def testTimeseries(self):
cal = Calendar('China.SSE')
dates = cal.bizDatesList(Date(2014, 1, 1), Date(2015, 7, 21))
values = [0.1 * i for i, _ in enumerate(dates)]
ts = Timeseries(dates, values)
self.assertEqual(ts.size(), len(dates))
firstDate = ts.firstDate()
lastDate = ts.lastDate()
self.assertEqual(
dates[0], firstDate,
"Expected first date {0} is not equal to ts's first date {1}".
format(dates[0], firstDate))
self.assertEqual(
dates[-1], lastDate,
"Expected last date {0} is not equal to ts's last date {1}".format(
dates[-1], lastDate))
for date, value in zip(dates, values):
self.assertEqual(
ts[date], value,
"Expected value at day {0} is not equal to expected {1:f}".
format(date, value))
def testTimeseries(self):
cal = Calendar('China.SSE')
dates = cal.bizDatesList(Date(2014, 1, 1), Date(2015, 7, 21))
values = [0.1 * i for i, _ in enumerate(dates)]
ts = Timeseries(dates, values)
self.assertEqual(ts.size(), len(dates))
firstDate = ts.firstDate()
lastDate = ts.lastDate()
self.assertEqual(dates[0], firstDate, "Expected first date {0} is not equal to ts's first date {1}"
.format(dates[0], firstDate))
self.assertEqual(dates[-1], lastDate, "Expected last date {0} is not equal to ts's last date {1}"
.format(dates[-1], lastDate))
for date, value in zip(dates, values):
self.assertEqual(ts[date], value, "Expected value at day {0} is not equal to expected {1:f}"
.format(date, value))
def setUp(self):
cal = Calendar('China.SSE')
self.dates = cal.bizDatesList(Date(2014, 1, 1), Date(2015, 7, 21))
self.rets = [0.05 for _ in self.dates]
def setUp(self):
cal = Calendar('China.SSE')
self.dates = cal.bizDatesList(Date(2014, 1, 1), Date(2015, 7, 21))
self.rets = [0.05 for _ in self.dates]
