Removed unnecessary asserts

This commit is contained in:
Juan Pablo Amoroso
2020-03-19 11:52:24 -03:00
parent 0b73e73b6a
commit 5eccfcad37
5 changed files with 2 additions and 22 deletions
-6
View File
@@ -12,8 +12,6 @@ from .strategy import Strategy
class Backtest:
"""Backtest runner class."""
def __init__(self, allocation, initial_capital=1_000_000, shares_per_contract=100):
assert isinstance(allocation, dict)
assets = ('stocks', 'options', 'cash')
total_allocation = sum(allocation.get(a, 0.0) for a in assets)
@@ -35,7 +33,6 @@ class Backtest:
@stocks.setter
def stocks(self, stocks):
assert all(isinstance(stock, Stock) for stock in stocks), 'Invalid stocks'
assert np.isclose(sum(stock.percentage for stock in stocks), 1.0,
atol=0.000001), 'Stock percentages must sum to 1.0'
self._stocks = list(stocks)
@@ -47,7 +44,6 @@ class Backtest:
@options_strategy.setter
def options_strategy(self, strat):
assert isinstance(strat, Strategy)
self._options_strategy = strat
@property
@@ -56,7 +52,6 @@ class Backtest:
@stocks_data.setter
def stocks_data(self, data):
assert isinstance(data, TiingoData)
self._stocks_schema = data.schema
self._stocks_data = data
@@ -66,7 +61,6 @@ class Backtest:
@options_data.setter
def options_data(self, data):
assert isinstance(data, HistoricalOptionsData)
self._options_schema = data.schema
self._options_data = data
@@ -6,9 +6,7 @@ from .schema import Schema
class HistoricalOptionsData:
"""Historical Options Data container class."""
def __init__(self, file, schema=None, **params):
if schema:
assert isinstance(schema, Schema)
else:
if schema is None:
self.schema = HistoricalOptionsData.default_schema()
file_extension = os.path.splitext(file)[1]
+1 -3
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@@ -6,9 +6,7 @@ import pandas as pd
class TiingoData:
"""Tiingo (stocks & indeces) Data container class."""
def __init__(self, file, schema=None, **params):
if schema:
assert isinstance(schema, Schema)
else:
if schema is None:
self.schema = TiingoData.default_schema()
file_extension = os.path.splitext(file)[1]
-5
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@@ -2,9 +2,6 @@ import math
import numpy as np
from ..datahandler import Schema
from .strategy_leg import StrategyLeg
class Strategy:
"""Options strategy class.
@@ -12,7 +9,6 @@ class Strategy:
entry and exit conditions.
"""
def __init__(self, schema):
assert isinstance(schema, Schema)
self.schema = schema
self.legs = []
self.conditions = []
@@ -20,7 +16,6 @@ class Strategy:
def add_leg(self, leg):
"""Adds leg to the strategy"""
assert isinstance(leg, StrategyLeg)
assert self.schema == leg.schema
leg.name = "leg_{}".format(len(self.legs) + 1)
self.legs.append(leg)
-5
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@@ -1,14 +1,9 @@
from backtester.enums import Type, Direction
from backtester.datahandler import Schema
class StrategyLeg:
"""Strategy Leg data class"""
def __init__(self, name, schema, option_type=Type.CALL, direction=Direction.BUY):
assert isinstance(schema, Schema)
assert isinstance(option_type, Type)
assert isinstance(direction, Direction)
self.name = name
self.schema = schema
self.type = option_type