def test_transformation(self):
""" Test the data gets transformed and written properly."""
# Pick the path and transform the data.
in_file = common.get_raw_data("USD_CHF")
out_file = self.tmp_file
transformer.transform(in_file, out_file, 10000)
# Read the file and check the numbers.
results = []
with open(self.tmp_file, 'r') as csv_handle:
reader = csv.reader(csv_handle, delimiter=' ')
for row in reader:
results.append(row)
# Make sure it's working properly.
self.assertTrue(len(results) > 2800)
self.assertEqual(len(results[0]), 8)
self.assertEqual(results[0][0], '155.0')
self.assertEqual(results[10][1], '-28.0')
self.assertEqual(results[28][2], '-83.0')
self.assertEqual(results[236][3], '3.0')
self.assertEqual(results[387][4], '59.0')
self.assertEqual(results[822][5], '-142.4')
self.assertEqual(results[1298][6], '-8.1')
self.assertEqual(results[2150][7], '-39.6')
return
def main():
""" Main in transforming data for strategy Euler."""
for instrument in common.ALL_PAIRS:
# Gather necessary data.
in_file = common.get_raw_data(instrument)
out_file = util.get_clean_data(instrument)
pip_factor = common.get_pip_factor(instrument)
# Transform.
transform(in_file, out_file, pip_factor)
return
def __init__(self, instrument):
""" Initialize the strategy class Euler.
Args:
instrument: string. The currency pair. e.g. 'EUR_USD'.
Returns:
void.
"""
super(Euler, self).__init__(instrument)
# Initialize learner and model.
self.learner = Learner(instrument)
self.model = None
# Read in the raw data file for testing.
test_file = common.get_raw_data(instrument)
self.test_data = transformer.read_raw_file(test_file)
return
