def testDeltaSecurityValueHolder(self):
mm = SecurityMovingAverage(2, 'close')
delta1 = SecurityDeltaValueHolder(mm, 2)
data1 = {'aapl': {'close': 1.0},
'ibm': {'close': 2.0},
'goog': {'close': 3.0}}
delta1.push(data1)
calculated = delta1.value
for name in calculated.index():
self.assertTrue(np.isnan(calculated[name]))
data2 = {'aapl': {'close': 2.0},
'ibm': {'close': 3.0},
'goog': {'close': 4.0}}
delta1.push(data2)
data3 = {'aapl': {'close': 3.0},
'ibm': {'close': 4.0},
'goog': {'close': 5.0}}
delta1.push(data3)
expected = SeriesValues({'aapl': 1.5,
'ibm': 1.5,
'goog': 1.5})
calculated = delta1.value
for name in expected.index():
self.assertAlmostEqual(expected[name], calculated[name])
data4 = ({'aapl': {'close': 4.0},
'ibm': {'close': 5.0},
'goog': {'close': 6.0}})
delta1.push(data4)
expected = SeriesValues({'aapl': 2.0,
'ibm': 2.0,
'goog': 2.0})
calculated = delta1.value
for name in expected.index():
self.assertAlmostEqual(expected[name], calculated[name])
def DELTA(x, n):
return SecurityDeltaValueHolder(x, n)