def testGetValue(self):
     calendar_util = MockCalendarUtil()
     instrument = MockInstrument()
     
     er = EfficientRatio.get_value(instrument, 15, 5, calendar_util)
     
     self.assertEqual(er, 1./6., 'good efficient ratio')
Exemple #2
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 def _get_alpha(self, date, depth):
     er = EfficientRatio.get_value(self.instrument, date, depth, self.calendar_util)
     return (er*(self.fast_ratio-self.slow_ratio)+self.slow_ratio)**2