added a test for multi assets backtest

tests/test_strategy.py

@@ -2,6 +2,7 @@
 from . import util
 import os
 import numpy as np
+import pandas as pd 
 
 
 def test_iterate():
@@ -59,4 +60,36 @@ def test_backtest_fees():
     resutlt = cira.strategy.back_test(strat, feature_data, prices, 100, use_fees=True)
 
     res = resutlt[strat.name].values.astype(int).tolist()
-    assert res == [99, 98, 97, 96, 95]
+    assert res == [99, 98, 97, 96, 95]
+
+
+def test_backtest_multi_asset_uniform_prices():
+    feature_data = util.stock_data
+    strat = cira.strategy.DollarCostAveraging(amount=1)
+
+    prices = pd.DataFrame() 
+    prices["ast_1"] = [10, 10, 5, 20, 10]
+    prices["ast_2"] = [10, 10, 5, 20, 10]
+    prices["ast_3"] = [10, 10, 5, 20, 10]
+    prices["ast_4"] = [10, 10, 5, 20, 10]
+
+    resutlt = cira.strategy.back_test(strat, feature_data, prices, 40, use_fees=False)
+
+    res = resutlt[strat.name].values.astype(int).tolist()
+    assert res == [40, 40, 20, 80, 40] 
+
+
+def test_backtest_multi_asset():
+    feature_data = util.stock_data
+    strat = cira.strategy.DollarCostAveraging(amount=1)
+
+    prices = pd.DataFrame()
+    prices["ast_1"] = [10, 10, 1,  0, 0]
+    prices["ast_2"] = [10, 11, 5,  0, 0]
+    prices["ast_3"] = [10, 10, 1,  0, 0]
+    prices["ast_4"] = [10, 14, 7, 99, 0]
+
+    resutlt = cira.strategy.back_test(strat, feature_data, prices, 40, use_fees=False)
+
+    res = resutlt[strat.name].values.astype(int).tolist()
+    assert res == [40, 45, 14, 99, 0]