Python EMF_TestSeries_Handle.set_series_dates Examples

Example #1

File: _test_handle_Transformation.py Project: rickpaul/becon-0.1

def testTransformationReversals():
	testInfo = utl_Tst.create_test_data_correlated_returns(numDims=1, n=100)
	data = testInfo['data'][:,0]
	dt = testInfo['dt']
	hndl_Srs_Original = EMF_TestSeries_Handle()
	hndl_Srs_Original.set_series_dates(dt)
	hndl_Srs_Original.set_series_values(data)
	# utl_Tst.plot_data_series(hndl_Srs_Original)
	# testTransformationReversal_None(data, dt)
	# testTransformationReversal_Past_Lvl(data, dt, hndl_Srs_Original)
	testTransformationReversal_Past_FoD(data, dt, hndl_Srs_Original)
	testTransformationReversal_Future_FoD(data, dt, hndl_Srs_Original)

Example #2

File: _test_handle_Transformation.py Project: rickpaul/becon-0.1

def testTransformationReversal_Future_FoD(data, dt, hndl_Srs_Original):
	trnsKwargs={FIRST_ORDER_DIFF_TIME: 10}
	hndl_Trns = EMF_Transformation_Handle('Futr_Change', trnsKwargs=trnsKwargs)
	dt_trns = hndl_Trns.transform_time(dt)
	data_trns = hndl_Trns.transform_data(data)
	hndl_Srs_Trns = EMF_TestSeries_Handle()
	hndl_Srs_Trns.set_series_dates(dt_trns)
	hndl_Srs_Trns.set_series_values(data_trns)
	# utl_Tst.plot_data_series(hndl_Srs_Original, hndl_Srs_Trns)
	assert np.all(dt_trns == dt[:-10])
	assert data_trns[0] == data[10] - data[00]
	dt_rvrs = hndl_Trns.reverse_transform_time(dt_trns)
	data_rvrs = hndl_Trns.reverse_transform_data(data[:-10], predictionDelta=data_trns)
	hndl_Srs_Rvrs = EMF_TestSeries_Handle()
	hndl_Srs_Rvrs.set_series_dates(dt_rvrs)
	hndl_Srs_Rvrs.set_series_values(data_rvrs)
	utl_Tst.plot_data_series(hndl_Srs_Original, hndl_Srs_Rvrs)
	assert np.all(dt_rvrs == dt[10:])

Example #3

File: _test_handle_Transformation.py Project: rickpaul/becon-0.1

def testTransformationReversal_Past_Lvl(data, dt, hndl_Srs_Original):
	trnsKwargs={'PeriodDiff': 10}
	hndl_Trns = EMF_Transformation_Handle('Past_Lvl', trnsKwargs=trnsKwargs)
	dt_trns = hndl_Trns.transform_time(dt)
	data_trns = hndl_Trns.transform_data(data)
	hndl_Srs_Trns = EMF_TestSeries_Handle()
	hndl_Srs_Trns.set_series_dates(dt_trns)
	hndl_Srs_Trns.set_series_values(data_trns)
	# utl_Tst.plot_data_series(hndl_Srs_Original, hndl_Srs_Trns)
	assert np.all(dt_trns == dt[10:])
	dt_rvrs = hndl_Trns.reverse_transform_time(dt_trns)
	data_rvrs = hndl_Trns.reverse_transform_data(data_trns)
	hndl_Srs_Rvrs = EMF_TestSeries_Handle()
	hndl_Srs_Rvrs.set_series_dates(dt_rvrs)
	hndl_Srs_Rvrs.set_series_values(data_rvrs)
	utl_Tst.plot_data_series(hndl_Srs_Original, hndl_Srs_Rvrs)
	assert np.all(dt_rvrs == dt[:-10])
	assert np.all(data_rvrs == data[:-10])