def testSecurityConstArrayValueHolderWorkWithOthers(self):
dictValue = {'aapl': 1.0, 'ibm': 2.0}
constArray = SecurityConstArrayValueHolder(dictValue)
benchmark = SecurityLatestValueHolder(dependency='close')
multiplied = benchmark * constArray
for i in range(len(self.datas['aapl']['close'])):
data = {
'aapl': {
Factors.CLOSE: self.datas['aapl'][Factors.CLOSE][i],
Factors.OPEN: self.datas['aapl'][Factors.OPEN][i]
},
'ibm': {
Factors.CLOSE: self.datas['ibm'][Factors.CLOSE][i],
Factors.OPEN: self.datas['ibm'][Factors.OPEN][i]
}
}
benchmark.push(data)
constArray.push(data)
multiplied.push(data)
testValue = benchmark.value
expectedValue = multiplied.value
for name in expectedValue.index():
self.assertAlmostEqual(testValue[name] * dictValue[name],
expectedValue[name])
def testSecurityConstArrayValueHolder(self):
constArray = SecurityConstArrayValueHolder({'a': 1.0, 'b': 2.0})
testValue = constArray.value
expectedValue = SeriesValues(np.array([1.0, 2.0]), index=['a', 'b'])
for name in expectedValue.index():
self.assertAlmostEqual(testValue[name], expectedValue[name])
testValue = constArray.value_by_name('a')
self.assertAlmostEqual(1.0, testValue)
testValue = constArray.value_by_names(['b', 'a', 'c'])
expectedValue = SeriesValues(np.array([2.0, 1.0, np.nan]), index=['b', 'a', 'c'])
np.testing.assert_array_almost_equal(testValue.values, expectedValue.values)
self.assertEqual(testValue.name_mapping, expectedValue.name_mapping)