test_data_resample.py

#!/usr/bin/env python
# -*- coding: utf-8; py-indent-offset:4 -*-
###############################################################################
#
# Copyright (C) 2015-2023 Daniel Rodriguez
#
# This program is free software: you can redistribute it and/or modify
# it under the terms of the GNU General Public License as published by
# the Free Software Foundation, either version 3 of the License, or
# (at your option) any later version.
#
# This program is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
# GNU General Public License for more details.
#
# You should have received a copy of the GNU General Public License
# along with this program.  If not, see <http://www.gnu.org/licenses/>.
#
###############################################################################
from __future__ import (absolute_import, division, print_function,
                        unicode_literals)

import testcommon

import backtrader as bt
import backtrader.indicators as btind

chkdatas = 1
chkvals = [
    ['3836.453333', '3703.962333', '3741.802000']
]

chkmin = 30  # period will be in weeks
chkind = [btind.SMA]
chkargs = dict()


def test_run(main=False):
    for runonce in [True, False]:
        data = testcommon.getdata(0)
        data.resample(timeframe=bt.TimeFrame.Weeks, compression=1)

        datas = [data]
        testcommon.runtest(datas,
                           testcommon.TestStrategy,
                           main=main,
                           runonce=runonce,
                           plot=main,
                           chkind=chkind,
                           chkmin=chkmin,
                           chkvals=chkvals,
                           chkargs=chkargs)


if __name__ == '__main__':
    test_run(main=True)