def defaultSimulator(self):
# According to HWK 4 Example 1
balance = 1000000
startDate = dt.date(2011, 1, 10)
endDate = dt.date(2011, 12, 20)
orderFilename = "scratches/orders.csv"
historyFilename = "scratches/history.csv"
orders = OrderDf()
orders.fetchFromCsv(orderFilename)
symbols = orders.extractSymbols()
series = TimeSeries(startDate, endDate)
window = MarketWindow(series, symbols)
account = Account(balance, window)
history = PricePanel(window, self.provider)
sim = Simulator()
sim.config(account, window, orders, history)
sim.setBidBarPrice(ADJ_CLOSE)
return sim
def testOrders(self):
orderFilename = "scratches/orders.csv"
orders = OrderDf()
orders.fetchFromCsv(orderFilename)
symbols = orders.extractSymbols()
self.assertEqual(len(symbols), 4)
self.assertEqual(len(orders), 14)