Example #1
0
 def __init__(self):
     self.m1_rate = EWMA.one_minute_EWMA()
     self.m5_rate = EWMA.five_minute_EWMA()
     self.m15_rate = EWMA.fifteen_minute_EWMA()
     self.count = 0
     self.start_time = time.time()
     self.last_tick = self.start_time
Example #2
0
def test_one_minute_EWMA():
    expected_rates = [
        0.6,
        0.22072766,
        0.08120117,
        0.02987224,
        0.01098938,
        0.00404277,
        0.00148725,
        0.00054713,
        0.00020128,
        0.00007405,
        0.00002724,
        0.00001002,
        0.00000369,
        0.00000136,
        0.00000050,
        0.00000018,
    ]

    ewma = EWMA.one_minute_EWMA()
    assert_ewma(ewma, expected_rates)
Example #3
0
def test_one_minute_EWMA():
    expected_rates = [
        0.6,
        0.22072766,
        0.08120117,
        0.02987224,
        0.01098938,
        0.00404277,
        0.00148725,
        0.00054713,
        0.00020128,
        0.00007405,
        0.00002724,
        0.00001002,
        0.00000369,
        0.00000136,
        0.00000050,
        0.00000018,
    ]

    ewma = EWMA.one_minute_EWMA()
    assert_ewma(ewma, expected_rates)