def get_new_highs(ts, period):
highs_timeseries = n_day_highs_for_time_series(ts, period, 'adj_close')
new_highs = []
for highs in highs_timeseries:
prev_high = highs[str(period) + '_period_high_adj_close']
if (prev_high and highs['adj_close'] > prev_high):
new_highs.append(NewHigh(highs['date'], highs['adj_close'], period))
return new_highs
def get_new_highs(ts, period):
highs_timeseries = n_day_highs_for_time_series(ts, period, 'adj_close')
new_highs = []
for highs in highs_timeseries:
prev_high = highs[str(period) + '_period_high_adj_close']
if (prev_high and highs['adj_close'] > prev_high):
new_highs.append(NewHigh(highs['date'], highs['adj_close'],
period))
return new_highs
def test_should_return_highs_for_previous_10_days(self):
highs = n_day_highs_for_time_series(self.timeseries, 10, 'close')
fields = highs.__get_field_names__()
print "*** fields: "
print fields
print "***highs: "
print highs
self.assertEquals(30, len(highs))
#d = datetime.date(2011, 1, 1)
#ts_data = highs.get_data(d)
#print "data: "
#print ts_data
for i in range(10):
self.assertTrue(highs[i]['10_period_high_close'].mask)
#self.assertTrue(ts_data['10_period_high_close'].mask)
# d = datetime.date(2011, 1, 10)
# ts_data = highs.get_data(d)
#d = datetime.date(2011, 1, 11)
#ts_data = highs.get_data(d)
print "Day 10 10 day high: "
print highs.arr[10]['10_period_high_close']
print "mask: "
print highs.arr[10].mask
print "item: "
print highs.arr.item(10)
print "data:"
print highs.arr.item(10)[7]
self.assertEquals(9.0, highs.arr.item(10)[7])
d = datetime.date(2011, 1, 30)
ts_data = highs.get_data(d)
self.assertEquals(29.0, ts_data['close'])
self.assertEquals(28.0, ts_data['10_period_high_close'])
