mirror of
https://github.com/OpenBB-finance/OpenBB.git
synced 2026-10-30 14:02:06 +00:00
b71abcfbf4
* quick econ fix * black * keys and feature flags * terminal name 👀 * some more replacements * some more replacements * edit pyproject * gst -> openbb * add example portfolios back to git * Update api from gst * sorry. skipping some tests * another round of names * another round of test edits * Missed some .gst refs and update timezone * water mark stuff * Fixing Names in terminal.spec and name of GTFF_DEFAULTS to OBBFF_DEFAULTS * fix more GST to OpenBB Terminal * Logging : merge conflicts with main * Revert wrong files Co-authored-by: Andrew <andrew.kenreich@gmail.com> Co-authored-by: DidierRLopes <dro.lopes@campus.fct.unl.pt> Co-authored-by: Chavithra PARANA <chavithra@gmail.com>
123 lines
3.4 KiB
Python
123 lines
3.4 KiB
Python
# IMPORTATION STANDARD
|
|
from datetime import datetime
|
|
|
|
# IMPORTATION THIRDPARTY
|
|
import pytest
|
|
|
|
# IMPORTATION INTERNAL
|
|
import bt
|
|
from openbb_terminal.stocks import stocks_helper
|
|
from openbb_terminal.stocks.backtesting import bt_model
|
|
|
|
|
|
@pytest.fixture(scope="module")
|
|
def vcr_config():
|
|
return {
|
|
"filter_headers": [("User-Agent", None)],
|
|
"filter_query_parameters": [
|
|
("period1", "1598220000"),
|
|
("period2", "1635980400"),
|
|
],
|
|
}
|
|
|
|
|
|
@pytest.mark.vcr
|
|
def test_get_data(recorder):
|
|
df_stock = bt_model.get_data(ticker="TSLA", start_date="2021-12-05")
|
|
recorder.capture(df_stock)
|
|
|
|
|
|
@pytest.mark.vcr
|
|
def test_buy_and_hold(mocker):
|
|
yf_download = stocks_helper.yf.download
|
|
|
|
def mock_yf_download(*args, **kwargs):
|
|
kwargs["threads"] = False
|
|
return yf_download(*args, **kwargs)
|
|
|
|
mocker.patch("yfinance.download", side_effect=mock_yf_download)
|
|
|
|
back_test_instance = bt_model.buy_and_hold(
|
|
ticker="TSLA",
|
|
start_date="2021-12-05",
|
|
name="MOCK_NAME",
|
|
)
|
|
assert isinstance(back_test_instance, bt.Backtest)
|
|
|
|
|
|
@pytest.mark.vcr
|
|
def test_ema_strategy(mocker):
|
|
yf_download = stocks_helper.yf.download
|
|
|
|
def mock_yf_download(*args, **kwargs):
|
|
kwargs["threads"] = False
|
|
return yf_download(*args, **kwargs)
|
|
|
|
mocker.patch("yfinance.download", side_effect=mock_yf_download)
|
|
|
|
ticker = "PM"
|
|
start = datetime.strptime("2020-12-01", "%Y-%m-%d")
|
|
end = datetime.strptime("2020-12-02", "%Y-%m-%d")
|
|
df_stock = stocks_helper.load_ticker(ticker=ticker, start_date=start, end_date=end)
|
|
back_test_instance = bt_model.ema_strategy(
|
|
ticker=ticker,
|
|
df_stock=df_stock,
|
|
ema_length=2,
|
|
spy_bt=True,
|
|
no_bench=False,
|
|
)
|
|
assert isinstance(back_test_instance, bt.backtest.Result)
|
|
|
|
|
|
@pytest.mark.vcr
|
|
def test_ema_cross_strategy(mocker):
|
|
yf_download = stocks_helper.yf.download
|
|
|
|
def mock_yf_download(*args, **kwargs):
|
|
kwargs["threads"] = False
|
|
return yf_download(*args, **kwargs)
|
|
|
|
mocker.patch("yfinance.download", side_effect=mock_yf_download)
|
|
|
|
ticker = "PM"
|
|
start = datetime.strptime("2020-12-01", "%Y-%m-%d")
|
|
end = datetime.strptime("2020-12-02", "%Y-%m-%d")
|
|
df_stock = stocks_helper.load_ticker(ticker=ticker, start_date=start, end_date=end)
|
|
back_test_instance = bt_model.ema_cross_strategy(
|
|
ticker=ticker,
|
|
df_stock=df_stock,
|
|
short_length=2,
|
|
long_length=2,
|
|
spy_bt=True,
|
|
no_bench=False,
|
|
shortable=True,
|
|
)
|
|
assert isinstance(back_test_instance, bt.backtest.Result)
|
|
|
|
|
|
@pytest.mark.vcr
|
|
def test_rsi_strategy(mocker):
|
|
yf_download = stocks_helper.yf.download
|
|
|
|
def mock_yf_download(*args, **kwargs):
|
|
kwargs["threads"] = False
|
|
return yf_download(*args, **kwargs)
|
|
|
|
mocker.patch("yfinance.download", side_effect=mock_yf_download)
|
|
|
|
ticker = "PM"
|
|
start = datetime.strptime("2020-12-01", "%Y-%m-%d")
|
|
end = datetime.strptime("2020-12-02", "%Y-%m-%d")
|
|
df_stock = stocks_helper.load_ticker(ticker=ticker, start_date=start, end_date=end)
|
|
back_test_instance = bt_model.rsi_strategy(
|
|
ticker=ticker,
|
|
df_stock=df_stock,
|
|
periods=2,
|
|
low_rsi=2,
|
|
high_rsi=2,
|
|
spy_bt=True,
|
|
no_bench=False,
|
|
shortable=True,
|
|
)
|
|
assert isinstance(back_test_instance, bt.backtest.Result)
|