added tests (not currently working)

.gitignore

@@ -28,7 +28,9 @@ setup.py
 /lumibot_profiles.png
 /notebooks/scanner_parameters.xml
 /lumibot/strategies/examples/technical_analysis.py
-/technical_analysis.py
+/technical_analysis.pyx
 /lumibot/tests/test_ib_broker.py
 test.csv
-test_strategy.py
+test_strategy.py
+venv
+my_dev

lumibot/strategies/examples/__init__.py

@@ -6,4 +6,4 @@
 from .intraday_momentum import IntradayMomentum
 from .momentum import Momentum
 from .simple import Simple
-from .strangle import Strangle
+from .strangle import Strangle

pylintrc

@@ -0,0 +1 @@
+known-third-party=lumibot

setup.py

@@ -29,6 +29,7 @@ def increment_version():
     url="https://github.com/Lumiwealth/lumibot",
     packages=setuptools.find_packages(),
     install_requires=[
+        "pydantic",
         "alpaca_trade_api",
         "alpha_vantage",
         "ibapi==9.81.1.post1",

tests/test_pandas.py

@@ -0,0 +1,54 @@
+#####
+# Used to load local lumibot folder into a venv
+import os
+import sys
+
+myPath = os.path.dirname(os.path.abspath(__file__))
+sys.path.insert(0, myPath + "/../")
+#####
+
+from datetime import datetime
+
+import pandas as pd
+
+from credentials import AlpacaConfig
+from lumibot.backtesting import PandasDataBacktesting
+from lumibot.brokers import Alpaca
+from lumibot.strategies.examples import Momentum
+
+budget = 50000
+logfile = "logs/test.log"
+broker = Alpaca(AlpacaConfig)
+
+backtesting_start = datetime(2020, 1, 7)
+backtesting_end = datetime(2020, 1, 9)
+
+asset = "SPY"
+df = pd.read_csv("tests/data/spy_test.csv")
+df = df.set_index("time")
+df.index = pd.to_datetime(df.index)
+my_data = dict()
+my_data[asset] = df
+
+strategy_name = "Momentum"
+strategy = Momentum(name=strategy_name, budget=budget, broker=broker)
+
+datestring = datetime.now().strftime("%Y-%m-%d_%H-%M-%S")
+stats_file = f"logs/{strategy_name}_{datestring}.csv"
+plot_file = f"logs/{strategy_name}_{datestring}.jpg"
+# result = strategy.backtest(
+#     strategy_name,
+#     budget,
+#     PandasDataBacktesting,
+#     backtesting_start,
+#     backtesting_end,
+#     stats_file=stats_file,
+#     plot_file=plot_file,
+#     config=None,
+#     pandas_data=my_data,
+# )
+
+
+def test_result():
+    # Not currently working!
+    assert 1 == 5

tests/test_yahoo.py

@@ -0,0 +1,45 @@
+#####
+# Used to load local lumibot folder into a venv
+import os
+import sys
+
+myPath = os.path.dirname(os.path.abspath(__file__))
+sys.path.insert(0, myPath + "/../")
+#####
+
+from datetime import datetime
+
+import pandas as pd
+
+from credentials import AlpacaConfig
+from lumibot.backtesting import YahooDataBacktesting
+from lumibot.brokers import Alpaca
+from lumibot.strategies.examples import Momentum
+
+budget = 50000
+logfile = "logs/test.log"
+broker = Alpaca(AlpacaConfig)
+
+backtesting_start = datetime(2020, 1, 1)
+backtesting_end = datetime(2020, 2, 1)
+
+strategy_name = "Momentum"
+strategy = Momentum(name=strategy_name, budget=budget, broker=broker)
+
+datestring = datetime.now().strftime("%Y-%m-%d_%H-%M-%S")
+stats_file = f"logs/{strategy_name}_{datestring}.csv"
+plot_file = f"logs/{strategy_name}_{datestring}.jpg"
+result = strategy.backtest(
+    strategy_name,
+    budget,
+    YahooDataBacktesting,
+    backtesting_start,
+    backtesting_end,
+    stats_file=stats_file,
+    plot_file=plot_file,
+    config=None,
+)
+
+
+def test_result():
+    assert result == 5