From bbfebab645c1b61fc77ace76cba01f0b9ad9faa4 Mon Sep 17 00:00:00 2001
From: Juan Pablo Amoroso <juanpablo.amoroso@gmail.com>
Date: Wed, 4 Mar 2020 17:08:39 -0300
Subject: [PATCH] Fixed __init__ imports (solves unused import warning from
 flake8).

---
 backtester/__init__.py             |  2 ++
 backtester/backtester.py           | 14 ++++++++++----
 backtester/datahandler/__init__.py |  2 ++
 backtester/statistics/__init__.py  |  2 ++
 4 files changed, 16 insertions(+), 4 deletions(-)

diff --git a/backtester/__init__.py b/backtester/__init__.py
index afb16ef..1a26973 100644
--- a/backtester/__init__.py
+++ b/backtester/__init__.py
@@ -1,3 +1,5 @@
 from . import datahandler
 from .backtester import Backtest
 from .enums import Stock, Type, Direction
+
+__all__ = ['datahandler', 'Backtest', 'Stock', 'Type', 'Direction']
diff --git a/backtester/backtester.py b/backtester/backtester.py
index 2c6890d..c5ec40e 100644
--- a/backtester/backtester.py
+++ b/backtester/backtester.py
@@ -42,11 +42,11 @@ class Backtest:
         return self
 
     @property
-    def strategy(self):
+    def options_strategy(self):
         return self._options_strategy
 
-    @strategy.setter
-    def strategy(self, strat):
+    @options_strategy.setter
+    def options_strategy(self, strat):
         assert isinstance(strat, Strategy)
         self._options_strategy = strat
 
@@ -82,6 +82,8 @@ class Backtest:
         """
 
         assert self._stocks_data, 'Stock data not set'
+        assert all(stock.symbol in self._stocks_data['symbol'].values
+                   for stock in self._stocks), 'Ensure all stocks in portfolio are present in the data'
         assert self._options_data, 'Options data not set'
         assert self._options_strategy, 'Options Strategy not set'
         assert self._options_data.schema == self._options_strategy.schema
@@ -117,7 +119,7 @@ class Backtest:
             if date in rebalancing_days:
                 previous_rb_date = rebalancing_days[rebalancing_days.get_loc(date) -
                                                     1] if rebalancing_days.get_loc(date) != 0 else date
-                self._update_balance(previous_rb_date, date, self.stocks_data, self._options_data)
+                self._update_balance(previous_rb_date, date, self._stocks_data, self._options_data)
                 self._rebalance_portfolio(date, stocks, options, sma_days)
 
             bar.update()
@@ -280,6 +282,10 @@ class Backtest:
         stock_prices = inventory_stocks[self._stocks_schema['adjClose']]
 
         if sma_days:
+            print(stock_prices)
+            print(inventory_stocks['sma'])
+            print(allocation)
+            print(stock_percentages)
             qty = np.where(inventory_stocks['sma'] < stock_prices, (allocation * stock_percentages) // stock_prices, 0)
         else:
             qty = (allocation * stock_percentages) // stock_prices
diff --git a/backtester/datahandler/__init__.py b/backtester/datahandler/__init__.py
index 59759c2..6f80f98 100644
--- a/backtester/datahandler/__init__.py
+++ b/backtester/datahandler/__init__.py
@@ -2,3 +2,5 @@ from .schema import Schema
 
 from .historical_options_data import HistoricalOptionsData
 from .tiingo_data import TiingoData
+
+__all__ = ['Schema', 'HistoricalOptionsData', 'TiingoData']
diff --git a/backtester/statistics/__init__.py b/backtester/statistics/__init__.py
index 6262f3c..2b99f57 100644
--- a/backtester/statistics/__init__.py
+++ b/backtester/statistics/__init__.py
@@ -1,2 +1,4 @@
 from .charts import monthly_returns_heatmap, returns_histogram, returns_chart
 from .stats import summary
+
+__all__ = ['monthly_returns_heatmap', 'returns_histogram', 'returns_chart', 'summary']