Commit 552b014c authored by Dr.李's avatar Dr.李

added some code for naive executor

parent 7048ef8d
# -*- coding: utf-8 -*-
"""
Created on 2017-9-22
@author: cheng.li
"""
import unittest
import pandas as pd
from alphamind.execution.naiveexecutor import NaiveExecutor
class TestNaiveExecutor(unittest.TestCase):
@staticmethod
def test_naive_executor():
target_pos = pd.DataFrame({'code': [1, 2, 3],
'weight': [0.2, 0.3, 0.5],
'industry': ['a', 'b', 'c']})
executor = NaiveExecutor()
turn_over, executed_pos = executor.execute(target_pos)
...@@ -12,8 +12,8 @@ from alphamind.execution.thresholdexecutor import ThresholdExecutor ...@@ -12,8 +12,8 @@ from alphamind.execution.thresholdexecutor import ThresholdExecutor
class TestThresholdExecutor(unittest.TestCase): class TestThresholdExecutor(unittest.TestCase):
@staticmethod
def test_threshold_executor(self): def test_threshold_executor(self):
target_pos = pd.DataFrame({'code': [1, 2, 3], target_pos = pd.DataFrame({'code': [1, 2, 3],
'weight': [0.2, 0.3, 0.5], 'weight': [0.2, 0.3, 0.5],
'industry': ['a', 'b', 'c']}) 'industry': ['a', 'b', 'c']})
......
...@@ -28,6 +28,7 @@ from alphamind.tests.analysis.test_factoranalysis import TestFactorAnalysis ...@@ -28,6 +28,7 @@ from alphamind.tests.analysis.test_factoranalysis import TestFactorAnalysis
from alphamind.tests.analysis.test_quantilieanalysis import TestQuantileAnalysis from alphamind.tests.analysis.test_quantilieanalysis import TestQuantileAnalysis
from alphamind.tests.model.test_linearmodel import TestLinearModel from alphamind.tests.model.test_linearmodel import TestLinearModel
from alphamind.tests.model.test_loader import TestLoader from alphamind.tests.model.test_loader import TestLoader
from alphamind.tests.execution.test_naiveexecutor import TestNaiveExecutor
from alphamind.tests.execution.test_thresholdexecutor import TestThresholdExecutor from alphamind.tests.execution.test_thresholdexecutor import TestThresholdExecutor
...@@ -49,6 +50,7 @@ if __name__ == '__main__': ...@@ -49,6 +50,7 @@ if __name__ == '__main__':
TestQuantileAnalysis, TestQuantileAnalysis,
TestLinearModel, TestLinearModel,
TestLoader, TestLoader,
TestNaiveExecutor,
TestThresholdExecutor], TestThresholdExecutor],
alpha_logger) alpha_logger)
runner.run() runner.run()
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