Example #1
0
 def test_calculate_synth(self, ticker_dates, norm, expected):
     data_loader = PreDefinedData()
     target = QuarterlyDiffTarget('marketcap', norm=norm)
     info_df = pd.DataFrame(ticker_dates)
     info_df.columns = ['ticker', 'date']
     y = target.calculate(data_loader, info_df)
     np.testing.assert_array_equal(y['y'].values, expected)
Example #2
0
 def test_calculate_synth(self, ticker_dates, horizon, foo, expected):
     data_loader = PreDefinedData()
     target = DailyAggTarget('marketcap', horizon=horizon, foo=foo)
     info_df = pd.DataFrame(ticker_dates)
     info_df.columns = ['ticker', 'date']
     y = target.calculate(data_loader, info_df)
     np.testing.assert_array_equal(y['y'].values.astype('float'), expected)