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Modified test_backtest to keep only the balance columns used for the test

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This commit is contained in:
Javier Rodríguez Chatruc
2020-03-20 15:04:58 -03:00
parent 0569f34e1f
commit de0fed75cd
1 changed files with 10 additions and 2 deletions
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backtester/test/backtester/test_backtester.py
+10 -2
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@@ -13,7 +13,14 @@ def test_backtest(sample_stock_portfolio, sample_stocks_datahandler, sample_opti
stocks=sample_stock_portfolio)
tl_long, balance_long = bt.trade_log, bt.balance
last_day_balance_long = balance_long.iloc[-1].values
symbols = [stock.symbol for stock in sample_stock_portfolio]
balance_columns = ['total capital', 'cash'] + symbols + [
'options qty', 'calls capital', 'puts capital', 'stocks qty', 'options capital', 'stocks capital', '% change',
'accumulated return'
]
last_day_balance_long = balance_long.iloc[-1]
last_day_balance_long = last_day_balance_long[balance_columns].values
leg_1_costs = tl_long['leg_1']['cost']
leg_2_costs = tl_long['leg_2']['cost']
@@ -40,7 +47,8 @@ def test_backtest(sample_stock_portfolio, sample_stocks_datahandler, sample_opti
stocks=sample_stock_portfolio)
tl_short, balance_short = bt.trade_log, bt.balance
last_day_balance_short = balance_short.iloc[-1].values
last_day_balance_short = balance_short.iloc[-1]
last_day_balance_short = last_day_balance_short[balance_columns].values
leg_1_costs = tl_short['leg_1']['cost']
leg_2_costs = tl_short['leg_2']['cost']