Python EfficientRatio Examples

Example #1

File: test_efficient_ratio.py Project: sevensky/remote-cta-platform

 def testGetValue(self):
     calendar_util = MockCalendarUtil()
     instrument = MockInstrument()
     
     er = EfficientRatio.get_value(instrument, 15, 5, calendar_util)
     
     self.assertEqual(er, 1./6., 'good efficient ratio')

Example #2

File: kama.py Project: sevensky/remote-cta-platform

 def _get_alpha(self, date, depth):
     er = EfficientRatio.get_value(self.instrument, date, depth, self.calendar_util)
     return (er*(self.fast_ratio-self.slow_ratio)+self.slow_ratio)**2