'sp5002012', 'actual_close', 'EventStudy2012', 5.0, 5, orders)
   ms.run(50000, orders, valueFileName, 'close')
   an.run(valueFileName, '$SPX')