def get_signal(self, start_time, end_time, interval):
signal = Signal(self.ticker_symbol)
one_day = timedelta(days=1)
five_days = timedelta(days=5)
one_week = timedelta(days=7)
one_month = timedelta(days=30)
one_quarter = timedelta(days=90)
if interval <= one_day:
interval_str = "1d"
elif interval <= five_days:
interval_str = "5d"
elif interval <= one_week:
interval_str = "1wk"
elif interval <= one_month:
interval_str = "1mo"
elif interval <= one_quarter:
interval_str = "3mo"
else:
interval_str = "1mo"
df = self.ticker.history(
interval=interval_str, start=start_time, end=end_time)
for date, values in df.iterrows():
closing_price = values['Close']
if math.isnan(closing_price):
continue
signal.add_data_point(Signal.DataPoint(
datetime.fromisoformat(str(date)), closing_price))
return signal
def get_signal(self, start_time, end_time, interval):
signal = Signal("Signal " + str(self.signals_produced))
self.signals_produced += 1
time = start_time
value = 0
while time != (end_time + interval):
signal.add_data_point(Signal.DataPoint(time, value))
value += random.uniform(10.0, 1000.0)
time += interval
return signal
def test_get_max_value(self):
raw_signal = self.construct_test_signal()
some_time = datetime.now()
some_value = 1337
some_data_point = Signal.DataPoint(some_time, some_value)
raw_signal.add_data_point(some_data_point)
some_time = datetime.now()
some_value = 42
some_data_point = Signal.DataPoint(some_time, some_value)
raw_signal.add_data_point(some_data_point)
self.assertEqual(raw_signal.get_max_value(), 1337)
def test_add_data_points(self):
raw_signal = self.construct_test_signal()
some_time = datetime.now()
some_value = 1337
some_data_point = Signal.DataPoint(some_time, some_value)
raw_signal.add_data_point(some_data_point)
raw_signal.add_data_point(some_data_point)
raw_signal.add_data_point(some_data_point)
def test_construction(self):
some_time = datetime.now()
some_value = 1337
Signal.DataPoint(some_time, some_value)
def construct_test_signal(self):
return Signal("Some Signal")
def test_interpolation(self):
signal = Signal("Some Signal")
first_time = datetime.fromisoformat("2019-01-01")
first_value = 0.0
first_data_point = Signal.DataPoint(first_time, first_value)
signal.add_data_point(first_data_point)
second_time = datetime.fromisoformat("2020-01-01")
second_value = 1.0
second_data_point = Signal.DataPoint(second_time, second_value)
signal.add_data_point(first_data_point)
signal.add_data_point(second_data_point)
query_time = datetime.fromisoformat("2019-07-01")
interpolated_data = signal.get_value(query_time)
self.assertAlmostEqual(interpolated_data, 0.5, places=2)