def testDiff(self):
mm = Diff(dependency='close')
current = np.nan
for i, value in enumerate(self.samplesClose):
mm.push(dict(close=value))
previous = current
current = value
if not np.isnan(previous):
expected = current - previous
calculated = mm.result()
self.assertAlmostEqual(
expected, calculated, 10, "at index {0:d}\n"
"expected min: {1:f}\n"
"calculated diff: {2:f}".format(i, expected, calculated))
def testDiff(self):
mm = Diff(dependency='close')
current = np.nan
for i, value in enumerate(self.samplesClose):
mm.push(dict(close=value))
previous = current
current = value
if not np.isnan(previous):
expected = current - previous
calculated = mm.result()
self.assertAlmostEqual(expected, calculated, 10, "at index {0:d}\n"
"expected min: {1:f}\n"
"calculated diff: {2:f}".format(i, expected,
calculated))
def testDiffDeepcopy(self):
mv = Diff(dependency='x')
mv.push(dict(x=1.))
mv.push(dict(x=2.))
copied = copy.deepcopy(mv)
self.assertAlmostEqual(copied.value, mv.value)
for i in np.random.rand(30):
mv.push(dict(x=float(i)))
copied = copy.deepcopy(mv)
self.assertAlmostEqual(copied.value, mv.value)
def testDiffPickle(self):
mv = Diff(dependency='x')
mv.push(dict(x=1.))
mv.push(dict(x=2.))
with tempfile.NamedTemporaryFile('w+b', delete=False) as f:
pickle.dump(mv, f)
with open(f.name, 'rb') as f2:
pickled = pickle.load(f2)
self.assertAlmostEqual(mv.value, pickled.value)
os.unlink(f.name)
for i in np.random.rand(30):
mv.push(dict(x=float(i)))
with tempfile.NamedTemporaryFile('w+b', delete=False) as f:
pickle.dump(mv, f)
with open(f.name, 'rb') as f2:
pickled = pickle.load(f2)
self.assertAlmostEqual(mv.value, pickled.value)
os.unlink(f.name)