def test_shape(self):
        close = self.app_context.inst_data_mgr.get_series("bar")
        close.start(self.app_context)

        sma3 = SMA(close, input_key='close', length=3)
        sma20 = SMA(close, input_key='close', length=20)
        sma50 = SMA(close, input_key='close', length=50)

        sma3.start(self.app_context)
        sma20.start(self.app_context)
        sma50.start(self.app_context)

        rank = Rank([sma3, sma20, sma50], input_key='close')
        rank.start(self.app_context)

        self.assertAlmostEqual([1, 3], rank.shape(), 5)
    def test_shape(self):
        close = self.app_context.inst_data_mgr.get_series("bar")
        close.start(self.app_context)

        sma3 = SMA(close, input_key='close', length=3)
        sma20 = SMA(close, input_key='close', length=20)
        sma50 = SMA(close, input_key='close', length=50)

        sma3.start(self.app_context)
        sma20.start(self.app_context)
        sma50.start(self.app_context)

        rank = Rank([sma3, sma20, sma50], input_key='close')
        rank.start(self.app_context)

        self.assertAlmostEqual([1, 3], rank.shape(), 5)
Beispiel #3
0
    def test_shape(self):
        close = self.app_context.inst_data_mgr.get_series("bar")
        close.start(self.app_context)

        sma3 = SMA(inputs=close, input_keys='close', length=3)
        sma20 = SMA(inputs=close, input_keys='close', length=20)
        sma50 = SMA(inputs=close, input_keys='close', length=50)

        sma3.start(self.app_context)
        sma20.start(self.app_context)
        sma50.start(self.app_context)

        rank = Rank(inputs=[sma3, sma20, sma50], input_keys='close')
        rank.start(self.app_context)
        try:
            np.testing.assert_almost_equal(np.array([1, 3]), rank.shape(), 5)
        except AssertionError as e:
            self.fail(e.message)
    def test_shape(self):
        close = self.app_context.inst_data_mgr.get_series("bar")
        close.start(self.app_context)

        sma3 = SMA(close, input_key="close", length=3)
        sma20 = SMA(close, input_key="close", length=20)
        sma50 = SMA(close, input_key="close", length=50)

        sma3.start(self.app_context)
        sma20.start(self.app_context)
        sma50.start(self.app_context)

        rank = Rank([sma3, sma20, sma50], input_key="close")
        rank.start(self.app_context)
        try:
            np.testing.assert_almost_equal(np.array([1, 3]), rank.shape(), 5)
        except AssertionError as e:
            self.fail(e.message)