Method init

backtesting/test/_test.py:931–934

(self)

    def test_SignalStrategy(self):
        class S(SignalStrategy):
            def init(self):
                sma = self.data.Close.s.rolling(10).mean()
                self.set_signal(self.data.Close > sma,
                                self.data.Close < sma)

        stats = Backtest(GOOG, S).run()
        self.assertIn(stats['# Trades'], (1179, 1180))  # varies on different archs?