def testSecurityDiffValueHolderPickle(self):
ma = SecurityDiffValueHolder('x')
data = dict(aapl=dict(x=1.), ibm=dict(x=2.))
data2 = dict(aapl=dict(x=2.), ibm=dict(x=3.))
ma.push(data)
ma.push(data2)
f = tempfile.NamedTemporaryFile('w+b', delete=False)
pickle.dump(ma, f)
f.close()
with open(f.name, 'rb') as f2:
pickled = pickle.load(f2)
for name in ma.value.index():
self.assertAlmostEqual(ma.value[name], pickled.value[name])
os.unlink(f.name)
for v in np.random.rand(20):
data['aapl']['x'] = v
data['ibm']['x'] = v + 1.
ma.push(data)
f = tempfile.NamedTemporaryFile('w+b', delete=False)
pickle.dump(ma, f)
f.close()
with open(f.name, 'rb') as f2:
pickled = pickle.load(f2)
for name in ma.value.index():
self.assertAlmostEqual(ma.value[name], pickled.value[name])
os.unlink(f.name)
def testSecurityDiffValueHolder(self):
mv = SecurityDiffValueHolder('close')
for i in range(len(self.aapl['close'])):
data = dict(aapl=dict(close=self.aapl['close'][i],
open=self.aapl['open'][i]),
ibm=dict(close=self.ibm['close'][i],
open=self.ibm['open'][i]))
mv.push(data)
if i > 0:
value = mv.value
for name in value.index():
expected = data[name]['close'] - previous_data[name]['close']
calculated = value[name]
self.assertAlmostEqual(expected, calculated, 12, 'at index {0}\n'
'expected: {1:.12f}\n'
'calculat: {2:.12f}'
.format(i, expected, calculated))
previous_data = data
def testSecurityDiffValueHolderDeepcopy(self):
ma = SecurityDiffValueHolder('x')
data = dict(aapl=dict(x=1.), ibm=dict(x=2.))
data2 = dict(aapl=dict(x=2.), ibm=dict(x=3.))
ma.push(data)
ma.push(data2)
copied = copy.deepcopy(ma)
for name in ma.value.index():
self.assertAlmostEqual(ma.value[name], copied.value[name])
for v in np.random.rand(20):
data['aapl']['x'] = v
data['ibm']['x'] = v + 1.
ma.push(data)
copied = copy.deepcopy(ma)
for name in ma.value.index():
self.assertAlmostEqual(ma.value[name], copied.value[name])