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linter error fixed

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Camilo1704
2020-03-25 16:43:41 -03:00
parent 899b0ff340
commit feb426876e
2 changed files with 50 additions and 52 deletions
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backtester/test/backtester/test_buy_options.py
+49 -51
View File
@@ -1,7 +1,5 @@
import numpy as np
import sys
import math
import pandas as pc
from backtester.strategy import Strategy, StrategyLeg
from backtester.enums import Type, Direction
from backtester import Backtest
@@ -116,76 +114,76 @@ def options_2legs_buy_strategy(options_data):
def set_data_2puts_buy(data):
data._data.at[2, 'ask'] = 1 #SPX6500 put 2014-12-15
data._data.at[2, 'bid'] = 0.5 #SPX6500 put 2014-12-15
data._data.at[2, 'ask'] = 1 # SPX6500 put 2014-12-15
data._data.at[2, 'bid'] = 0.5 # SPX6500 put 2014-12-15
data._data.at[51, 'ask'] = 1.5 #SPX7000 put 2015-01-02
data._data.at[50, 'bid'] = 0.5 #SPX6500 put 2015-01-02
data._data.at[51, 'ask'] = 1.5 # SPX7000 put 2015-01-02
data._data.at[50, 'bid'] = 0.5 # SPX6500 put 2015-01-02
data._data.at[130, 'bid'] = 0.5 #SPX6500 put 2015-02-02
data._data.at[131, 'bid'] = 1.5 #SPX7000 put 2015-02-02
data._data.at[130, 'bid'] = 0.5 # SPX6500 put 2015-02-02
data._data.at[131, 'bid'] = 1.5 # SPX7000 put 2015-02-02
data._data.at[206, 'bid'] = 0.5 #SPX6500 put 2015-03-02
data._data.at[207, 'bid'] = 1.5 #SPX7000 put 2015-03-02
data._data.at[206, 'bid'] = 0.5 # SPX6500 put 2015-03-02
data._data.at[207, 'bid'] = 1.5 # SPX7000 put 2015-03-02
return data
def set_data_2legs_buy(data):
data._data.at[0, 'ask'] = 1 #SPX6500 call 2014-12-15
data._data.at[0, 'bid'] = 0.5 #SPX6500 call 2014-12-15
data._data.at[2, 'ask'] = 1 #SPX6500 put 2014-12-15
data._data.at[2, 'bid'] = 0.5 #SPX6500 put 2014-12-15
data._data.at[0, 'ask'] = 1 # SPX6500 call 2014-12-15
data._data.at[0, 'bid'] = 0.5 # SPX6500 call 2014-12-15
data._data.at[2, 'ask'] = 1 # SPX6500 put 2014-12-15
data._data.at[2, 'bid'] = 0.5 # SPX6500 put 2014-12-15
data._data.at[51, 'ask'] = 1.5 #SPX7000 put 2015-01-02
data._data.at[50, 'bid'] = 0.5 #SPX6500 put 2015-01-02
data._data.at[49, 'ask'] = 1.5 #SPX7000 call 2015-01-02
data._data.at[48, 'bid'] = 0.5 #SPX6500 call 2015-01-02
data._data.at[51, 'ask'] = 1.5 # SPX7000 put 2015-01-02
data._data.at[50, 'bid'] = 0.5 # SPX6500 put 2015-01-02
data._data.at[49, 'ask'] = 1.5 # SPX7000 call 2015-01-02
data._data.at[48, 'bid'] = 0.5 # SPX6500 call 2015-01-02
data._data.at[130, 'bid'] = 0.5 #SPX6500 put 2015-02-02
data._data.at[131, 'bid'] = 1.5 #SPX7000 put 2015-02-02
data._data.at[128, 'bid'] = 0.5 #SPX6500 call 2015-02-02
data._data.at[129, 'bid'] = 1.5 #SPX7000 call 2015-02-02
data._data.at[130, 'bid'] = 0.5 # SPX6500 put 2015-02-02
data._data.at[131, 'bid'] = 1.5 # SPX7000 put 2015-02-02
data._data.at[128, 'bid'] = 0.5 # SPX6500 call 2015-02-02
data._data.at[129, 'bid'] = 1.5 # SPX7000 call 2015-02-02
data._data.at[206, 'bid'] = 0.5 #SPX6500 put 2015-03-02
data._data.at[207, 'bid'] = 1.5 #SPX7000 put 2015-03-02
data._data.at[204, 'bid'] = 0.5 #SPX6500 call 2015-03-02
data._data.at[205, 'bid'] = 1.5 #SPX7000 call 2015-03-02
data._data.at[206, 'bid'] = 0.5 # SPX6500 put 2015-03-02
data._data.at[207, 'bid'] = 1.5 # SPX7000 put 2015-03-02
data._data.at[204, 'bid'] = 0.5 # SPX6500 call 2015-03-02
data._data.at[205, 'bid'] = 1.5 # SPX7000 call 2015-03-02
return data
def set_data_1put_buy_sell(data):
data._data.at[2, 'ask'] = 1 #SPX6500 put 2014-12-15
data._data.at[2, 'bid'] = 0.5 #SPX6500 put 2014-12-15
data._data.at[2, 'ask'] = 1 # SPX6500 put 2014-12-15
data._data.at[2, 'bid'] = 0.5 # SPX6500 put 2014-12-15
data._data.at[50, 'ask'] = 1.5 #SPX6500 put 2015-01-02
data._data.at[50, 'bid'] = 1 #SPX6500 put 2015-01-02
data._data.at[50, 'ask'] = 1.5 # SPX6500 put 2015-01-02
data._data.at[50, 'bid'] = 1 # SPX6500 put 2015-01-02
data._data.at[130, 'bid'] = 2 #SPX6500 put 2015-02-02
data._data.at[130, 'ask'] = 2.5 #SPX6500 put 2015-02-02
data._data.at[130, 'bid'] = 2 # SPX6500 put 2015-02-02
data._data.at[130, 'ask'] = 2.5 # SPX6500 put 2015-02-02
data._data.at[206, 'bid'] = 2 #SPX6500 put 2015-03-02
data._data.at[206, 'ask'] = 2.5 #SPX7000 put 2015-03-02
data._data.at[206, 'bid'] = 2 # SPX6500 put 2015-03-02
data._data.at[206, 'ask'] = 2.5 # SPX7000 put 2015-03-02
return data
def set_data_buy_and_sell_2legs(data):
data._data.at[0, 'ask'] = 1 #SPX6500 call 2014-12-15
data._data.at[0, 'bid'] = 0.5 #SPX6500 call 2014-12-15
data._data.at[2, 'ask'] = 1 #SPX6500 put 2014-12-15
data._data.at[2, 'bid'] = 0.5 #SPX6500 put 2014-12-15
data._data.at[0, 'ask'] = 1 # SPX6500 call 2014-12-15
data._data.at[0, 'bid'] = 0.5 # SPX6500 call 2014-12-15
data._data.at[2, 'ask'] = 1 # SPX6500 put 2014-12-15
data._data.at[2, 'bid'] = 0.5 # SPX6500 put 2014-12-15
data._data.at[51, 'ask'] = 1.5 #SPX7000 put 2015-01-02
data._data.at[50, 'bid'] = 0.5 #SPX6500 put 2015-01-02
data._data.at[49, 'ask'] = 1.5 #SPX7000 call 2015-01-02
data._data.at[48, 'bid'] = 0.5 #SPX6500 call 2015-01-02
data._data.at[51, 'ask'] = 1.5 # SPX7000 put 2015-01-02
data._data.at[50, 'bid'] = 0.5 # SPX6500 put 2015-01-02
data._data.at[49, 'ask'] = 1.5 # SPX7000 call 2015-01-02
data._data.at[48, 'bid'] = 0.5 # SPX6500 call 2015-01-02
data._data.at[130, 'bid'] = 0.5 #SPX6500 put 2015-02-02
data._data.at[131, 'bid'] = 1.5 #SPX7000 put 2015-02-02
data._data.at[128, 'bid'] = 0.5 #SPX6500 call 2015-02-02
data._data.at[129, 'bid'] = 1.5 #SPX7000 call 2015-02-02
data._data.at[130, 'bid'] = 0.5 # SPX6500 put 2015-02-02
data._data.at[131, 'bid'] = 1.5 # SPX7000 put 2015-02-02
data._data.at[128, 'bid'] = 0.5 # SPX6500 call 2015-02-02
data._data.at[129, 'bid'] = 1.5 # SPX7000 call 2015-02-02
data._data.at[206, 'bid'] = 1 #SPX6500 put 2015-03-02
data._data.at[207, 'bid'] = 1.5 #SPX7000 put 2015-03-02
data._data.at[204, 'bid'] = 1. #SPX6500 call 2015-03-02
data._data.at[205, 'bid'] = 1.5 #SPX7000 call 2015-03-02
return data
data._data.at[206, 'bid'] = 1 # SPX6500 put 2015-03-02
data._data.at[207, 'bid'] = 1.5 # SPX7000 put 2015-03-02
data._data.at[204, 'bid'] = 1. # SPX6500 call 2015-03-02
data._data.at[205, 'bid'] = 1.5 # SPX7000 call 2015-03-02
return data
backtester/test/conftest.py
+1 -1
View File
@@ -78,4 +78,4 @@ def ivy_5assets_portfolio():
BND = Stock("BND", 0.2)
VNQ = Stock("VNQ", 0.2)
DBC = Stock("DBC", 0.2)
return [VTI, VEU, BND, VNQ, DBC]
return [VTI, VEU, BND, VNQ, DBC]