def test_nan_before_size(self):
bar = self.app_context.inst_data_mgr.get_series("bar")
bar.start(self.app_context)
sma = SMA(inputs=bar, input_keys='close', length=3)
sma.start(self.app_context)
t1 = 1
t2 = t1 + 3
t3 = t2 + 3
bar.add(timestamp=t1, data={"close": 2.0, "open": 0})
self.assertEquals([{'value': np.nan}], sma.get_data())
bar.add(timestamp=t2, data={"close": 2.4, "open": 1.4})
self.assertEquals([{
'value': np.nan
}, {
'value': np.nan
}], sma.get_data())
bar.add(timestamp=t3, data={"close": 2.8, "open": 1.8})
self.assertEquals([{
'value': np.nan
}, {
'value': np.nan
}, {
'value': 2.4
}], sma.get_data())
def test_nan_before_size(self):
bar = self.app_context.inst_data_mgr.get_series("bar")
bar.start(self.app_context)
sma = SMA(bar, 'close', 3)
sma.start(self.app_context)
t1 = datetime.datetime.now()
t2 = t1 + datetime.timedelta(0, 3)
t3 = t2 + datetime.timedelta(0, 3)
bar.add({"timestamp": t1, "close": 2.0, "open": 0})
self.assertEquals([{"timestamp": t1, 'value': np.nan, "name": "'SMA('bar',close,3)'"}],
sma.get_data())
bar.add({"timestamp": t2, "close": 2.4, "open": 1.4})
self.assertEquals([{"timestamp": t1, 'value':np.nan, "name": "'SMA('bar',close,3)'"},
{"timestamp": t2, 'value':np.nan, "name": "'SMA('bar',close,3)'"}],
sma.get_data())
bar.add({"timestamp": t3, "close": 2.8, "open": 1.8})
self.assertEquals([{"timestamp": t1, 'value':np.nan, "name": "'SMA('bar',close,3)'"},
{"timestamp": t2, 'value':np.nan, "name": "'SMA('bar',close,3)'"},
{"timestamp": t3, 'value': 2.4, "name": "'SMA('bar',close,3)'"}],
sma.get_data())
def test_empty_at_initialize(self):
close = self.app_context.inst_data_mgr.get_series("bar")
close.start(self.app_context)
sma = SMA(inputs=close, input_keys='close', length=3)
sma.start(self.app_context)
self.assertEquals(0, len(sma.get_data()))
def test_empty_at_initialize(self):
close = self.app_context.inst_data_mgr.get_series("bar")
close.start(self.app_context)
sma = SMA(close, 'close', 3)
sma.start(self.app_context)
self.assertEquals(0, len(sma.get_data()))
