def should_generate_errors_over_time_for_each_model(self):
first_start_datetime = [
'2016-07-16 09:00:00-04:00', '2016-08-16 09:00:00-04:00'
]
l1_time = [9, 10]
l1_day = [0, 0]
schedule_type = [1, 1]
start_month = [7, 8]
start_year = [2016, 2016]
user_tz = ['Brasilia', 'Brasilia']
args = {
'l1_time': l1_time,
'l1_day': l1_day,
'schedule_type': schedule_type,
'first_start_datetime': first_start_datetime,
'start_month': start_month,
'start_year': start_year,
'user_tz': user_tz
}
summaries = pd.DataFrame(args)
summaries['first_start_datetime'] = pd.to_datetime(
summaries['first_start_datetime'])
bt = BackTest(data=summaries,
model=DumbModel,
training_data_span_months=1)
error = bt.errors()
expect('2016-8' in error.index.values).to.equal(True)
expect('2016-7' not in error.index.values).to.equal(True)
expect('2016-6' not in error.index.values).to.equal(True)
def should_generate_errors_over_time_for_each_model(self):
first_start_datetime = ['2016-07-16 09:00:00-04:00',
'2016-08-16 09:00:00-04:00']
l1_time = [9,10]
l1_day = [0, 0]
schedule_type = [1, 1]
start_month = [7,8]
start_year = [2016,2016]
user_tz = ['Brasilia', 'Brasilia']
args = {'l1_time': l1_time,
'l1_day': l1_day,
'schedule_type': schedule_type,
'first_start_datetime': first_start_datetime,
'start_month': start_month,
'start_year': start_year,
'user_tz': user_tz
}
summaries = pd.DataFrame(args)
summaries['first_start_datetime'] = pd.to_datetime(summaries['first_start_datetime'])
bt = BackTest(data=summaries,
model=DumbModel,
training_data_span_months=1)
error = bt.errors()
expect('2016-8' in error.index.values).to.equal(True)
expect('2016-7' not in error.index.values).to.equal(True)
expect('2016-6' not in error.index.values).to.equal(True)
