def setUpClass(cls):
p = data.Prices(open=np.array([1.0, 2.0, 3.0, 1.0]),
high=np.array([2.0, 3.0, 4.0, 2.0]),
low=np.array([0.0, 1.0, 2.0, 0.0]),
close=np.array([2.0, 3.0, 1.0, 2.0]),
volume=np.array([10.0, 10.0, 10.0, 10.0]))
cls.prices = {"TST": data.prices_to_relative(p)}
def setUpClass(cls):
p = data.Prices(open=np.array([1.0, 2.0, 3.0, 1.0]),
high=np.array([2.0, 3.0, 4.0, 2.0]),
low=np.array([0.0, 1.0, 2.0, 0.0]),
close=np.array([2.0, 3.0, 1.0, 2.0]),
volume=np.array([10.0, 10.0, 10.0, 10.0]))
cls.prices = {"TST": data.prices_to_relative(p)}
def test_prices_to_relative(self):
t = data.Prices(open=np.array([1.0]),
high=np.array([3.0]),
low=np.array([0.5]),
close=np.array([2.0]),
volume=np.array([10]))
rel = data.prices_to_relative(t)
np.testing.assert_equal(rel.open, t.open)
np.testing.assert_equal(rel.volume, t.volume)
np.testing.assert_equal(rel.high, np.array([2.0])) # 200% growth
np.testing.assert_equal(rel.low, np.array([-.5])) # 50% fall
np.testing.assert_equal(rel.close, np.array([1.0])) # 100% growth