def fill_test_data_for_pattern(tc: TradeTestCase, pattern: Pattern, tick_list_for_replay=None):
tc.symbol = pattern.ticker_id
from_date = MyDate.adjust_by_days(pattern.part_entry.date_first, -20)
if pattern.part_entry.breakout:
to_date = pattern.part_entry.breakout.tick_previous.date
else:
to_date = pattern.part_entry.pattern_range.tick_last.date
tc.and_clause = "Date BETWEEN '{}' AND '{}'".format(from_date, to_date)
tc.wave_tick_list = pattern.get_back_testing_wave_ticks(tick_list_for_replay)
def simulate_trading_for_one_pattern(self, pattern: Pattern):
tick_list = pattern.get_back_testing_wave_ticks()
for wave_tick in tick_list:
self.check_actual_trades(wave_tick) # wave_tick
self.enforce_sell_at_end(tick_list[-1])
