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@ -1,6 +1,7 @@ |
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import pytest |
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import datetime |
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from pandas import DataFrame # type: ignore |
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from auto_trading.broker.backtest import Backtest |
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@ -22,6 +23,11 @@ def test_nyse_backtest(backtest, first_change): |
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assert backtest.current_change == first_change |
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assert backtest.properties.period == step |
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assert backtest.step == step |
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assert ( |
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(backtest.change_rate_history == backtest.data.close.unstack(level=1)) |
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.all() |
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.all() |
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) |
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k = first_day |
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for data in backtest: |
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k += step |
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