Skip to content
Merged
Show file tree
Hide file tree
Changes from all commits
Commits
File filter

Filter by extension

Filter by extension


Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
2 changes: 1 addition & 1 deletion requirements.txt
Original file line number Diff line number Diff line change
@@ -1,7 +1,7 @@
flask
gunicorn
quant-platform-kit @ git+https://github.com/QuantStrategyLab/QuantPlatformKit.git@v0.7.16
us-equity-strategies @ git+https://github.com/QuantStrategyLab/UsEquityStrategies.git@v0.7.24
us-equity-strategies @ git+https://github.com/QuantStrategyLab/UsEquityStrategies.git@v0.7.25
pandas
numpy
requests
Expand Down
1 change: 0 additions & 1 deletion research/backtest_video_qqq_tqqq_dual_drive.py
Original file line number Diff line number Diff line change
Expand Up @@ -22,7 +22,6 @@
from pathlib import Path
from typing import Iterable

import numpy as np
import pandas as pd

CURRENT_DIR = Path(__file__).resolve().parent
Expand Down
2 changes: 2 additions & 0 deletions tests/test_strategy_loader.py
Original file line number Diff line number Diff line change
Expand Up @@ -51,6 +51,8 @@ def test_load_strategy_entrypoint_for_profile_resolves_tqqq_growth_income(monkey
assert entrypoint.manifest.profile == "tqqq_growth_income"
assert entrypoint.manifest.required_inputs == frozenset({"benchmark_history", "portfolio_snapshot"})
assert entrypoint.manifest.default_config["benchmark_symbol"] == "QQQ"
assert entrypoint.manifest.default_config["managed_symbols"] == ("TQQQ", "QQQ", "BOXX", "SPYI", "QQQI")
assert entrypoint.manifest.default_config["attack_allocation_mode"] == "fixed_qqq_tqqq_pullback"


def test_load_strategy_entrypoint_for_profile_resolves_mega_cap_dynamic_top20(monkeypatch):
Expand Down
6 changes: 3 additions & 3 deletions tests/test_strategy_runtime.py
Original file line number Diff line number Diff line change
Expand Up @@ -491,7 +491,7 @@ class FakeEntrypoint:
required_inputs=frozenset({"benchmark_history", "portfolio_snapshot"}),
default_config={
"benchmark_symbol": "QQQ",
"managed_symbols": ("TQQQ", "BOXX", "SPYI", "QQQI"),
"managed_symbols": ("TQQQ", "QQQ", "BOXX", "SPYI", "QQQI"),
},
)

Expand All @@ -517,7 +517,7 @@ def evaluate(self, ctx):
runtime_config={},
merged_runtime_config={
"benchmark_symbol": "QQQ",
"managed_symbols": ("TQQQ", "BOXX", "SPYI", "QQQI"),
"managed_symbols": ("TQQQ", "QQQ", "BOXX", "SPYI", "QQQI"),
},
status_icon="🐤",
logger=lambda _message: None,
Expand Down Expand Up @@ -551,4 +551,4 @@ def fake_candle_loader(_ib, symbol, duration="2 Y", bar_size="1 day"):
assert "pacing_sec" not in captured["runtime_config"]
assert result.metadata["portfolio_total_equity"] == 50000.0
assert result.metadata["benchmark_symbol"] == "QQQ"
assert result.metadata["managed_symbols"] == ("TQQQ", "BOXX", "SPYI", "QQQI")
assert result.metadata["managed_symbols"] == ("TQQQ", "QQQ", "BOXX", "SPYI", "QQQI")