(self)
| 742 | def test_wellknown(self): |
| 743 | class S(_S): |
| 744 | def next(self): |
| 745 | date = self.data.index[-1] |
| 746 | if date == pd.Timestamp('Thu 19 Oct 2006'): |
| 747 | self.buy(stop=484, limit=466, size=100) |
| 748 | elif date == pd.Timestamp('Thu 30 Oct 2007'): |
| 749 | self.position.close() |
| 750 | elif date == pd.Timestamp('Tue 11 Nov 2008'): |
| 751 | self.sell(stop=self.data.Low, |
| 752 | limit=324.90, # High from 14 Nov |
| 753 | size=200) |
| 754 | |
| 755 | bt = Backtest(GOOG, S, margin=.1) |
| 756 | stats = bt.run() |