def testCalendar(self):
"""
Coverage test of Calendar module methods
"""
with self.subTest(msg="calendarNames() test"):
names = Calendars.calendarNames(
) # should at least return default name...
self.assertTrue(isinstance(names, list) and len(names) > 0)
print("calendarNames() values {}".format(names))
name = None
with self.subTest(msg="getDefaultName() test"):
name = Calendars.getDefaultName()
self.assertIsNotNone(name) # just in case?
with self.subTest(msg="calendar() construction"):
junk = Calendars.calendar(
) # should return the default calendar instance?
self.assertIsNotNone(junk) # just in case?
with self.subTest(msg="calendar(invalid name) construction"):
self.assertRaises(RuntimeError, Calendars.calendar, "garbage_name")
with self.subTest(msg="calendar(valid name) construction"):
junk = Calendars.calendar(
name) # NB: this will fail if getDefaultName() does
self.assertIsNotNone(junk) # just in case?
def testAxisMethods(self):
"""
Test suite for methods inherited from Axis - do these apply said methods to every axis? Seems silly.
"""
figure = figure_wrapper.FigureWrapper()
# How do I get it to select an axes?
with self.subTest(msg="axisColor(string)"):
figure = figure.axisColor("#000000")
with self.subTest(msg="axisColor(Paint)"):
figure = figure.axisColor(Plot.colorRGB(0, 0, 255))
with self.subTest(msg="axisFormatPattern()"):
figure = figure.axisFormat(
"###,###.00") # decimal formatting pattern
with self.subTest(msg="axisLabel(string)"):
figure = figure.axisLabel("axis") # decimal formatting pattern
with self.subTest(msg="axisLabelFont(string, string, int)"):
figure = figure.axisLabelFont("Arial", "P", 11)
with self.subTest(msg="businessTime()"):
figure = figure.businessTime()
with self.subTest(msg="businessTime(calendar)"):
figure = figure.businessTime(Calendars.calendar())
with self.subTest(msg="min(double)"):
figure = figure.min(1.0)
with self.subTest(msg="max(double)"):
figure = figure.max(10.0)
with self.subTest(msg="range(double, double)"):
figure = figure.range(1.0, 10.0)
with self.subTest(msg="ticks(double)"):
figure = figure.ticks(1.0)
with self.subTest(msg="ticks(double[])"):
figure = figure.ticks([1.0, 2.5, 5.0, 7.5, 10.0])
with self.subTest(msg="tickFont(string, string, int)"):
figure = figure.ticksFont("Arial", "I", 9)
with self.subTest(msg="ticksVisible(boolean)"):
figure = figure.ticksVisible(True)
with self.subTest(msg="tickLabelAngle(double)"):
figure = figure.tickLabelAngle(45.0) # I'm guessing degrees?
with self.subTest(msg="minorTicks(int)"):
figure = figure.minorTicks(2)
with self.subTest(msg="minorTicksVisible(boolean)"):
figure = figure.minorTicksVisible(True)
with self.subTest(msg="log()"):
figure = figure.log()
# TODO: where would I get an AxisTransform object?
# with self.subTest(msg="transform(AxisTransform)"):
# figure = figure.transform(what)
with self.subTest(msg="invert()"):
figure = figure.invert()
with self.subTest(msg="invert(boolean)"):
figure = figure.invert(False)
del figure
## Deephaven - XY Series Plotting Notebook - Python
## https://docs.deephaven.io/
from deephaven import Plot
# See print(sorted(dir())) or help('deephaven') for full namespace contents.
# note that we are constraining the data to NYSE business time
import deephaven.Calendars as Calendars
cal = Calendars.calendar("USNYSE")
trades = db.t("LearnIris", "StockTrades").where("Date=`2017-08-25`")
trades = trades.where("cal.isBusinessTime(ExchangeTimestamp)")
# ************* XY SERIES PLOTTING *************
# XY SERIES - SINGLE SERIES
t1 = db.t("LearnDeephaven", "StockTrades")\
.where("Date=`2017-08-24`", "USym=`AAPL`")
PlotSingle = Plot.plot("AAPL", t1.where("USym = `AAPL`"), "Timestamp", "Last")\
.xBusinessTime()\
.show()
# XY SERIES - MULTIPLE SERIES
t2 = db.t("LearnDeephaven", "StockTrades")\
.where("Date=`2017-08-24`", "USym in `INTC`,`CSCO`")
plotSharedAxis = Plot.plot("INTC", t2.where("USym = `INTC`"), "Timestamp", "Last")\
.plot("CSCO", t2.where("USym = `CSCO`"), "Timestamp", "Last")\
.xBusinessTime()\
numSyms = 5
numDays = 3
buckets = 30
# Running average function
def rAvg(vals):
arr = jpy.array('double', vals.size())
avg = 0.0
for i in range(vals.size()):
arr[i] = (i*arr[i-1] + vals.get(i))/(i+1) if i > 0 else vals.get(i)
return arr
import deephaven.Calendars as Calendars
cal = Calendars.calendar('USNYSE')
cutoffDate = cal.previousBusinessDay(cal.currentDay(), numDays - 1)
# Get trade data (filter out exchange aggregate)
trades = db.i("FeedOS", "EquityTradeL1")\
.where("Date >= cutoffDate")\
.where("LocalCodeStr not in `SPY`")
# Bin by minute and rename columns
countAndVolumeData = trades.view("TimeBin = upperBin(Timestamp, buckets*MINUTE)",
"Sym = LocalCodeStr", "TradeCount = 1", "Shares = (int) Size",
"Price", "Dollars = (int) (Size * Price)")\
.lastBy("TimeBin", "Sym")
# Get distinct syms
syms = countAndVolumeData.selectDistinct("Sym").head(numSyms)