Add test for TPS strategy

2025-01-10 08:42:05 -08:00 · 2025-01-10 08:42:05 -08:00 · a879c0cf3e
commit a879c0cf3e
parent be4f58371d
1 changed files with 13 additions and 0 deletions
--- a/test/tps_test.py
+++ b/test/tps_test.py
@ -0,0 +1,13 @@
+from datetime import datetime, timedelta
+
+from ohlc import ohlc
+from strategies import tps
+
+today = datetime.today()
+data = ohlc('SPY', start_date = today - timedelta(days = 365), end_date = today)
+
+signals = tps(data)
+
+result = data[['Date']].copy()
+result['Signal'] = signals
+print(result.tail(50))