def testTwoTimeSeries(self):
'''Get a timeseries and a function and check for consistency'''
res = dynts.parse('gs:yahoo,min(gs:yahoo,window=30)')
self.assertEqual(res.symbols(),['GS:YAHOO'])
self.assertEqual(len(res),2)
self.assertEqual(str(res[0]),'GS:YAHOO')
self.assertEqual(str(res[1]),'min(GS:YAHOO,window=30)')
def testSpecialSymbol2(self):
'''Symbol can be included by character'''
res = dynts.parse('`EURSW6M2YR_2.2`')
names = res.symbols()
self.assertEqual(len(names),1)
self.assertEqual(str(res),'`EURSW6M2YR_2.2`')
self.assertEqual(names[0],'EURSW6M2YR_2.2')
def testAdditionOperation(self):
res = dynts.parse('YHOO+GOOG')
self.assertEqual(len(res.children), 2)
names = res.symbols()
self.assertEqual(len(names), 2)
self.assertEqual(names[0], str(res.left))
self.assertEqual(names[1], str(res.right))
def testSpecialSymbol2(self):
'''Symbol can be included by character'''
res = dynts.parse('`EURSW6M2YR_2.2`')
names = res.symbols()
self.assertEqual(len(names), 1)
self.assertEqual(str(res), '`EURSW6M2YR_2.2`')
self.assertEqual(names[0], 'EURSW6M2YR_2.2')
def testAdditionOperation(self):
res = dynts.parse('YHOO+GOOG')
self.assertEqual(len(res.children),2)
names = res.symbols()
self.assertEqual(len(names),2)
self.assertEqual(names[0],str(res.left))
self.assertEqual(names[1],str(res.right))
def testTwoTimeSeries(self):
'''Get a timeseries and a function and check for consistency'''
res = dynts.parse('gs:yahoo, min(gs:yahoo, window=30)')
self.assertEqual(res.symbols(), ['GS:YAHOO'])
self.assertEqual(len(res), 2)
self.assertEqual(str(res[0]), 'GS:YAHOO')
self.assertEqual(str(res[1]), 'min(GS:YAHOO, window=30)')
def testTimesMinus(self):
result = dynts.parse('EUR*-3')
self.assertEqual(result.symbols(),['EUR'])
self.assertEqual(len(result),2)
self.assertEqual(str(result[0]),'EUR')
self.assertEqual(str(result[1]),'-3')
def testOperationOrder(self):
res = dynts.parse('2*GOOG+4*YHOO')
self.assertEqual(len(res.children), 2)
self.assertTrue(isinstance(res, dsl.PlusOp))
res1 = res.children[0]
self.assertTrue(isinstance(res1, dsl.MultiplyOp))
res2 = res.children[1]
self.assertTrue(isinstance(res2, dsl.MultiplyOp))
def testSpecialSymbol(self):
'''Symbol can be included by character'''
res = dynts.parse('`FX-15`+amzn')
self.assertEqual(len(res.children),2)
names = res.symbols()
self.assertEqual(len(names),2)
self.assertEqual(names[0],'FX-15')
self.assertEqual(names[1],'AMZN')
def testOperationOrder(self):
res = dynts.parse('2*GOOG+4*YHOO')
self.assertEqual(len(res.children),2)
self.assertTrue(isinstance(res,dsl.PlusOp))
res1 = res.children[0]
self.assertTrue(isinstance(res1,dsl.MultiplyOp))
res2 = res.children[1]
self.assertTrue(isinstance(res2,dsl.MultiplyOp))
def testSpecialSymbol(self):
'''Symbol can be included by character'''
res = dynts.parse('`FX-15`+amzn')
self.assertEqual(len(res.children), 2)
names = res.symbols()
self.assertEqual(len(names), 2)
self.assertEqual(names[0], 'FX-15')
self.assertEqual(names[1], 'AMZN')
def __call__(self, args, **kwargs):
import dynts
expression = dynts.parse(self.composite)
if args:
data = dict((('X{0}'.format(n+1),ts) for n,ts in enumerate(args)))
backend = args[0].type
return expression.unwind(data, backend, **kwargs)
else:
raise ValueError
def __call__(self, args, **kwargs):
import dynts
expression = dynts.parse(self.composite)
if args:
data = dict(
(('X{0}'.format(n + 1), ts) for n, ts in enumerate(args)))
backend = args[0].type
return expression.unwind(data, backend, **kwargs)
else:
raise ValueError
def testDataProvider(self):
result = dynts.evaluate('2*GOOG, GOOG')
self.assertEqual(len(result.data), 1)
self.assertEqual(result.expression, dynts.parse('2*GOOG, GOOG'))
data = result.ts()
self.assertTrue(dynts.istimeseries(data))
self.assertEqual(data.count(), 2)
ts1 = data.serie(0)
ts2 = data.serie(1)
for v1, v2 in zip(ts1, ts2):
self.assertAlmostEqual(v1, 2. * v2)
def testDataProvider(self):
result = dynts.evaluate('2*GOOG,GOOG')
self.assertEqual(len(result.data),1)
self.assertEqual(result.expression,dynts.parse('2*GOOG,GOOG'))
data = result.ts()
self.assertTrue(dynts.istimeseries(data))
self.assertEqual(data.count(),2)
ts1 = data.serie(0)
ts2 = data.serie(1)
for v1,v2 in zip(ts1,ts2):
self.assertAlmostEqual(v1,2.*v2)
def testBinOpSerieFunction(self):
'''Get a timeseries and a function and check for consistency'''
res = dynts.parse('goog:yahoo-ma(goog:yahoo, window=30)')
self.assertEqual(res.symbols(), ['GOOG:YAHOO'])
self.assertEqual(len(res), 2)
self.assertEqual(str(res[0]), 'GOOG:YAHOO')
self.assertEqual(str(res[1]), 'ma(GOOG:YAHOO, window=30)')
result = dynts.evaluate(res)
self.assertEqual(len(result.data), 1)
data = result.ts()
self.assertTrue(dynts.istimeseries(data))
self.assertEqual(data.count(), 1)
def testBinOpSerieFunction(self):
'''Get a timeseries and a function and check for consistency'''
res = dynts.parse('goog:yahoo-ma(goog:yahoo,window=30)')
self.assertEqual(res.symbols(),['GOOG:YAHOO'])
self.assertEqual(len(res),2)
self.assertEqual(str(res[0]),'GOOG:YAHOO')
self.assertEqual(str(res[1]),'ma(GOOG:YAHOO,window=30)')
result = dynts.evaluate(res)
self.assertEqual(len(result.data),1)
data = result.ts()
self.assertTrue(dynts.istimeseries(data))
self.assertEqual(data.count(),1)
def testName(self):
for name in self.names:
res = dynts.parse(name)
self.assertTrue(isinstance(res, dsl.Symbol))
self.assertEqual(name.upper(), str(res))
def testQuotedLinearSuperimposition(self):
res = dynts.parse("4*`eur:rm@bla`-8*`abc:56`+4*`a-b-c:-20`")
self.assertEqual(len(res),2)
def testSyntaxError2(self):
'''Symbol can be included by character'''
res = dynts.parse('yahoo, delta(goog')
self.assertTrue(res.malformed())
def testName(self):
for name in self.names:
res = dynts.parse(name)
self.assertTrue(isinstance(res,dsl.Symbol))
self.assertEqual(name.upper(),str(res))
def testBinaryOperation(self):
res = dynts.parse('2*GOOG')
self.assertEqual(len(res.children),2)
names = res.symbols()
self.assertEqual(len(names),1)
self.assertEqual(names[0],str(res.right))
def testQuote(self):
res = dynts.parse('"FX-15"+amzn')
self.assertEqual(len(res.children), 2)
names = res.symbols()
self.assertEqual(len(names), 1)
self.assertEqual(names[0], str(res.right))
def testQuote(self):
res = dynts.parse('"FX-15"+amzn')
self.assertEqual(len(res.children),2)
names = res.symbols()
self.assertEqual(len(names),1)
self.assertEqual(names[0],str(res.right))
def testSyntaxError2(self):
'''Symbol can be included by character'''
res = dynts.parse('yahoo,delta(goog')
self.assertTrue(res.malformed())
def testBinaryOperation(self):
res = dynts.parse('2*GOOG')
self.assertEqual(len(res.children), 2)
names = res.symbols()
self.assertEqual(len(names), 1)
self.assertEqual(names[0], str(res.right))
def testTimesMinus(self):
result = dynts.parse('EUR*-3')
self.assertEqual(result.symbols(), ['EUR'])
self.assertEqual(len(result), 2)
self.assertEqual(str(result[0]), 'EUR')
self.assertEqual(str(result[1]), '-3')
def testQuotedLinearSuperimposition(self):
res = dynts.parse("4*`eur:rm@bla`-8*`abc:56`+4*`a-b-c:-20`")
self.assertEqual(len(res), 2)
