Beispiel #1
0
 def __init__(self):
     self.m1_rate = EWMA.one_minute_EWMA()
     self.m5_rate = EWMA.five_minute_EWMA()
     self.m15_rate = EWMA.fifteen_minute_EWMA()
     self.count = 0
     self.start_time = time.time()
     self.last_tick = self.start_time
Beispiel #2
0
def test_fifteen_minute_EWMA():
    expected_rates = [
        0.6,
        0.56130419,
        0.52510399,
        0.49123845,
        0.45955700,
        0.42991879,
        0.40219203,
        0.37625345,
        0.35198773,
        0.32928698,
        0.30805027,
        0.28818318,
        0.26959738,
        0.25221023,
        0.23594443,
        0.22072766,
    ]

    ewma = EWMA.fifteen_minute_EWMA()
    assert_ewma(ewma, expected_rates)
Beispiel #3
0
def test_fifteen_minute_EWMA():
    expected_rates = [
        0.6,
        0.56130419,
        0.52510399,
        0.49123845,
        0.45955700,
        0.42991879,
        0.40219203,
        0.37625345,
        0.35198773,
        0.32928698,
        0.30805027,
        0.28818318,
        0.26959738,
        0.25221023,
        0.23594443,
        0.22072766,
    ]

    ewma = EWMA.fifteen_minute_EWMA()
    assert_ewma(ewma, expected_rates)