def testShiftedSecurityValueHolder(self):
mm = SecurityMovingAverage(2, 'close')
shifted1 = mm.shift(1)
data1 = {'aapl': {'close': 1.0},
'ibm': {'close': 2.0},
'goog': {'close': 3.0}}
shifted1.push(data1)
calculated = shifted1.value
for name in calculated.index():
self.assertTrue(np.isnan(calculated[name]))
data2 = {'aapl': {'close': 2.0},
'ibm': {'close': 3.0},
'goog': {'close': 4.0}}
shifted1.push(data2)
expected = SeriesValues({'aapl': 1.0,
'ibm': 2.0,
'goog': 3.0})
calculated = shifted1.value
for name in expected.index():
self.assertAlmostEqual(expected[name], calculated[name])
data3 = ({'aapl': {'close': 3.0},
'ibm': {'close': 4.0},
'goog': {'close': 5.0}})
shifted1.push(data3)
expected = SeriesValues({'aapl': 1.5,
'ibm': 2.5,
'goog': 3.5})
calculated = shifted1.value
for name in expected.index():
self.assertAlmostEqual(expected[name], calculated[name])
def testShiftedSecurityValueHolder(self):
mm = SecurityMovingAverage(2, 'close')
shifted1 = mm.shift(1)
data1 = {'aapl': {'close': 1.0},
'ibm': {'close': 2.0},
'goog': {'close': 3.0}}
shifted1.push(data1)
calculated = shifted1.value
for name in calculated.index:
self.assertTrue(np.isnan(calculated[name]))
data2 = {'aapl': {'close': 2.0},
'ibm': {'close': 3.0},
'goog': {'close': 4.0}}
shifted1.push(data2)
expected = SecuritiesValues({'aapl': 1.0,
'ibm': 2.0,
'goog': 3.0})
calculated = shifted1.value
for name in expected.index:
self.assertAlmostEqual(expected[name], calculated[name])
data3 = SecuritiesValues({'aapl': {'close': 3.0},
'ibm': {'close': 4.0},
'goog': {'close': 5.0}})
shifted1.push(data3)
expected = SecuritiesValues({'aapl': 1.5,
'ibm': 2.5,
'goog': 3.5})
calculated = shifted1.value
for name in expected.index:
self.assertAlmostEqual(expected[name], calculated[name])
def testShiftedSecurityValueHolder(self):
mm = SecurityMovingAverage(2, 'close', ['aapl', 'ibm', 'goog'])
shifted1 = mm.shift(1)
data1 = {'aapl': {'close': 1.0},
'ibm': {'close': 2.0},
'goog': {'close': 3.0}}
shifted1.push(data1)
expected = {'aapl': np.nan,
'ibm': np.nan,
'goog': np.nan}
calculated = shifted1.value
for name in expected:
self.assertIs(expected[name], calculated[name])
data2 = {'aapl': {'close': 2.0},
'ibm': {'close': 3.0},
'goog': {'close': 4.0}}
shifted1.push(data2)
expected = {'aapl': 1.0,
'ibm': 2.0,
'goog': 3.0}
calculated = shifted1.value
for name in expected:
self.assertAlmostEqual(expected[name], calculated[name])
data3 = {'aapl': {'close': 3.0},
'ibm': {'close': 4.0},
'goog': {'close': 5.0}}
shifted1.push(data3)
expected = {'aapl': 1.5,
'ibm': 2.5,
'goog': 3.5}
calculated = shifted1.value
for name in expected:
self.assertAlmostEqual(expected[name], calculated[name])
def testShiftedSecurityValueHolderWithLengthZero(self):
mm = SecurityMovingAverage(2, 'close')
with self.assertRaises(ValueError):
_ = mm.shift(0)
def testShiftedSecurityValueHolderWithLengthZero(self):
mm = SecurityMovingAverage(2, 'close', ['aapl', 'ibm', 'goog'])
with self.assertRaises(ValueError):
_ = mm.shift(0)
