Mojo playground

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

backtester/test/backtester/__init__.py

@@ -0,0 +1 @@
+from .test_backtester import sample_options_strategy, run_backtest

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)

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())