openbacktesting 0.2.0__py3-none-any.whl

openbacktesting/test/__init__.py

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+"""Data and utilities for testing."""
+
+from __future__ import annotations
+
+import pandas as pd
+
+
+def _read_file(filename):
+    from os.path import dirname, join
+
+    return pd.read_csv(join(dirname(__file__), filename), index_col=0, parse_dates=True)
+
+
+BTCUSD = _read_file("BTCUSD.csv")
+"""DataFrame of monthly BTC/USD histrical index data from 2012 through 2024 (12 years)."""
+
+GOOG = _read_file("GOOG.csv")
+"""DataFrame of daily NASDAQ:GOOG (Google/Alphabet) stock price data from 2004 to 2013."""
+
+EURUSD = _read_file("EURUSD.csv")
+"""DataFrame of hourly EUR/USD forex data from April 2017 to February 2018."""
+
+
+def SMA(arr: pd.Series, n: int) -> pd.Series:
+    """
+    Returns `n`-period simple moving average of array `arr`.
+    """
+    series = arr.s if hasattr(arr, "s") else pd.Series(arr)
+    return series.rolling(n).mean()

openbacktesting/test/__main__.py

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+import sys
+import unittest
+import warnings
+
+if __name__ == "__main__":
+    warnings.filterwarnings("error")
+    # But avoid multiprocessing RuntimeWarning on Widnose
+    if sys.platform.startswith("win"):
+        warnings.filterwarnings("ignore", message=".*multi-process", category=RuntimeWarning)
+
+    unittest.main(module="openbacktesting.test._test", verbosity=2)