3bb5cd95ac09d62c520aaac9ff4174d1f6250255,tests/test_algos.py,,test_run_weekly,#,109
Before Change
assert not algo(target)
target.now = dts[1]
assert not algo(target)
// end of week
target.now = dts[2]
assert algo(target)
After Change
algo = algos.RunWeekly()
// adds the initial day
backtest = bt.Backtest(
bt.Strategy("", [algo]),
data
)
target.data = backtest.data
// end of week
target.now = dts[2]
assert not algo(target)
// new week
target.now = dts[3]
assert algo(target)
algo = algos.RunWeekly(
run_on_first_date=False,
run_on_end_of_period=True,
run_on_last_date=True
)
// adds the initial day
backtest = bt.Backtest(
bt.Strategy("", [algo]),
data
)
target.data = backtest.data
// end of week
target.now = dts[2]
assert algo(target)
// new week
target.now = dts[3]
assert not algo(target)
dts = pd.DatetimeIndex([datetime(2016, 1, 3), datetime(2017, 1, 8),datetime(2018, 1, 7)])
data = pd.DataFrame(index=dts, columns=["c1", "c2"], data=100)
// adds the initial day
backtest = bt.Backtest(
bt.Strategy("", [algo]),
data
)
target.data = backtest.data
// check next year
target.now = dts[1]
assert algo(target)
In pattern: SUPERPATTERN
Frequency: 3
Non-data size: 21
Instances
Project Name: pmorissette/bt
Commit Name: 3bb5cd95ac09d62c520aaac9ff4174d1f6250255
Time: 2018-04-17
Author: jordan.platts@ahss.org
File Name: tests/test_algos.py
Class Name:
Method Name: test_run_weekly
Project Name: pmorissette/bt
Commit Name: 3bb5cd95ac09d62c520aaac9ff4174d1f6250255
Time: 2018-04-17
Author: jordan.platts@ahss.org
File Name: tests/test_algos.py
Class Name:
Method Name: test_run_monthly
Project Name: pmorissette/bt
Commit Name: 3bb5cd95ac09d62c520aaac9ff4174d1f6250255
Time: 2018-04-17
Author: jordan.platts@ahss.org
File Name: tests/test_algos.py
Class Name:
Method Name: test_run_weekly
Project Name: pmorissette/bt
Commit Name: 3bb5cd95ac09d62c520aaac9ff4174d1f6250255
Time: 2018-04-17
Author: jordan.platts@ahss.org
File Name: tests/test_algos.py
Class Name:
Method Name: test_run_quarterly