<reponame>pymargot/margot
from margot import Symbol, MargotDataFrame, Ratio, BaseAlgo, Position, BackTest
from margot import finance, cboe, alphavantage as av


# def test_algo():

#     class Index(Symbol):
#         close = cboe.Column(time_series='close')

#     class VXBasis(MargotDataFrame):
#         vixm = Index(symbol='VIX', trading_calendar='NYSE')

#     class MyAlgo(BaseAlgo):
#         data = VXBasis()

#     myalgo = MyAlgo()

from margot import Symbol, MargotDataFrame, Ratio, BaseAlgo, Position, BackTest
from margot import finance, cboe, alphavantage as av


# def test_algo():

#     class Index(Symbol):
#         close = cboe.Column(time_series='close')

#     class VXBasis(MargotDataFrame):
#         vixm = Index(symbol='VIX', trading_calendar='NYSE')

#     class MyAlgo(BaseAlgo):
#         data = VXBasis()

#     myalgo = MyAlgo()
# def test_algo(): #     class Index(Symbol): #         close = cboe.Column(time_series='close') #     class VXBasis(MargotDataFrame): #         vixm = Index(symbol='VIX', trading_calendar='NYSE') #     class MyAlgo(BaseAlgo): #         data = VXBasis() #     myalgo = MyAlgo()