def test_basicNormalization(self):
normalizedTimes, normalizedPrices = LinearRegressionTradingBot.getNormalizedTimesAndPrices([
("2014-07-01 12:00:00", "0.00000000"),
("2014-07-01 12:00:01", "0.00000001"),
("2014-07-01 12:00:02", "0.00000002"),
])
self.assertEqual(normalizedTimes, [0, 0.5, 1])
self.assertEqual(normalizedPrices, [0, 0.5, 1])
def test_normalizationFirstAndLastSame(self):
normalizedPrices, normalizedTimes = LinearRegressionTradingBot.getNormalizedTimesAndPrices([
("2014-07-01 12:00:00", "0.00000000"),
("2014-07-01 12:00:01", "0.00000001"),
("2014-07-01 12:00:02", "0.00000002"),
("2014-07-01 12:00:04", "0.00000000")
])
self.assertEqual(normalizedTimes, [0, 0.25, 0.5, 1])
self.assertEqual(normalizedPrices, [0, 0.5, 1, 0])
