def get_data_series(self, frequency=None, bar_filter=None):
self.set_bar_filter(bar_filter)
if self.__bar_ds == None:
self.__bar_ds = dataseries.BarDataSeries()
for bar_ in self.get_bars():
self.__bar_ds.appendValue(bar_)
return self.__bar_ds
def testNonEmpty(self):
ds = dataseries.BarDataSeries()
for i in range(10):
ds.append_value(
bar.Bar(
datetime.datetime.now() + datetime.timedelta(seconds=i), 0,
0, 0, 0, 0, 0))
for i in range(0, 10):
self.assertTrue(ds.get_value(i) != None)
def __loadSarTestBarDs(self):
seconds = 0
ret = dataseries.BarDataSeries()
for i in xrange(len(SAR_HIGH)):
date_time = datetime.datetime.now() + datetime.timedelta(
seconds=seconds)
ret.append_value(
bar.Bar(date_time, SAR_LOW[i], SAR_HIGH[i], SAR_LOW[i],
SAR_HIGH[i], 0, SAR_LOW[i]))
seconds += 1
return ret
def testAppendInvalidDatetime(self):
ds = dataseries.BarDataSeries()
for i in range(10):
now = datetime.datetime.now() + datetime.timedelta(seconds=i)
ds.append_value(bar.Bar(now, 0, 0, 0, 0, 0, 0))
# Adding the same datetime twice should fail
self.assertRaises(Exception, ds.append_value,
bar.Bar(now, 0, 0, 0, 0, 0, 0))
# Adding a previous datetime should fail
self.assertRaises(
Exception, ds.append_value,
bar.Bar(now - datetime.timedelta(seconds=i), 0, 0, 0, 0, 0, 0))
def __loadBarDS(self):
seconds = 0
ret = dataseries.BarDataSeries()
for i in xrange(len(OPEN_VALUES)):
date_time = datetime.datetime.now() + datetime.timedelta(
seconds=seconds)
ret.append_value(
bar.Bar(date_time, OPEN_VALUES[i], HIGH_VALUES[i],
LOW_VALUES[i], CLOSE_VALUES[i], VOLUME_VALUES[i],
CLOSE_VALUES[i]))
seconds += 1
return ret
def calculateValue(self, first_idx, last_idx):
''' If the value wasn't in the cache, we need to calculate new value(s).
Retrieve the needed bars, call the function, and update the cache.
Finally, return the requested value (ie last_idx).
'''
tmp_ds = dataseries.BarDataSeries()
ds = self.getDataSeries()
for i in xrange(first_idx, last_idx + 1):
tmp_ds.append(ds.getValueAbsolute(i))
self.__func_handle.set_data_series(tmp_ds)
data = self.__func_handle()
self.__update_cache(data)
return self.__cache[last_idx]
def testSeqLikeOps(self):
ds = dataseries.BarDataSeries()
for i in range(10):
ds.append_value(
bar.Bar(
datetime.datetime.now() + datetime.timedelta(seconds=i), 2,
4, 1, 3, 10, 3))
self.assertEqual(ds[-1], ds.get_value())
self.assertEqual(ds[-2], ds.get_value(1))
self.assertEqual(ds[0], ds[0])
self.assertEqual(ds[1], ds[1])
self.assertEqual(ds[-2:][-1], ds.get_value())
def add_bars_from_sequence(self, symbol, bars):
if self.__started:
raise Exception(
"Can't add more bars once you started consuming bars")
self.__bars.setdefault(symbol, [])
self.__next_bar_idx.setdefault(symbol, 0)
# Add and sort the bars
self.__bars[symbol].extend(bars)
barCmp = lambda x, y: cmp(x.get_date_time(), y.get_date_time())
self.__bars[symbol].sort(barCmp)
if symbol not in self.__ds:
self.__ds[symbol] = dataseries.BarDataSeries()
def testEmpty(self):
ds = dataseries.BarDataSeries()
self.assertTrue(ds.get_value(-2) == None)
self.assertTrue(ds.get_value(-1) == None)
self.assertTrue(ds.get_value() == None)
self.assertTrue(ds.get_value(1) == None)
self.assertTrue(ds.get_value(2) == None)
with self.assertRaises(IndexError):
ds[-1]
with self.assertRaises(IndexError):
ds[0]
with self.assertRaises(IndexError):
ds[1000]
def testNestedDataSeries(self):
ds = dataseries.BarDataSeries()
for i in range(10):
ds.append_value(
bar.Bar(
datetime.datetime.now() + datetime.timedelta(seconds=i), 2,
4, 1, 3, 10, 3))
self.__testGetValue(ds.get_open_data_series(), 10, 2)
self.__testGetValue(ds.get_close_data_series(), 10, 3)
self.__testGetValue(ds.get_high_data_series(), 10, 4)
self.__testGetValue(ds.get_low_data_series(), 10, 1)
self.__testGetValue(ds.get_volume_data_series(), 10, 10)
self.__testGetValue(ds.get_adj_close_data_series(), 10, 3)
