def testDrawdown(self):
dd = series_drawdown(self.TEST_SERIES)
mx = (core.to_jdate('2014-9-18'), 361)
mn = (core.to_jdate('2014-12-16'), 321)
test_dd = drawdown(mx, mn)
self.assertEqual(dd.max, test_dd.max)
self.assertEqual(dd.min, test_dd.min)
def __default_loader(id):
normalized_id = __normalize_id(id)
ticker,subject = normalized_id.split('::')
fname = '{}/TIME_SERIES/{}/{}'.format(os.getenv('HOME'), ticker, subject)
entries = []
with open(fname) as f:
for line in f:
try:
pair = line.split()
entries.append((core.to_jdate(pair[0]),float(pair[1])))
except:
pass
return obs_series.obs_to_series(entries, name=normalized_id)
def obs_to_series(obs, name=None):
'''Convert a list of (date,value) tuples to a series.'''
valids = [(core.to_jdate(ob[0]), ob[1]) for ob in obs if ob]
valids.sort()
if not len(valids):
return core.series(lambda dt: None, name)
fd = valids[0][0]
ld = valids[-1][0]
vec = [None for x in range(fd, ld + 1)]
for (dt, val) in valids:
vec[dt - fd] = val
return core.vector_series(vec, fd, name=name)
def __init__(self, date, holdings):
if not is_list_of(holdings, Holding):
raise Exception(
"second argument to Allocation should be list of Portion")
self.date = core.to_jdate(date)
self.holdings = holdings
def __init__(self, date, portions):
if not is_list_of(portions, Portion):
raise Exception(
"second argument to Allocation should be list of Portion")
self.date = core.to_jdate(date)
self.portions = portions
def testLastOb(self):
self.assertEqual(
last_ob(self.TEST_SERIES)[0], core.to_jdate('2014-12-31'))
def testFirstOb(self):
self.assertEqual(
first_ob(self.TEST_SERIES)[0], core.to_jdate('2012-1-3'))
def testMax(self):
ob = max_ob(self.TEST_SERIES)
self.assertEqual(ob[0], core.to_jdate('2014-9-18'))
def testMin(self):
ob = min_ob(self.TEST_SERIES)
self.assertEqual(ob[0], core.to_jdate('2012-1-13'))