Cleaning

auto_trading/strat/buyupselldown.py

@@ -50,10 +50,6 @@ class BuyUpSellDown(Strategy):
             for (index, row) in indicators_results.iterrows():
                 trust += row[stock_name]
 
-            logging.info(trust)
-
-            #logging.info(indicators_results.get("AAPL"))
-
             if market_price is None:
                 # retry later
                 continue

tests/strat/test_buyUpSellDown.py

@@ -10,25 +10,24 @@ from pandas import DataFrame, Series  # type: ignore
 from auto_trading.interfaces import PTFState as State
 from auto_trading.orders import Long, Short
 
-date = datetime.strptime("2015-03-31", "%Y-%m-%d")
-today = date.today()
+today = datetime.today()
 
 @pytest.mark.parametrize(
     "data, state, output",
     [
         (DataFrame(), State(balance=0, stocks={}), []),
         (
-            DataFrame({"close": {(date, "AAPL"): []}}),
+            DataFrame({"close": {(today, "AAPL"): []}}),
             State(balance=10, stocks={}),
             [],
         ),
         (
-            DataFrame({"close": {(date, "AAPL"): 10}}),
+            DataFrame({"close": {(today, "AAPL"): 10}}),
             State(balance=10, stocks={}),
             [],
         ),
         (
-            DataFrame({"close": {(date, "AAPL"): 10}}),
+            DataFrame({"close": {(today, "AAPL"): 10}}),
             State(
                 balance=10,
                 stocks={"AAPL": 5},
@@ -36,7 +35,7 @@ today = date.today()
             [],
         ),
         (
-            DataFrame({"close": {(date, "AAPL"): 10, (date, "TSLA"): 10}}),
+            DataFrame({"close": {(today, "AAPL"): 10, (today, "TSLA"): 10}}),
             State(
                 balance=10,
                 stocks={"AAPL": 5, "TSLA": 5},
@@ -46,8 +45,8 @@ today = date.today()
         (
             DataFrame({
                 "close": {
-                    (date, "AAPL"): 5,
-                    (date, "TSLA"): 50,
+                    (today, "AAPL"): 5,
+                    (today, "TSLA"): 50,
 
                     (today + timedelta(days=1), "AAPL"): 7,
                     (today + timedelta(days=1), "TSLA"): 40,
@@ -63,22 +62,13 @@ today = date.today()
 
                     (today + timedelta(days=5), "AAPL"): 30,
                     (today + timedelta(days=5), "TSLA"): 5,
-
-                    (today + timedelta(days=6), "AAPL"): 40,
-                    (today + timedelta(days=6), "TSLA"): 2,
-
-                    (today + timedelta(days=7), "AAPL"): 60,
-                    (today + timedelta(days=7), "TSLA"): 1,
-
-                    (today + timedelta(days=8), "AAPL"): 80,
-                    (today + timedelta(days=8), "TSLA"): 1,
                 }
             }),
             State(
                 balance=100,
                 stocks={"TSLA":20},
             ),
-            [Long(stock="AAPL", amount=0.625, price=80), Short(stock="TSLA", amount=20, price=1)],
+            [Long(stock="AAPL", amount=1.6666666666666667, price=30), Short(stock="TSLA", amount=20, price=5)],
         ),
     ],
 )