def testDivOperator(self):
mc5 = MovingCorrelation(5, ['open', 'close'])
minum = Min('open')
divRes = Min('open') / MovingCorrelation(5, ['open', 'close'])
for i, (open, close) in enumerate(zip(self.sampleOpen, self.sampleClose)):
data = {'close': close, 'open': open}
mc5.push(data)
minum.push(data)
divRes.push(data)
if i >= 1:
expected = minum.result() / mc5.result()
calculated = divRes.result()
self.assertAlmostEqual(calculated, expected, 12, "at index {0:d}\n"
"expected: {1:f}\n"
"calculated: {2:f}".format(i, expected, calculated))
def testMin(self):
mm = Min('close')
for i, value in enumerate(self.samplesClose):
mm.push(dict(close=value))
expected = min(self.samplesClose[:i + 1])
calculated = mm.result()
self.assertAlmostEqual(
expected, calculated, 10, "at index {0:d}\n"
"expected min: {1:f}\n"
"calculated min: {2:f}".format(i, expected, calculated))
def testListedOperator(self):
ma20 = MovingAverage(20, 'close')
maxer = Max('open')
minimumer = Min('close')
listHolder = MovingAverage(20, 'close') ^ Max('open') ^ Min('close')
listHolder2 = 2.0 ^ MovingAverage(20, 'close')
listHolder3 = MovingAverage(20, 'close') ^ 2.0
for i, (open,
close) in enumerate(zip(self.sampleOpen, self.sampleClose)):
data = {'close': close, 'open': open}
ma20.push(data)
maxer.push(data)
minimumer.push(data)
listHolder.push(data)
listHolder2.push(data)
listHolder3.push(data)
expected = (ma20.result(), maxer.result(), minimumer.result())
calculated = listHolder.result()
for ev, cv in zip(expected, calculated):
self.assertAlmostEqual(
ev, cv, 12, "at index {0:d}\n"
"expected: {1}\n"
"calculated: {2}".format(i, expected, calculated))
expected = (2.0, ma20.result())
calculated = listHolder2.result()
for ev, cv in zip(expected, calculated):
self.assertAlmostEqual(
ev, cv, 12, "at index {0:d}\n"
"expected: {1}\n"
"calculated: {2}".format(i, expected, calculated))
expected = (ma20.result(), 2.0)
calculated = listHolder3.result()
for ev, cv in zip(expected, calculated):
self.assertAlmostEqual(
ev, cv, 12, "at index {0:d}\n"
"expected: {1}\n"
"calculated: {2}".format(i, expected, calculated))
