def testSecurityMovingCountedPositive(self):
window = 10
ma1 = SecurityMovingCountedPositive(window, ['close'])
for i in range(len(self.aapl['close'])):
data = dict(aapl=dict(close=self.aapl['close'][i],
open=self.aapl['open'][i]),
ibm=dict(close=self.ibm['close'][i],
open=self.ibm['open'][i]))
ma1.push(data)
if i < window:
start = 0
else:
start = i + 1 - window
value = ma1.value
for name in value.index():
expected = np.sum(self.dataSet[name]['close'][start:(i + 1)] > 0.0)
calculated = value[name]
self.assertAlmostEqual(expected, calculated, 12, 'at index {0}\n'
'expected: {1:.12f}\n'
'calculated: {2:.12f}'.format(i, expected, calculated))
with self.assertRaises(ValueError):
_ = SecurityMovingCountedPositive(window, ['close', 'open'])
def testSecurityMovingCountedPositive(self):
window = 10
ma1 = SecurityMovingCountedPositive(window, ['close'])
for i in range(len(self.aapl['close'])):
data = {'aapl': {'close': self.aapl['close'][i], 'open': self.aapl['open'][i]}}
data['ibm'] = {'close': self.ibm['close'][i], 'open': self.ibm['open'][i]}
ma1.push(data)
if i < 10:
start = 0
else:
start = i + 1 - window
value = ma1.value
for name in value.index:
expected = np.sum(self.dataSet[name]['close'][start:(i + 1)] > 0.0)
calculated = value[name]
self.assertAlmostEqual(expected, calculated, 12, 'at index {0}\n'
'expected: {1:.12f}\n'
'calculated: {2:.12f}'.format(i, expected, calculated))
with self.assertRaises(ValueError):
_ = SecurityMovingCountedPositive(window, ['close', 'open'])
def MNPOSITIVE(window, dependency='x'):
return SecurityMovingCountedPositive(window, dependency)
def MNPOSITIVE(window, x='x'):
return SecurityMovingCountedPositive(window, x)
def NPOSITIVE(window, dependency='x', symbolList=None):
return SecurityMovingCountedPositive(window, dependency, symbolList)
