def testComplexDelta(self):
'''Test for a lagged Delta2 against a double Delta'''
lag = 5
ts = self.getts(2, 5., 3.5, 0.2)
d = ts.delta2(lag=lag)
dd = ts.delta(lag=lag).delta(lag=lag)
self.assertEqual(len(d), len(dd))
self.assertEqual(d.count(), dd.count())
for dv, ddv in zip(d.values(), dd.values()):
for v, vv in zip(dv, ddv):
self.assertAlmostEqual(v, vv)
def testComplexDelta(self):
'''Test for a lagged Delta2 against a double Delta'''
lag = 5
ts = self.getts(2, 5., 3.5, 0.2)
d = ts.delta2(lag = lag)
dd = ts.delta(lag = lag).delta(lag = lag)
self.assertEqual(len(d),len(dd))
self.assertEqual(d.count(),dd.count())
for dv,ddv in zip(d.values(),dd.values()):
for v,vv in zip(dv,ddv):
self.assertAlmostEqual(v,vv)
def __call__(self,
ts,
container=None,
desc=False,
series_info=None,
**kwargs):
'''Dump timeseries as a JSON string compatible with ``flot``'''
from dynts.web import flot
from dynts.conf import settings
pydate2flot = flot.pydate2flot
result = container or flot.MultiPlot()
df = {}
series_info = series_info or df
if istimeseries(ts):
res = flot.Flot(ts.name, type='timeseries', **series_info)
dates = asarray(ts.dates())
missing = settings.ismissing
for name, serie in zip(ts.names(), ts.series()):
info = series_info.get(name, df)
data = []
append = data.append
for dt, val in zip(dates, serie):
if not missing(val):
append([pydate2flot(dt), val])
serie = flot.Serie(label=name, data=data, **info)
res.add(serie)
else:
res = flot.Flot(ts.name)
if ts.extratype:
for name, serie in zip(ts.names(), ts.series()):
serie = flot.Serie(label=serie.name,
data=serie.data,
lines={'show': serie.lines},
points={'show': True},
scatter={
'show': serie.points,
'extratype': ts.extratype
})
res.add(serie)
else:
for name, serie in zip(ts.names(), ts.series()):
serie = flot.Serie(label=serie.name,
data=serie.data,
lines={'show': serie.lines},
points={'show': serie.points})
res.add(serie)
result.add(res)
return result
def get(self, code, name=None):
if not self._names:
return None
dnames = self._names
# First we check if code is a name
if not name:
v = dnames.get(code, None)
if v:
return v[self.default]
name = self.defaultname
# Check if name is available, otherwise return None
nd = dnames.get(name, None)
if not nd:
return None
v = nd.get(code, None)
if v:
return v
v = self.data.get(code, None)
if v:
for nam, val in zip(self.names, v):
dnames[nam][code] = val
v = nd.get(code, None)
if v:
return v
func = getattr(self, 'calculate_{0}'.format(code), None)
if func:
return func(name)
def _rollingTest(self, func):
# A rolling function calculation
ts = self.getts(cols=2)
rollfun = 'roll%s' % func
# Calculate the rolling function for two different windows
mts30 = getattr(ts, rollfun)(window=30, fallback=self.fallback)
mts60 = getattr(ts, rollfun)(window=60, fallback=self.fallback)
# Check that dimensions are OK
self.assertEqual(len(mts30), len(ts) - 29)
self.assertEqual(len(mts60), len(ts) - 59)
self.assertEqual(mts30.count(), 2)
self.assertEqual(mts60.count(), 2)
values = ts.values()
v30 = mts30.values()
date = asarray(ts.dates())
c = 0
# Loop over the items of the shorter windows rolling function
for dt, v in mts30.items():
# Clone the timeseries for this particular window
tst = ts.clone(date[c:c + 30], values[c:c + 30])
self.assertEqual(dt, tst.end())
# Get the rolling function applied to the whole timeseries clone
tv = getattr(tst, func)()
c += 1
for a, b in zip(v, tv):
self.assertAlmostEqual(a, b)
def get(self, code, name = None):
if not self._names:
return None
dnames = self._names
# First we check if code is a name
if not name:
v = dnames.get(code,None)
if v:
return v[self.default]
name = self.defaultname
# Check if name is available, otherwise return None
nd = dnames.get(name,None)
if not nd:
return None
v = nd.get(code,None)
if v:
return v
v = self.data.get(code,None)
if v:
for nam,val in zip(self.names,v):
dnames[nam][code] = val
v = nd.get(code,None)
if v:
return v
func = getattr(self,'calculate_{0}'.format(code),None)
if func:
return func(name)
def _rollingTest(self, func):
# A rolling function calculation
ts = self.getts(cols=2)
rollfun = 'roll%s' % func
# Calculate the rolling function for two different windows
mts30 = getattr(ts, rollfun)(window=30, fallback=self.fallback)
mts60 = getattr(ts, rollfun)(window=60, fallback=self.fallback)
# Check that dimensions are OK
self.assertEqual(len(mts30), len(ts) - 29)
self.assertEqual(len(mts60), len(ts) - 59)
self.assertEqual(mts30.count(), 2)
self.assertEqual(mts60.count(), 2)
values = ts.values()
v30 = mts30.values()
date = asarray(ts.dates())
c = 0
# Loop over the items of the shorter windows rolling function
for dt, v in mts30.items():
# Clone the timeseries for this particular window
tst = ts.clone(date[c:c+30], values[c:c+30])
self.assertEqual(dt, tst.end())
# Get the rolling function applied to the whole timeseries clone
tv = getattr(tst, func)()
c += 1
for a, b in zip(v, tv):
self.assertAlmostEqual(a, b)
def testRollingOp(self):
data = populate(size=500)[:, 0]
roll = rollingOperation(data, 20, skiplist_class=self.skiplist)
rmin = roll.min()
rmax = roll.max()
rmed = roll.median()
for m0, m1, m2 in zip(rmin, rmed, rmax):
self.assertTrue(m1 >= m0)
self.assertTrue(m2 >= m1)
def testFullPivot(self):
ts = self.getts(cols = 4)
b = BasicStatistics(ts)
p = pivottable(b.calculate())
for field in p.fields:
for name in p.names:
val = p.get(field,name)
dt = dict(zip(p.data['names'],p.data[field]))
self.assertEqual(val,dt[name])
def testFullPivot(self):
ts = self.getts(cols=4)
b = BasicStatistics(ts)
p = pivottable(b.calculate())
for field in p.fields:
for name in p.names:
val = p.get(field, name)
dt = dict(zip(p.data['names'], p.data[field]))
self.assertEqual(val, dt[name])
def __call__(self, ts, container = None, desc = False,
series_info = None, **kwargs):
'''Dump timeseries as a JSON string compatible with ``flot``'''
from dynts.web import flot
from dynts.conf import settings
pydate2flot = flot.pydate2flot
result = container or flot.MultiPlot()
df = {}
series_info = series_info or df
if istimeseries(ts):
res = flot.Flot(ts.name, type = 'timeseries', **series_info)
dates = asarray(ts.dates())
missing = settings.ismissing
for name,serie in zip(ts.names(),ts.series()):
info = series_info.get(name,df)
data = []
append = data.append
for dt,val in zip(dates,serie):
if not missing(val):
append([pydate2flot(dt),val])
serie = flot.Serie(label = name, data = data, **info)
res.add(serie)
else:
res = flot.Flot(ts.name)
if ts.extratype:
for name,serie in zip(ts.names(),ts.series()):
serie = flot.Serie(label = serie.name,
data = serie.data,
lines = {'show':serie.lines},
points = {'show':True},
scatter = {'show':serie.points,
'extratype':ts.extratype})
res.add(serie)
else:
for name,serie in zip(ts.names(),ts.series()):
serie = flot.Serie(label = serie.name,
data = serie.data,
lines = {'show':serie.lines},
points = {'show':serie.points})
res.add(serie)
result.add(res)
return result
def __init__(self, data, default = 'latest'):
self.default = default
self.data = data
if data:
self.names = data['names']
self.defaultname = self.names[0]
d = self.default
self._names = dict(((name,{d:v}) for name,v in zip(data['names'],data[d])))
else:
self._names = None
def table(self):
data = self.data
if data:
iterator = zip(data['names'],data['latest'],data['min'],data['mean'],data['max'])
for name,lat,min,mea,max in iterator:
range = max - min
prange = 0 if not range else 100*(lat-min)/(max-min)
yield name,lat,min,mea,max,prange
else:
raise StopIteration
def testDataProvider(self):
result = dynts.evaluate('2*GOOG,GOOG')
self.assertEqual(len(result.data),1)
self.assertEqual(result.expression,dynts.parse('2*GOOG,GOOG'))
data = result.ts()
self.assertTrue(dynts.istimeseries(data))
self.assertEqual(data.count(),2)
ts1 = data.serie(0)
ts2 = data.serie(1)
for v1,v2 in zip(ts1,ts2):
self.assertAlmostEqual(v1,2.*v2)
def testDataProvider(self):
result = dynts.evaluate('2*GOOG, GOOG')
self.assertEqual(len(result.data), 1)
self.assertEqual(result.expression, dynts.parse('2*GOOG, GOOG'))
data = result.ts()
self.assertTrue(dynts.istimeseries(data))
self.assertEqual(data.count(), 2)
ts1 = data.serie(0)
ts2 = data.serie(1)
for v1, v2 in zip(ts1, ts2):
self.assertAlmostEqual(v1, 2. * v2)
def table(self):
data = self.data
if data:
iterator = zip(data['names'], data['latest'], data['min'],
data['mean'], data['max'])
for name, lat, min, mea, max in iterator:
range = max - min
prange = 0 if not range else 100 * (lat - min) / (max - min)
yield name, lat, min, mea, max, prange
else:
raise StopIteration
def __init__(self, data, default='latest'):
self.default = default
self.data = data
if data:
self.names = data['names']
self.defaultname = self.names[0]
d = self.default
self._names = dict(((name, {
d: v
}) for name, v in zip(data['names'], data[d])))
else:
self._names = None
def _testscalar(self, oper, rs, ts):
for rv, cv in zip(rs.values(), ts.values()):
for r, v in zip(rv, cv):
self.assertAlmostEqual(r, oper(v))
def testInit(self):
ts, dates, data = self.getts(True)
self.assertEqual(ts.type, self.backend)
self.assertEqual(len(ts), len(dates))
for dt, dt1 in zip(dates, ts.dates()):
self.assertEqual(dt, dt1)
def __le__(self, other):
return reduce(lambda x,y : x and y[0] <= y[1], zip(self.elem,asarray(other)), True)
from functools import reduce
from dynts.utils.py2py3 import zip
crossoperator = lambda func,*args : [func(*vals) for vals in zip(*args)]
scalarasiter = lambda x: x if hasattr(x,'__iter__') else [x]
from numpy import array, ndarray, double, dtype
object_type = dtype(object)
__all__ = ['cross', 'asarray', 'ascolumn', 'assimple', 'scalarasiter']
def scalarasiter(x):
if x is None:
return []
elif hasattr(x, '__iter__'):
return x
else:
return [x]
def asarray(x, dtype=None):
'''Convert ``x`` into a ``numpy.ndarray``.'''
iterable = scalarasiter(x)
if isinstance(iterable, ndarray):
return iterable
else:
if not hasattr(iterable,'__len__'):
def __le__(self, other):
return reduce(lambda x, y: x and y[0] <= y[1],
zip(self.elem, asarray(other)), True)
from functools import reduce
from dynts.utils.py2py3 import zip
crossoperator = lambda func, *args: [func(*vals) for vals in zip(*args)]
scalarasiter = lambda x: x if hasattr(x, '__iter__') else [x]
__all__ = ['cross', 'asarray', 'ascolumn', 'assimple', 'scalarasiter']
def asarray(x, dtype=None):
'''Convert ``x`` into a ``numpy.ndarray``.'''
from numpy import array, ndarray, double
iterable = scalarasiter(x)
if isinstance(iterable, ndarray):
return iterable
else:
if not hasattr(iterable, '__len__'):
iterable = list(iterable)
return array(iterable, dtype=dtype)
def ascolumn(x, dtype=None):
'''Convert ``x`` into a ``column``-type ``numpy.ndarray``.'''
x = asarray(x, dtype)
return x if len(x.shape) >= 2 else x.reshape(len(x), 1)
def assimple(x):
if hasattr(x, '__iter__'):
def testInit(self):
ts, dates, data = self.getts(True)
self.assertEqual(ts.type, self.backend)
self.assertEqual(len(ts), len(dates))
for dt, dt1 in zip(dates, ts.dates()):
self.assertEqual(dt, dt1)
def _testscalar(self, oper, rs, ts):
for rv, cv in zip(rs.values(), ts.values()):
for r, v in zip(rv, cv):
self.assertAlmostEqual(r, oper(v))
