DOC: typo - #158

This commit is contained in:
Victor Grau Serrat
2018-01-12 08:38:07 -07:00
parent fa7711b21a
commit 3fe550d354
6 changed files with 93 additions and 5 deletions
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@@ -483,7 +483,7 @@ bitcoin price.
Now we will run the simulation again, but this time we extend our original
algorithm with the addition of the ``analyze()`` function. Somewhat analogously
as how ``initialize()`` gets called once before the start of the algorith,
as how ``initialize()`` gets called once before the start of the algorithm,
``analyze()`` gets called once at the end of the algorithm, and receives two
variables: ``context``, which we discussed at the very beginning, and ``perf``,
which is the pandas dataframe containing the performance data for our algorithm
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==========
Unit Tests
==========
Exchanges
~~~~~~~~~
Markets
-------
Sample:
All markets in 3 random exchanges
Test:
Fetch all TradingPair instances
Assert:
No error
Current Ticker
------------------
Sample:
3 random markets in each of the 3 random exchanges
Test:
Fetch current price and volume
Assert:
Not null and no error
Historical Price Data
---------------------
Sample:
- 3 random markets for each of the 3 random exchanges supporting historical data
- For each market, randomly select one supported frequency
Test:
Fetch historical data for each market using the selected frequency
Assert:
- No error and not blank
- Date of each candle is consistent with the Catalyst desired pattern,
- All candle start at fix intervals
- Last candle partial and forward looking from the end date
Authentication and Orders
-------------------------
Sample:
1 random market for each of 3 random authenticated exchanges
Test:
- Create one limit order randomly buying or selling at least 10% out from the current price
- Retrieve the open order from the exchange
- Cancel the open order
Assert:
No error
Bundles
~~~~~~~
Validate Bundle Data
--------------------
Sample:
- 3 random market in bundles for exchanges supporting historical data
- For each market, randomly selected data range available in the exchange historical data
Test:
- Clean the target exchange bundle
- Ingest the selected market data for the selected data range
- Retrieve the bundle data into a dataframe
- Retrieve the equivalent OHLCV data from the exchange into a dataframe
Assert:
Matching data for the bundle and exchange
Algo Stats
----------
Sample:
- 2 sample algorithms with built-in stats calculator
- 2 KPIs both calculated by each algo and by Catalyst
Test:
- Run each algorithm
- Compare the results of the two methods or calculating stats
Assert:
- Matching stats
CSV Ingestion
-------------
Sample:
3 random CSV files containing price data
Test:
- Ingest each CSV files
- Validate with the exchange like in the 'Validate Bundle Data' test
Assert:
Matching data between the bundle and the exchange
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@@ -697,7 +697,7 @@ examine now how our portfolio value changed over time compared to the
bitcoin price.</p>
<p>Now we will run the simulation again, but this time we extend our original
algorithm with the addition of the <code class="docutils literal"><span class="pre">analyze()</span></code> function. Somewhat analogously
as how <code class="docutils literal"><span class="pre">initialize()</span></code> gets called once before the start of the algorith,
as how <code class="docutils literal"><span class="pre">initialize()</span></code> gets called once before the start of the algorithm,
<code class="docutils literal"><span class="pre">analyze()</span></code> gets called once at the end of the algorithm, and receives two
variables: <code class="docutils literal"><span class="pre">context</span></code>, which we discussed at the very beginning, and <code class="docutils literal"><span class="pre">perf</span></code>,
which is the pandas dataframe containing the performance data for our algorithm
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@@ -259,7 +259,7 @@
<ul class="wy-breadcrumbs">
<li><a href="index.html">Docs</a> &raquo;</li>
<li></li>
<li>Index</li>
<li class="wy-breadcrumbs-aside">
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@@ -258,7 +258,7 @@
<ul class="wy-breadcrumbs">
<li><a href="index.html">Docs</a> &raquo;</li>
<li></li>
<li>Search</li>
<li class="wy-breadcrumbs-aside">
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