Python n_day_lows Examples

Example #1

File: extrema_test.py Project: natereed/python-trend-following

    def test_should_return_low_for_previous_n_days(self):
        prices = np.ma.ones(20)
        prices[0] = 0
        lows = n_day_lows(prices, 10)
        self.assertEqual(0, lows[10])

        for i in range(11, 20):
            self.assertEquals(1.0, lows[i])

Example #2

File: extrema_test.py Project: natereed/python-trend-following

 def test_should_return_lows_with_same_size_as_prices(self):
     prices = np.ma.zeros(20)
     highs = n_day_lows(prices, 10)
     self.assertEqual(20, len(highs))