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57c0f840ac
* Updating tests : stocks * Updating tests : crypto * Updating tests : etf * Updating tests : stock/options * Updating tests : black
123 lines
3.4 KiB
Python
123 lines
3.4 KiB
Python
# IMPORTATION STANDARD
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from datetime import datetime
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# IMPORTATION THIRDPARTY
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import pytest
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# IMPORTATION INTERNAL
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import bt
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from gamestonk_terminal.stocks import stocks_helper
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from gamestonk_terminal.stocks.backtesting import bt_model
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@pytest.fixture(scope="module")
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def vcr_config():
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return {
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"filter_headers": [("User-Agent", None)],
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"filter_query_parameters": [
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("period1", "1598220000"),
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("period2", "1635980400"),
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],
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}
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@pytest.mark.vcr
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def test_get_data(recorder):
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df_stock = bt_model.get_data(ticker="TSLA", start_date="2021-12-05")
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recorder.capture(df_stock)
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@pytest.mark.vcr
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def test_buy_and_hold(mocker):
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yf_download = stocks_helper.yf.download
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def mock_yf_download(*args, **kwargs):
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kwargs["threads"] = False
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return yf_download(*args, **kwargs)
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mocker.patch("yfinance.download", side_effect=mock_yf_download)
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back_test_instance = bt_model.buy_and_hold(
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ticker="TSLA",
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start_date="2021-12-05",
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name="MOCK_NAME",
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)
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assert isinstance(back_test_instance, bt.Backtest)
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@pytest.mark.vcr
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def test_ema_strategy(mocker):
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yf_download = stocks_helper.yf.download
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def mock_yf_download(*args, **kwargs):
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kwargs["threads"] = False
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return yf_download(*args, **kwargs)
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mocker.patch("yfinance.download", side_effect=mock_yf_download)
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ticker = "PM"
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start = datetime.strptime("2020-12-01", "%Y-%m-%d")
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end = datetime.strptime("2020-12-02", "%Y-%m-%d")
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df_stock = stocks_helper.load_ticker(ticker=ticker, start_date=start, end_date=end)
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back_test_instance = bt_model.ema_strategy(
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ticker=ticker,
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df_stock=df_stock,
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ema_length=2,
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spy_bt=True,
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no_bench=False,
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)
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assert isinstance(back_test_instance, bt.backtest.Result)
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@pytest.mark.vcr
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def test_ema_cross_strategy(mocker):
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yf_download = stocks_helper.yf.download
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def mock_yf_download(*args, **kwargs):
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kwargs["threads"] = False
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return yf_download(*args, **kwargs)
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mocker.patch("yfinance.download", side_effect=mock_yf_download)
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ticker = "PM"
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start = datetime.strptime("2020-12-01", "%Y-%m-%d")
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end = datetime.strptime("2020-12-02", "%Y-%m-%d")
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df_stock = stocks_helper.load_ticker(ticker=ticker, start_date=start, end_date=end)
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back_test_instance = bt_model.ema_cross_strategy(
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ticker=ticker,
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df_stock=df_stock,
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short_length=2,
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long_length=2,
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spy_bt=True,
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no_bench=False,
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shortable=True,
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)
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assert isinstance(back_test_instance, bt.backtest.Result)
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@pytest.mark.vcr
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def test_rsi_strategy(mocker):
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yf_download = stocks_helper.yf.download
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def mock_yf_download(*args, **kwargs):
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kwargs["threads"] = False
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return yf_download(*args, **kwargs)
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mocker.patch("yfinance.download", side_effect=mock_yf_download)
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ticker = "PM"
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start = datetime.strptime("2020-12-01", "%Y-%m-%d")
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end = datetime.strptime("2020-12-02", "%Y-%m-%d")
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df_stock = stocks_helper.load_ticker(ticker=ticker, start_date=start, end_date=end)
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back_test_instance = bt_model.rsi_strategy(
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ticker=ticker,
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df_stock=df_stock,
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periods=2,
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low_rsi=2,
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high_rsi=2,
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spy_bt=True,
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no_bench=False,
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shortable=True,
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)
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assert isinstance(back_test_instance, bt.backtest.Result)
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