(self)
| 915 | self.assertEqual(list(new_data.columns), list(GOOG.columns)) |
| 916 | |
| 917 | def test_compute_stats(self): |
| 918 | stats = Backtest(GOOG, SmaCross).run() |
| 919 | only_long_trades = stats._trades[stats._trades.Size > 0] |
| 920 | long_stats = compute_stats(stats=stats, trades=only_long_trades, |
| 921 | data=GOOG, risk_free_rate=.02) |
| 922 | self.assertNotEqual(list(stats._equity_curve.Equity), |
| 923 | list(long_stats._equity_curve.Equity)) |
| 924 | self.assertNotEqual(stats['Sharpe Ratio'], long_stats['Sharpe Ratio']) |
| 925 | self.assertEqual(long_stats['# Trades'], len(only_long_trades)) |
| 926 | self.assertEqual(stats._strategy, long_stats._strategy) |
| 927 | assert_frame_equal(long_stats._trades, only_long_trades) |
| 928 | |
| 929 | def test_SignalStrategy(self): |
| 930 | class S(SignalStrategy): |
nothing calls this directly
no test coverage detected