| 372 | *indicator_columns])) |
| 373 | |
| 374 | def test_compute_stats_bordercase(self): |
| 375 | |
| 376 | class SingleTrade(Strategy): |
| 377 | def init(self): |
| 378 | self._done = False |
| 379 | |
| 380 | def next(self): |
| 381 | if not self._done: |
| 382 | self.buy() |
| 383 | self._done = True |
| 384 | if self.position: |
| 385 | self.position.close() |
| 386 | |
| 387 | class SinglePosition(_S): |
| 388 | def next(self): |
| 389 | if not self.position: |
| 390 | self.buy() |
| 391 | |
| 392 | class NoTrade(_S): |
| 393 | def next(self): |
| 394 | pass |
| 395 | |
| 396 | for strategy in (SmaCross, |
| 397 | SingleTrade, |
| 398 | SinglePosition, |
| 399 | NoTrade): |
| 400 | with self.subTest(strategy=strategy.__name__): |
| 401 | stats = Backtest(GOOG.iloc[:100], strategy).run() |
| 402 | |
| 403 | self.assertFalse(np.isnan(stats['Equity Final [$]'])) |
| 404 | self.assertFalse(stats['_equity_curve']['Equity'].isnull().any()) |
| 405 | self.assertEqual(stats['_strategy'].__class__, strategy) |
| 406 | |
| 407 | def test_trade_enter_hit_sl_on_same_day(self): |
| 408 | the_day = pd.Timestamp("2012-10-17 00:00:00") |