def test_from_arrow_table(self, dictList_stock, dictList_portfolio):
data = pd.DataFrame(dictList_stock)
table = pa.Table.from_pandas(data)
stockTrans = Stock_Transformer.from_pandas(data, 'Date', None)
test = Stock_Transformer.from_arrow_table(table, 'Date', None)
assert test == stockTrans
data = pd.DataFrame(dictList_portfolio)
table = pa.Table.from_pandas(data)
stockTrans = Stock_Transformer.from_pandas(data, 'Date', 'symbol')
test = Stock_Transformer.from_arrow_table(table, 'Date', 'symbol')
assert stockTrans == test
def test_from_time_series_transform(self, dictList_stock,
dictList_portfolio):
data = pd.DataFrame(dictList_stock)
tst = Time_Series_Transformer.from_pandas(data, 'Date', None)
stockTrans = Stock_Transformer.from_pandas(data, 'Date', None)
test = Stock_Transformer.from_time_series_transformer(tst)
assert test == stockTrans
data = pd.DataFrame(dictList_portfolio)
tst = Time_Series_Transformer.from_pandas(data, 'Date', 'symbol')
stockTrans = Stock_Transformer.from_pandas(data, 'Date', 'symbol')
test = Stock_Transformer.from_time_series_transformer(tst)
assert stockTrans == test
def test_from_feather(self, dictList_stock, dictList_portfolio):
data = pd.DataFrame(dictList_stock)
data.to_feather('./data.feather')
stockTrans = Stock_Transformer.from_pandas(data, 'Date', None)
test = Stock_Transformer.from_feather('./data.feather', 'Date', None)
assert test == stockTrans
data = pd.DataFrame(dictList_portfolio)
data.to_feather('./data.feather')
stockTrans = Stock_Transformer.from_pandas(data, 'Date', 'symbol')
test = Stock_Transformer.from_feather('./data.feather', 'Date',
'symbol')
assert stockTrans == test
os.remove('./data.feather')
def test_single_make_technical_indicator(self, dictList_stock):
MyStrategy = ta.Strategy(name="DCSMA10",
ta=[{
"kind": "sma",
"length": 1
}])
df = pd.DataFrame(dictList_stock)
stockTrans = Stock_Transformer.from_pandas(df, 'Date', None)
stockTrans = stockTrans.get_technial_indicator(MyStrategy)
df.ta.strategy(MyStrategy)
test = stockTrans.to_pandas(False, False, 'ignore')
test.columns = test.columns.str.lower()
df.columns = df.columns.str.lower()
df = df[test.columns]
pd.testing.assert_frame_equal(test, df, False)
def test_collection_make_technical_indicator(self, dictList_portfolio):
MyStrategy = ta.Strategy(name="DCSMA10",
ta=[{
"kind": "sma",
"length": 1
}])
df = pd.DataFrame(dictList_portfolio)
stockTrans = Stock_Transformer.from_pandas(df, 'Date', None)
stockTrans = stockTrans.get_technial_indicator(MyStrategy)
test = stockTrans.to_pandas(False, False, 'ignore')
test.columns = test.columns.str.lower()
for i in test.symbol.unique():
tmp_df = df[df.symbol == i]
tmp_test = test[test.symbol == i]
tmp_df.ta.strategy(MyStrategy)
tmp_df.columns = tmp_df.columns.str.lower()
tmp_df = tmp_df[tmp_test.columns]
pd.testing.assert_frame_equal(tmp_test, tmp_df, False)
def test_collection_from_pandas(self, dictList_portfolio):
df = pd.DataFrame(dictList_portfolio)
st = Stock_Transformer.from_pandas(df, 'Date', 'symbol')
test = Stock_Transformer(dictList_portfolio, 'Date', 'symbol')
assert test == st
def test_single_from_pandas(self, dictList_stock):
df = pd.DataFrame(dictList_stock)
stockTrans = Stock_Transformer.from_pandas(df, 'Date', None)
test = Stock_Transformer(dictList_stock, 'Date', None)
assert stockTrans == test