From 936963a636177418597326eb0490714c64d57ca6 Mon Sep 17 00:00:00 2001
From: Javier Chatruc <jrchatruc@gmail.com>
Date: Wed, 7 Aug 2024 15:34:21 -0300
Subject: [PATCH] Mojo playground
---
backtester/test/__init__.py | 2 ++
backtester/test/backtester/__init__.py | 1 +
backtester/test/conftest.py | 6 ++---
main.mojo | 32 ++++++++++++++++++++++++++
4 files changed, 38 insertions(+), 3 deletions(-)
create mode 100644 backtester/test/__init__.py
create mode 100644 backtester/test/backtester/__init__.py
create mode 100644 main.mojo
diff --git a/backtester/test/__init__.py b/backtester/test/__init__.py
new file mode 100644
index 0000000..3b7f655
--- /dev/null
+++ b/backtester/test/__init__.py
@@ -0,0 +1,2 @@
+from .conftest import sample_options_datahandler, sample_stocks_datahandler, sample_stock_portfolio
+from .backtester import sample_options_strategy
diff --git a/backtester/test/backtester/__init__.py b/backtester/test/backtester/__init__.py
new file mode 100644
index 0000000..2618189
--- /dev/null
+++ b/backtester/test/backtester/__init__.py
@@ -0,0 +1 @@
+from .test_backtester import sample_options_strategy, run_backtest
diff --git a/backtester/test/conftest.py b/backtester/test/conftest.py
index 8e7292e..39f7bc6 100644
--- a/backtester/test/conftest.py
+++ b/backtester/test/conftest.py
@@ -16,7 +16,7 @@
# DataHandler fixtures
-@pytest.fixture(scope='module')
+# @pytest.fixture(scope='module')
def sample_stocks_datahandler():
data = TiingoData(SAMPLE_DATA_STOCKS)
return data
@@ -35,7 +35,7 @@ def constant_price_stocks():
return data
-@pytest.fixture(scope='module')
+# @pytest.fixture(scope='module')
def sample_options_datahandler():
data = HistoricalOptionsData(SAMPLE_DATA_OPTIONS)
return data
@@ -56,7 +56,7 @@ def ivy_portfolio():
return [Stock('VTI', 0.2), Stock('VEU', 0.2), Stock('BND', 0.2), Stock('VNQ', 0.2), Stock('DBC', 0.2)]
-@pytest.fixture(scope='module')
+# @pytest.fixture(scope='module')
def sample_stock_portfolio():
VOO = Stock('VOO', 0.4)
TUR = Stock('TUR', 0.1)
diff --git a/main.mojo b/main.mojo
new file mode 100644
index 0000000..ee4d205
--- /dev/null
+++ b/main.mojo
@@ -0,0 +1,32 @@
+from python import Python
+
+fn main() raises:
+ Python.add_to_path("./")
+ var backtester = Python.import_module("backtester")
+ var test = Python.import_module("backtester.test")
+ var sample_stocks_datahandler = test.sample_stocks_datahandler()
+ var sample_options_datahandler = test.sample_options_datahandler()
+ var sample_options_strategy = test.backtester.sample_options_strategy(backtester.Direction.BUY, sample_options_datahandler.schema)
+
+
+ ## This code below crashes for me for some reason, even though it looks the same as
+ ## running test.backtester.run_backtest(...)
+
+ # var allocation = Python.dict()
+
+ # allocation["stocks"] = 0.50
+ # allocation["options"] = 0.50
+ # allocation["cash"] = 0
+
+ # var bt = backtester.Backtest(allocation, [])
+ # bt.stocks_data = sample_stocks_datahandler
+ # bt.options_strategy = sample_options_strategy
+ # bt.options_data = sample_options_datahandler
+ # bt.stocks = test.sample_stock_portfolio()
+
+ # bt.run(rebalance_freq=1)
+
+ test.backtester.run_backtest(sample_stocks_datahandler,
+ sample_options_datahandler,
+ sample_options_strategy,
+ stocks=test.sample_stock_portfolio())