MC2-Project-1-Test-Cases-spr2016

marketsim_test_cases = [
    MarketsimTestCase(
        description="Orders 1",
        group='basic',
        inputs=dict(
            orders_file=os.path.join('orders', 'orders-01.csv'),
            start_val=1000000
        ),
        outputs=dict(
            num_days = 245 ,
            last_day_portval = 1115569.2 ,
            sharpe_ratio = 0.612340613407 ,
            avg_daily_ret = 0.00055037432146
        )
    ),
    MarketsimTestCase(
        description="Orders 2",
        group='basic',
        inputs=dict(
            orders_file=os.path.join('orders', 'orders-02.csv'),
            start_val=1000000
        ),
        outputs=dict(
            num_days = 245 ,
            last_day_portval = 1095003.35 ,
            sharpe_ratio = 1.01613520942 ,
            avg_daily_ret = 0.000390534819609
        )
    ),
    MarketsimTestCase(
        description="Orders 3",
        group='basic',
        inputs=dict(
            orders_file=os.path.join('orders', 'orders-03.csv'),
            start_val=1000000
        ),
        outputs=dict(
            num_days = 240 ,
            last_day_portval = 857616.0 ,
            sharpe_ratio = -0.759896272199 ,
            avg_daily_ret = -0.000571326189931
        )
    ),
    MarketsimTestCase(
        description="Orders 4",
        group='basic',
        inputs=dict(
            orders_file=os.path.join('orders', 'orders-04.csv'),
            start_val=1000000
        ),
        outputs=dict(
            num_days = 233 ,
            last_day_portval = 923545.4 ,
            sharpe_ratio = -0.266030146916 ,
            avg_daily_ret =  -0.000240200768212
        )
    ),
    MarketsimTestCase(
        description="Orders 5",
        group='basic',
        inputs=dict(
            orders_file=os.path.join('orders', 'orders-05.csv'),
            start_val=1000000
        ),
        outputs=dict(
            num_days = 296 ,
            last_day_portval = 1415563.0 ,
            sharpe_ratio = 2.19591520826 ,
            avg_daily_ret = 0.00121733290744
        )
    ),
    MarketsimTestCase(
        description="Orders 6",
        group='basic',
        inputs=dict(
            orders_file=os.path.join('orders', 'orders-06.csv'),
            start_val=1000000
        ),
        outputs=dict(
            num_days = 210 ,
            last_day_portval = 894604.3 ,
            sharpe_ratio = -1.23463930987,
            avg_daily_ret =  -0.000511281541086
        )
    ),
    MarketsimTestCase(
        description="Orders 7 (modified)",
        group='basic',
        inputs=dict(
            orders_file=os.path.join('orders', 'orders-07-modified.csv'),
            start_val=1000000
        ),
        outputs=dict(
            num_days = 237 ,
            last_day_portval = 1104930.8 ,
            sharpe_ratio = 2.07335994413 ,
            avg_daily_ret = 0.000428245010481
        )
    ),
    MarketsimTestCase(
        description="Orders 8 (modified)",
        group='basic',
        inputs=dict(
            orders_file=os.path.join('orders', 'orders-08-modified.csv'),
            start_val=1000000
        ),
        outputs=dict(
            num_days = 229 ,
            last_day_portval = 1071325.1 ,
            sharpe_ratio =  0.896734443277,
            avg_daily_ret = 0.000318004442115
        )
    ),
    MarketsimTestCase(
        description="Orders 9 (modified)",
        group='basic',
        inputs=dict(
            orders_file=os.path.join('orders', 'orders-09-modified.csv'),
            start_val=1000000
        ),
        outputs=dict(
            num_days = 37 ,
            last_day_portval = 1058990.0,
            sharpe_ratio = 2.54864656282 ,
            avg_daily_ret = 0.00164458341408
        )
    ),
    MarketsimTestCase(
        description="Orders 10 (modified)",
        group='basic',
        inputs=dict(
            orders_file=os.path.join('orders', 'orders-10-modified.csv'),
            start_val=1000000
        ),
        outputs=dict(
            num_days = 141 ,
            last_day_portval = 1070819.0,
            sharpe_ratio = 1.0145855303,
            avg_daily_ret =  0.000521814978394
        )
    ),
    MarketsimTestCase(
        description="Orders 11 - Leveraged SELL (modified)",
        group='leverage',
        inputs=dict(
            orders_file=os.path.join('orders', 'orders-11-modified.csv'),
            start_val=1000000
        ),
        outputs=dict(
            last_day_portval = 1053560.0
        )
    ),
    MarketsimTestCase(
        description="Orders 12 - Leveraged BUY (modified)",
        group='leverage',
        inputs=dict(
            orders_file=os.path.join('orders', 'orders-12-modified.csv'),
            start_val=1000000
        ),
        outputs=dict(
            last_day_portval = 1044437.0
        )
    ),
    MarketsimTestCase(
        description="Wiki leverage example #1",
        group='leverage',
        inputs=dict(
            orders_file=os.path.join('orders', 'orders-leverage-1.csv'),
            start_val=1000000
        ),
        outputs=dict(
            last_day_portval = 1050160.0
        )
    ),
    MarketsimTestCase(
        description="Wiki leverage example #2",
        group='leverage',
        inputs=dict(
            orders_file=os.path.join('orders', 'orders-leverage-2.csv'),
            start_val=1000000
        ),
        outputs=dict(
            last_day_portval = 1074650.0
        )
    ),
    MarketsimTestCase(
        description="Wiki leverage example #3",
        group='leverage',
        inputs=dict(
            orders_file=os.path.join('orders', 'orders-leverage-3.csv'),
            start_val=1000000
        ),
        outputs=dict(
            last_day_portval = 1050160.0
        )
    ),
]