def testBasic(self): datafile = '%s/data/AC___CCB.csv' % os.path.dirname(__file__) i = Instrument('AC',datafile) i.load_data() self.assertEqual( i.symbol(), 'AC' ) self.assertEqual( len(i.bars()), 252 ) self.assertAlmostEqual( i.bars()[251].open(), 2.35 ) self.assertAlmostEqual( i.bars()[0].high(), 2.227 ) self.assertAlmostEqual( i.bars()[100].low(), 2.031 ) self.assertAlmostEqual( i.bars()[200].close(), 2.337 )
def testFields(self): datafile = '%s/data/AC___CCB.csv' % os.path.dirname(__file__) i = Instrument('AC',datafile,pointValue=500,currency='USD', exchange='NYMEX', initialMargin=1480, maintMargin=1170, sector='Ag Commodities', description='test description') i.load_data() self.assertEqual( i.point_value(), 500 ) self.assertEqual( i.currency(), 'USD' ) self.assertEqual( i.exchange(), 'NYMEX' ) self.assertEqual( i.initial_margin(), 1480 ) self.assertEqual( i.maint_margin(), 1170 ) self.assertEqual( i.sector(), 'Ag Commodities' ) self.assertEqual( i.description(), 'test description' )
def testAltDate(self): datafile = '%s/data/S2___CCB.csv' % os.path.dirname(__file__) i = Instrument('S2',datafile) i.load_data() self.assertAlmostEqual( i.bars()[0].close(), 1001.75 )