def test_deep_bfs(self):
a = ts.Const(1, count=1)
b = ts.Random()
c = ts.Curve([1, 2, 3])
d = a + b
e = a + c
f = b + c
g = ts.Print(d)
h = ts.Print(e)
i = ts.Print(f)
def _ids(lst):
return set([elem._id for elem in lst])
def _ids_ids(lst_of_list):
ret = []
for lst in lst_of_list:
ret.append(_ids(lst))
return ret
assert _ids(a._deep_bfs(tops_only=True)) == _ids([a, b, c])
assert _ids(b._deep_bfs(tops_only=True)) == _ids([a, b, c])
assert _ids(c._deep_bfs(tops_only=True)) == _ids([a, b, c])
assert _ids(d._deep_bfs(tops_only=True)) == _ids([a, b, c])
assert _ids(e._deep_bfs(tops_only=True)) == _ids([a, b, c])
assert _ids(f._deep_bfs(tops_only=True)) == _ids([a, b, c])
assert _ids(g._deep_bfs(tops_only=True)) == _ids([a, b, c])
assert _ids(h._deep_bfs(tops_only=True)) == _ids([a, b, c])
assert _ids(i._deep_bfs(tops_only=True)) == _ids([a, b, c])
for x in (a, b, c, d, e, f, g, h, i):
for y in (a, b, c, d, e, f, g, h, i):
assert _ids_ids(x._deep_bfs()) == _ids_ids(y._deep_bfs())
def test_merge(self):
def func1():
yield 1
yield 3
def func2():
yield 2
yield 4
yield 6
out = ts.Merge(ts.Print(ts.Func(func1)), ts.Print(ts.Func(func2)))
assert ts.run(out) == [(1, 2), (3, 4)]
def test_merge(self):
def foo1():
yield 1
yield 3
def foo2():
yield 2
yield 4
yield 6
out = ts.Merge(ts.Print(ts.Foo(foo1)), ts.Print(ts.Foo(foo2)))
assert ts.run(out) == [(1, 2), (3, 4)]
def test_construct_streaming(self):
# adapted from https://gist.github.com/raddy/bd0e977dc8437a4f8276
# spot, strike, vol, days till expiry, interest rate, call or put (1,-1)
spot, strike, vol, dte, rate, cp = sy.symbols('spot strike vol dte rate cp')
T = dte / 260.
N = syNormal('N', 0.0, 1.0)
d1 = (sy.ln(spot / strike) + (0.5 * vol ** 2) * T) / (vol * sy.sqrt(T))
d2 = d1 - vol * sy.sqrt(T)
TimeValueExpr = sy.exp(-rate * T) * (cp * spot * cdf(N)(cp * d1) - cp * strike * cdf(N)(cp * d2))
PriceClass = ts.construct_streaming(TimeValueExpr)
def strikes():
strike = 205
while strike <= 220:
yield strike
strike += 2.5
price = PriceClass(spot=tss.Const(210.59),
# strike=tss.Print(tss.Const(205), text='strike'),
strike=tss.Foo(strikes, interval=1),
vol=tss.Const(14.04),
dte=tss.Const(4),
rate=tss.Const(.2175),
cp=tss.Const(-1))
ret = tss.run(tss.Print(price._node))
time.sleep(2)
assert len(ret) == 7
def test_if(self):
import tributary.streaming as ts
assert ts.run(
ts.Print(
ts.If(ts.Foo(conditionals), ts.Foo(if_stream),
ts.Foo(else_stream)))) == [1, 2, 3]
def test_function_order(self):
def foo(*args):
for _ in range(5):
yield _
lazy_node = tl.Node(callable=foo) + 5
# 5 6 7 8 9
streaming_node = ts.Print(ts.Foo(foo) - 5, "streaming:")
# -5 -4 -3 -2 -1
out = streaming_node + ts.Print(lazy_node, "lazy:")
x = ts.run(out)
# 0 2 4 6 8
print(x)
assert x == [0, 2, 4, 6, 8]
def test_function(self):
def foo(*args):
for _ in range(5):
yield _
lazy_node = tl.Node(callable=foo) + 5
# 5 6 7 8 9
streaming_node = ts.Print(ts.Foo(foo) - 5, 'streaming:')
# -5 -4 -3 -2 -1
out = ts.Print(t.LazyToStreaming(lazy_node), 'lazy:') + streaming_node
x = ts.run(out)
# 0 2 4 6 8
print(x)
assert x == [0, 2, 4, 6, 8]
def test_function(self):
def func(*args):
for _ in range(5):
yield _
lazy_node = tl.Node(value=func) + 5
# 5 6 7 8 9
streaming_node = ts.Print(ts.Func(func) - 5, "streaming:")
# -5 -4 -3 -2 -1
out = ts.Print(t.LazyToStreaming(lazy_node), "lazy:") + streaming_node
x = ts.run(out)
# 0 2 4 6 8
print(x)
assert x == [0, 2, 4, 6, 8]
def test_value_order(self):
lazy_node = tl.Node(value=0)
# 5 6 7 8 9
def foo(lazy_node=lazy_node):
for _ in range(5):
yield _
lazy_node.setValue(_ + 1)
streaming_node = ts.Print(ts.Foo(foo) - 5, "streaming:")
# -5 -4 -3 -2 -1
out = streaming_node + ts.Print(lazy_node + 5, "lazy:")
x = ts.run(out)
# 0 2 4 6 8
print(x)
assert x == [0, 2, 4, 6, 8]
def test_value(self):
def foo(*args):
for _ in range(5):
lazy_node.setValue(_ + 1)
yield _
lazy_node = tl.Node(value=0)
# 5 6 7 8 9
streaming_node = ts.Print(ts.Foo(foo) - 5, "streaming:")
# -5 -4 -3 -2 -1
out = ts.Print(t.LazyToStreaming(lazy_node) + 5,
"lazy:") + streaming_node
x = ts.run(out)
# 0 2 4 6 8
print(x)
assert x == [0, 2, 4, 6, 8]
def test_print_generator(self):
def foo():
yield 1
yield 2
yield 3
yield 4
yield 5
assert ts.run(ts.Print(ts.Timer(foo, count=2))) == [1, 2]
def test_print(self):
val = 0
def foo():
nonlocal val
val += 1
return val
assert ts.run(ts.Print(ts.Timer(foo, count=2))) == [1, 2]
def test_run_stop(self):
import time
import tributary.streaming as ts
async def foo():
while True:
yield 1
await asyncio.sleep(1)
g = ts.run(ts.Print(ts.Foo(foo)), blocking=False)
time.sleep(5)
g.stop()
def test_file(self):
file = os.path.abspath(
os.path.join(os.path.dirname(__file__), "test_file_data.json"))
out = ts.Print(ts.FileSource(filename=file, json=False))
assert ts.run(out) == [
'{"A":0.5202935277,"B":-0.1342029162,"C":-0.4063935124,"D":0.7683930309}\n',
'{"A":2.4391663877,"B":-0.4531601906,"C":0.5504786851,"D":0.325227506}\n',
'{"A":0.3086543475,"B":-0.4699086094,"C":0.030693103,"D":1.4332804114}\n',
'{"A":1.0297827499,"B":-1.5501301415,"C":2.3629809104,"D":1.6914496686}\n',
'{"A":-0.884150846,"B":-0.103603736,"C":-2.0112105601,"D":0.4678144406}\n',
'{"A":-0.5774053104,"B":0.3085597903,"C":0.4117180955,"D":-1.2195844306}\n',
'{"A":0.3986720589,"B":-0.7892302474,"C":-0.6073367673,"D":-0.0705578578}\n',
'{"A":0.6379109681,"B":-2.8962345925,"C":0.5189689327,"D":0.4448039862}\n',
'{"A":0.4370833908,"B":0.7522062612,"C":0.0451172889,"D":-0.8192326352}\n',
'{"A":1.1929752083,"B":0.0977595985,"C":0.4772077299,"D":-0.148081604}',
]
def test_rsi(self):
vals = pd.DataFrame(pd.util.testing.getTimeSeriesData(20))
adjust = False
period = 14
delta = vals["A"].diff().shift(-1)
up, down = delta.copy(), delta.copy()
up[up < 0] = 0
down[down > 0] = 0
_gain = up.ewm(alpha=1.0 / period, adjust=adjust).mean()
_loss = down.abs().ewm(alpha=1.0 / period, adjust=adjust).mean()
RS = _gain / _loss
rsi = pd.Series(100 - (100 / (1 + RS))).values
curve = ts.Curve(vals["A"].tolist())
ret = ts.run(ts.Print(ts.RSI(curve, period=period), "rsi:"))
for x, y in zip(ret, rsi):
if pd.isna(y):
continue
print("({}, {})".format(x, y))
assert abs(x - y) < 0.001
def test_file(self):
file = os.path.abspath(
os.path.join(os.path.dirname(__file__), 'test_file_data.csv'))
out = ts.Print(ts.FileSource(filename=file))
assert ts.run(out) == [1, 2, 3, 4]
def test_http(self):
out = ts.Print(ts.HTTP(url='https://google.com'))
ret = ts.run(out)
print(ret)
assert len(ret) == 1
def test_http(self):
out = ts.Print(ts.HTTPSource(url="https://google.com"))
ret = ts.run(out)
assert len(ret) == 1
def test_file_json(self):
file = os.path.abspath(
os.path.join(os.path.dirname(__file__), "test_file_data.json"))
out = ts.Print(ts.FileSource(filename=file, json=True))
assert ts.run(out) == _DATA
def test_dagre(self):
def foo():
yield 1
assert ts.Dagre(ts.Print(ts.Timer(foo, count=2)))
def test_graphviz(self):
def foo():
yield 1
assert ts.GraphViz(ts.Print(ts.Timer(foo, count=2)))
