def testSignFunction(self):
ma5 = MovingAverage(5, 'close')
holder = Sign(ma5)
holder2 = (ma5 ^ (-ma5)) >> Sign
for i, close in enumerate(self.sampleClose):
data = {'close': close}
ma5.push(data)
holder.push(data)
holder2.push(data)
expected = 1 if ma5.result() >= 0 else -1
calculated = holder.result()
self.assertEqual(calculated, expected, "at index {0:d}\n"
"expected: {1:f}\n"
"calculated: {2:f}".format(i, expected, calculated))
calculated = holder2.result()
self.assertEqual(calculated[0], expected, "at index {0:d}\n"
"expected: {1:f}\n"
"calculated: {2:f}".format(i, expected, calculated[0]))
self.assertEqual(calculated[1], -expected, "at index {0:d}\n"
"expected: {1:f}\n"
"calculated: {2:f}".format(i, expected, calculated[1]))
def testSignFunction(self):
ma5 = MovingAverage(5, 'close')
holder = Sign(ma5)
holder2 = (ma5 ^ (-ma5)) >> Sign
for i, close in enumerate(self.sampleClose):
data = {'close': close}
ma5.push(data)
holder.push(data)
holder2.push(data)
expected = 1 if ma5.result() >= 0 else -1
calculated = holder.result()
self.assertEqual(
calculated, expected, "at index {0:d}\n"
"expected: {1:f}\n"
"calculated: {2:f}".format(i, expected, calculated))
calculated = holder2.result()
self.assertEqual(
calculated[0], expected, "at index {0:d}\n"
"expected: {1:f}\n"
"calculated: {2:f}".format(i, expected, calculated[0]))
self.assertEqual(
calculated[1], -expected, "at index {0:d}\n"
"expected: {1:f}\n"
"calculated: {2:f}".format(i, expected, calculated[1]))
def testSign(self):
sign = Sign(dependency='close')
for i, value in enumerate(self.samplesClose):
sign.push(dict(close=value))
expected = np.sign(self.samplesClose[i])
calculated = sign.result()
self.assertAlmostEqual(
expected, calculated, 10, "at index {0:d}\n"
"expected average: {1:f}\n"
"calculated average: {2:f}".format(i, expected, calculated))