def test_nan_before_size(self): bar = self.app_context.inst_data_mgr.get_series("bar") bar.start(self.app_context) sma = SMA(inputs=bar, input_keys='close', length=3) sma.start(self.app_context) t1 = 1 t2 = t1 + 3 t3 = t2 + 3 bar.add(timestamp=t1, data={"close": 2.0, "open": 0}) self.assertEquals([{'value': np.nan}], sma.get_data()) bar.add(timestamp=t2, data={"close": 2.4, "open": 1.4}) self.assertEquals([{ 'value': np.nan }, { 'value': np.nan }], sma.get_data()) bar.add(timestamp=t3, data={"close": 2.8, "open": 1.8}) self.assertEquals([{ 'value': np.nan }, { 'value': np.nan }, { 'value': 2.4 }], sma.get_data())
def test_nan_before_size(self): bar = self.app_context.inst_data_mgr.get_series("bar") bar.start(self.app_context) sma = SMA(bar, 'close', 3) sma.start(self.app_context) t1 = datetime.datetime.now() t2 = t1 + datetime.timedelta(0, 3) t3 = t2 + datetime.timedelta(0, 3) bar.add({"timestamp": t1, "close": 2.0, "open": 0}) self.assertEquals([{"name": "'SMA('bar',close,3)'", "timestamp": t1, 'value': np.nan}], sma.get_data()) bar.add({"timestamp": t2, "close": 2.4, "open": 1.4}) self.assertEquals([{"name": "'SMA('bar',close,3)'", "timestamp": t1, 'value': np.nan}, {"name": "'SMA('bar',close,3)'", "timestamp": t2, 'value': np.nan}], sma.get_data()) bar.add({"timestamp": t3, "close": 2.8, "open": 1.8}) self.assertEquals([{"name": "'SMA('bar',close,3)'", "timestamp": t1, 'value': np.nan}, {"name": "'SMA('bar',close,3)'", "timestamp": t2, 'value': np.nan}, {"name": "'SMA('bar',close,3)'", "timestamp": t3, 'value': 2.4}], sma.get_data())
def test_empty_at_initialize(self): close = self.app_context.inst_data_mgr.get_series("bar") sma = SMA(inputs=close, input_keys='close', length=3) self.assertEquals(0, len(sma.get_data()))
def test_empty_at_initialize(self): close = self.app_context.inst_data_mgr.get_series("bar") sma = SMA(close, 'close', 3) self.assertEquals(0, len(sma.get_data()))