@@ -861,31 +861,31 @@ def next(self):
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self .buy ()
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stats = Backtest (GOOG , S ).run ()
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- self .assertEqual (stats ['# Trades' ], 57 )
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+ self .assertEqual (stats ['# Trades' ], 57 )
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def test_TrailingStrategy_should_not_raise_Assert_error (self ):
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- class Breakout (TrailingStrategy ):
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- timeperiod = 10
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- position_size_decimal = 0.2
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- min_close = []
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- max_close = []
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- def init (self ):
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- super ().init ()
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- self .ema20 = self .I (EMA ,self .data .Close ,20 ,overlay = True )
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- self .atr14 = self .I (ATR ,self .data .High ,self .data .Low ,self .data .Close ,14 )
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- self .set_atr_periods (20 )
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- self .set_trailing_sl (1.5 )
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- print (type (self .data .Close ))
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- self .min_close , self .max_close = MINMAX (self .data .Close , timeperiod = self .timeperiod )
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-
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- def next (self ):
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- super ().next ()
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- index = len (self .data )- 1
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- if not self .position .is_long and self .min_close [index ] > (self .max_close [index ] * 0.98 ) and self .max_close [index ] < (self .min_close [index ] * 1.02 ):
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- self .buy (size = self .position_size_decimal )
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-
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- stats = Backtest (AMZN ,Breakout ).run ()
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- self .assertEqual (stats ['# Trades' ], 23 )
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+ class Breakout (TrailingStrategy ):
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+ timeperiod = 10
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+ position_size_decimal = 0.2
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+ min_close = []
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+ max_close = []
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+ def init (self ):
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+ super ().init ()
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+ self .ema20 = self .I (EMA ,self .data .Close ,20 ,overlay = True )
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+ self .atr14 = self .I (ATR ,self .data .High ,self .data .Low ,self .data .Close ,14 )
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+ self .set_atr_periods (20 )
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+ self .set_trailing_sl (1.5 )
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+ print (type (self .data .Close ))
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+ self .min_close , self .max_close = MINMAX (self .data .Close , timeperiod = self .timeperiod )
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+
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+ def next (self ):
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+ super ().next ()
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+ index = len (self .data )- 1
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+ if not self .position .is_long and self .min_close [index ] > (self .max_close [index ] * 0.98 ) and self .max_close [index ] < (self .min_close [index ] * 1.02 ):
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+ self .buy (size = self .position_size_decimal )
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+
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+ stats = Backtest (AMZN ,Breakout ).run ()
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+ self .assertEqual (stats ['# Trades' ], 23 )
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class TestUtil (TestCase ):
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