def get_current_bar(self):
'''
Returns the current Bar as a Bar instance. The cursor is advanced to
point to the next Bar.
:returns Bar: Bar containing all standard fields plus a user-defined
field for each indicator in this feed.
'''
if self._cursor >= self._len:
return None
# because of how the code in the constructor above, we all of the
# standard bar fields exist at fixed offsets in self._values
b = Bar(self._values[0][self._cursor],
self._values[1][self._cursor],
self._values[2][self._cursor],
self._values[3][self._cursor],
self._values[4][self._cursor],
self._values[5][self._cursor])
for ind in self._indictrs:
b.set_user_defined(ind.name(), self._lkup[ind.name()][self._cursor])
self._cursor += 1
return b
def testBarsBasic(self):
b1 = Bar(datetime.datetime(2013, 1, 23), 10.0, 40.0, 5.0, 25.0)
b2 = Bar(datetime.datetime(2013, 1, 23), 20.0, 30.0, 15.0, 15.0)
bars = Bars()
bars.add_bar('AA', b1)
bars.add_bar('AB', b2)
self.assertEqual(bars.datetime(), datetime.datetime(2013, 1, 23))
self.assertEqual(bars.symbols(), ['AA', 'AB'])
self.assertEqual(bars.get_bar('AA').open(), 10.0)
self.assertEqual(bars.get_bar('AB').close(), 15.0)
def testBarsExceptions(self):
b1 = Bar(datetime.datetime(2013, 1, 23), 10.0, 40.0, 5.0, 25.0)
b2 = Bar(datetime.datetime(2013, 1, 24), 20.0, 30.0, 15.0, 15.0)
bars = Bars()
bars.add_bar('AA', b1)
with self.assertRaisesRegexp(Exception,
'attempt to add duplicate bar'):
bars.add_bar('AA', b1)
with self.assertRaisesRegexp(Exception, '!= current datetime'):
bars.add_bar('AB', b2)
def testExcep(self):
with self.assertRaises(AssertionError):
# high < open
Bar(datetime.datetime(2013, 3, 22), 15.0, 14.0, 15.0, 20.0)
with self.assertRaises(AssertionError):
# open < low
Bar(datetime.datetime(2013, 3, 22), 15.0, 25.0, 16.0, 20.0)
with self.assertRaises(AssertionError):
# close < low
Bar(datetime.datetime(2013, 3, 22), 15.0, 25.0, 15.0, 12.0)
with self.assertRaises(AssertionError):
# close > high
Bar(datetime.datetime(2013, 3, 22), 15.0, 25.0, 15.0, 30.0)
def testMinimal(self):
b = Bar(datetime.datetime(2013, 1, 23), 10.0, 40.0, 5.0, 25.0)
self.assertEqual(b.open(), 10.0)
self.assertEqual(b.high(), 40.0)
self.assertEqual(b.low(), 5.0)
self.assertEqual(b.close(), 25.0)
self.assertEqual(b.volume(), None)
self.assertEqual(b.open_interest(), None)
self.assertEqual(b.adj_close(), None)
bstr = '%s' % b
self.assertEqual(
bstr,
'date:2013-01-23 00:00:00,open:10.0,high:40.0,low:5.0,close:25.0')
def testFull(self):
b = Bar(datetime.datetime(2013,3,22),15.0, 25.0, 15.0, 20.0, volume=10000, open_interest=500, adj_close=22.5)
self.assertEqual(b.open(), 15.0)
self.assertEqual(b.high(), 25.0)
self.assertEqual(b.low(), 15.0)
self.assertEqual(b.close(), 20.0)
self.assertEqual(b.volume(), 10000)
self.assertEqual(b.open_interest(), 500)
self.assertEqual(b.adj_close(), 22.5)
bstr = '%s' % b
self.assertEqual(bstr, 'date:2013-03-22 00:00:00,open:15.0,high:25.0,low:15.0,close:20.0,volume:10000,open_interest:500,adjusted_close:22.5')
def testMinimal(self):
b = Bar(datetime.datetime(2013,1,23),10.0, 40.0, 5.0, 25.0)
self.assertEqual(b.open(), 10.0)
self.assertEqual(b.high(), 40.0)
self.assertEqual(b.low(), 5.0)
self.assertEqual(b.close(), 25.0)
self.assertEqual(b.volume(), None)
self.assertEqual(b.open_interest(), None)
self.assertEqual(b.adj_close(), None)
bstr = '%s' % b
self.assertEqual(bstr, 'date:2013-01-23 00:00:00,open:10.0,high:40.0,low:5.0,close:25.0')
def get_current_bar(self):
'''
Returns the current Bar as a Bar instance. The cursor is advanced to
point to the next Bar.
:returns Bar: Bar containing all standard fields plus a user-defined
field for each indicator in this feed.
'''
if self._cursor >= self._len:
return None
# because of how the code in the constructor above, we all of the
# standard bar fields exist at fixed offsets in self._values
b = Bar(self._values[0][self._cursor], self._values[1][self._cursor],
self._values[2][self._cursor], self._values[3][self._cursor],
self._values[4][self._cursor], self._values[5][self._cursor])
for ind in self._indictrs:
b.set_user_defined(ind.name(),
self._lkup[ind.name()][self._cursor])
self._cursor += 1
return b
def testFull(self):
b = Bar(datetime.datetime(2013, 3, 22),
15.0,
25.0,
15.0,
20.0,
volume=10000,
open_interest=500,
adj_close=22.5)
self.assertEqual(b.open(), 15.0)
self.assertEqual(b.high(), 25.0)
self.assertEqual(b.low(), 15.0)
self.assertEqual(b.close(), 20.0)
self.assertEqual(b.volume(), 10000)
self.assertEqual(b.open_interest(), 500)
self.assertEqual(b.adj_close(), 22.5)
bstr = '%s' % b
self.assertEqual(
bstr,
'date:2013-03-22 00:00:00,open:15.0,high:25.0,low:15.0,close:20.0,volume:10000,open_interest:500,adjusted_close:22.5'
)
def testUserDefined(self):
b = Bar(datetime.datetime(2013,1,23),10.0, 40.0, 5.0, 25.0)
b.set_user_defined('foo1', 42)
b.set_user_defined('foo2', 99.36)
self.assertEqual(b.foo1(), 42)
self.assertEqual(b.foo2(), 99.36)
with self.assertRaisesRegexp(Exception, 'Bar has no user-defined'):
b.Close()
self.assertFalse(b.has_nan())
b.set_user_defined('foonan', numpy.nan)
self.assertTrue(b.has_nan())
def testUserDefined(self):
b = Bar(datetime.datetime(2013, 1, 23), 10.0, 40.0, 5.0, 25.0)
b.set_user_defined('foo1', 42)
b.set_user_defined('foo2', 99.36)
self.assertEqual(b.foo1(), 42)
self.assertEqual(b.foo2(), 99.36)
with self.assertRaisesRegexp(Exception, 'Bar has no user-defined'):
b.Close()
self.assertFalse(b.has_nan())
b.set_user_defined('foonan', numpy.nan)
self.assertTrue(b.has_nan())