def testSignFunction(self):
ma5 = MovingAverage(5, 'close')
holder = Sign(ma5)
holder2 = (ma5 ^ (-ma5)) >> Sign
for i, close in enumerate(self.sampleClose):
data = {'close': close}
ma5.push(data)
holder.push(data)
holder2.push(data)
expected = 1 if ma5.result() >= 0 else -1
calculated = holder.result()
self.assertEqual(calculated, expected, "at index {0:d}\n"
"expected: {1:f}\n"
"calculated: {2:f}".format(i, expected, calculated))
calculated = holder2.result()
self.assertEqual(calculated[0], expected, "at index {0:d}\n"
"expected: {1:f}\n"
"calculated: {2:f}".format(i, expected, calculated[0]))
self.assertEqual(calculated[1], -expected, "at index {0:d}\n"
"expected: {1:f}\n"
"calculated: {2:f}".format(i, expected, calculated[1]))
def testSignFunction(self):
ma5 = MovingAverage(5, 'close')
holder = Sign(ma5)
holder2 = (ma5 ^ (-ma5)) >> Sign
for i, close in enumerate(self.sampleClose):
data = {'close': close}
ma5.push(data)
holder.push(data)
holder2.push(data)
expected = 1 if ma5.result() >= 0 else -1
calculated = holder.result()
self.assertEqual(
calculated, expected, "at index {0:d}\n"
"expected: {1:f}\n"
"calculated: {2:f}".format(i, expected, calculated))
calculated = holder2.result()
self.assertEqual(
calculated[0], expected, "at index {0:d}\n"
"expected: {1:f}\n"
"calculated: {2:f}".format(i, expected, calculated[0]))
self.assertEqual(
calculated[1], -expected, "at index {0:d}\n"
"expected: {1:f}\n"
"calculated: {2:f}".format(i, expected, calculated[1]))
def testSign(self):
sign = Sign(dependency='close')
for i, value in enumerate(self.samplesClose):
sign.push(dict(close=value))
expected = np.sign(self.samplesClose[i])
calculated = sign.result()
self.assertAlmostEqual(
expected, calculated, 10, "at index {0:d}\n"
"expected average: {1:f}\n"
"calculated average: {2:f}".format(i, expected, calculated))
def testArithmeticFunctionsDeepcopy(self):
data = {'x': 1}
test = Exp('x')
test.push(data)
copied = copy.deepcopy(test)
self.assertAlmostEqual(math.exp(data['x']), copied.value)
test = Log('x')
test.push(data)
copied = copy.deepcopy(test)
self.assertAlmostEqual(math.log(data['x']), copied.value)
test = Sqrt('x')
test.push(data)
copied = copy.deepcopy(test)
self.assertAlmostEqual(math.sqrt(data['x']), copied.value)
data['x'] = -1.
test = Pow('x', 2)
test.push(data)
copied = copy.deepcopy(test)
self.assertAlmostEqual(data['x']**2, copied.value)
test = Abs('x')
test.push(data)
copied = copy.deepcopy(test)
self.assertAlmostEqual(abs(data['x']), copied.value)
test = Sign('x')
test.push(data)
copied = copy.deepcopy(test)
self.assertAlmostEqual(-1., copied.value)
data['x'] = 1.
test = Acos('x')
test.push(data)
copied = copy.deepcopy(test)
self.assertAlmostEqual(math.acos(data['x']), copied.value)
test = Asin('x')
test.push(data)
copied = copy.deepcopy(test)
self.assertAlmostEqual(math.asin(data['x']), copied.value)
test = Acosh('x')
test.push(data)
copied = copy.deepcopy(test)
self.assertAlmostEqual(math.acosh(data['x']), copied.value)
test = Asinh('x')
test.push(data)
copied = copy.deepcopy(test)
self.assertAlmostEqual(math.asinh(data['x']), copied.value)
def testArithmeticFunctionsPickle(self):
data = {'x': 1}
test = Exp('x')
test.push(data)
with tempfile.NamedTemporaryFile('w+b', delete=False) as f:
pickle.dump(test, f)
with open(f.name, 'rb') as f2:
pickled = pickle.load(f2)
self.assertAlmostEqual(test.value, pickled.value)
os.unlink(f.name)
test = Log('x')
test.push(data)
with tempfile.NamedTemporaryFile('w+b', delete=False) as f:
pickle.dump(test, f)
with open(f.name, 'rb') as f2:
pickled = pickle.load(f2)
self.assertAlmostEqual(test.value, pickled.value)
os.unlink(f.name)
test = Sqrt('x')
test.push(data)
with tempfile.NamedTemporaryFile('w+b', delete=False) as f:
pickle.dump(test, f)
with open(f.name, 'rb') as f2:
pickled = pickle.load(f2)
self.assertAlmostEqual(test.value, pickled.value)
os.unlink(f.name)
data['x'] = -1.
test = Pow('x', 2)
test.push(data)
with tempfile.NamedTemporaryFile('w+b', delete=False) as f:
pickle.dump(test, f)
with open(f.name, 'rb') as f2:
pickled = pickle.load(f2)
self.assertAlmostEqual(test.value, pickled.value)
os.unlink(f.name)
test = Abs('x')
test.push(data)
with tempfile.NamedTemporaryFile('w+b', delete=False) as f:
pickle.dump(test, f)
with open(f.name, 'rb') as f2:
pickled = pickle.load(f2)
self.assertAlmostEqual(test.value, pickled.value)
os.unlink(f.name)
test = Sign('x')
test.push(data)
with tempfile.NamedTemporaryFile('w+b', delete=False) as f:
pickle.dump(test, f)
with open(f.name, 'rb') as f2:
pickled = pickle.load(f2)
self.assertAlmostEqual(test.value, pickled.value)
os.unlink(f.name)
data['x'] = 1.
test = Acos('x')
test.push(data)
with tempfile.NamedTemporaryFile('w+b', delete=False) as f:
pickle.dump(test, f)
with open(f.name, 'rb') as f2:
pickled = pickle.load(f2)
self.assertAlmostEqual(test.value, pickled.value)
os.unlink(f.name)
test = Asin('x')
test.push(data)
with tempfile.NamedTemporaryFile('w+b', delete=False) as f:
pickle.dump(test, f)
with open(f.name, 'rb') as f2:
pickled = pickle.load(f2)
self.assertAlmostEqual(test.value, pickled.value)
os.unlink(f.name)
test = Acosh('x')
test.push(data)
with tempfile.NamedTemporaryFile('w+b', delete=False) as f:
pickle.dump(test, f)
with open(f.name, 'rb') as f2:
pickled = pickle.load(f2)
self.assertAlmostEqual(test.value, pickled.value)
os.unlink(f.name)
test = Asinh('x')
test.push(data)
with tempfile.NamedTemporaryFile('w+b', delete=False) as f:
pickle.dump(test, f)
with open(f.name, 'rb') as f2:
pickled = pickle.load(f2)
self.assertAlmostEqual(test.value, pickled.value)
os.unlink(f.name)
def testSignStr(self):
s = Sign('roe')
self.assertEqual("\mathrm{sign}(''\\text{roe}'')", str(s))