def test_edm_percent(self):
ret_list = detect_breakout(self.data,
min_size=24,
method='multi',
percent=0.1,
degree=1)
self.assertEqual([26, 51, 106], ret_list)
def test_constant(self):
ret_list = detect_breakout([10] * 100,
min_size=24,
method='multi',
beta=0.001,
degree=1)
self.assertEqual([], ret_list)
def test_empty(self):
ret_list = detect_breakout([],
min_size=24,
method='multi',
beta=0.001,
degree=1)
self.assertEqual([], ret_list)
def test_edm_multi(self):
ret_list = detect_breakout(self.data,
min_size=24,
method='multi',
beta=0.001,
degree=1)
self.assertEqual([47, 87], ret_list)
def test_edm_tail_nperm_no_ret(self):
ret_list = detect_breakout(self.data,
min_size=24,
method='amoc',
exact=False,
sig_level=0.001,
nperm=10)
self.assertEqual([], ret_list)
def test_edm_x_nperm_has_ret(self):
ret_list = detect_breakout(self.data,
min_size=24,
method='amoc',
exact=True,
sig_level=0.9,
nperm=10)
self.assertEqual([95], ret_list)
def test_int_values(self):
# make sure the code still works if the values are int.
z = [int(value) for value in self.data]
ret_list = detect_breakout(z,
min_size=24,
method='multi',
beta=0.001,
degree=1)
self.assertEqual([47, 87], ret_list)
def _get_trends_by_breakout_detection(x, kwargs):
# divide the data into parts using breakout detection, using the median of each part as the trend.
ret_list = detect_breakout(x, **kwargs)
if logger.isEnabledFor(logging.DEBUG):
logger.debug("detect_breakout result: %s" % ret_list)
last_loc = len(x)
if last_loc not in ret_list:
ret_list.append(last_loc)
prev_loc = 0
trends = []
for loc in ret_list:
median = np.median(x[prev_loc:loc])
trends.extend([median] * (loc - prev_loc))
prev_loc = loc
if logger.isEnabledFor(logging.DEBUG):
logger.debug("detect_breakout trends: %s length=%s" % (trends, len(trends)))
return trends
def _get_trends_by_breakout_detection(x, kwargs):
# divide the data into parts using breakout detection, using the median of each part as the trend.
ret_list = detect_breakout(x, **kwargs)
if logger.isEnabledFor(logging.DEBUG):
logger.debug("detect_breakout result: %s" % ret_list)
last_loc = len(x)
if last_loc not in ret_list:
ret_list.append(last_loc)
prev_loc = 0
trends = []
for loc in ret_list:
median = np.median(x[prev_loc:loc])
trends.extend([median] * (loc - prev_loc))
prev_loc = loc
if logger.isEnabledFor(logging.DEBUG):
logger.debug("detect_breakout trends: %s length=%s" %
(trends, len(trends)))
return trends
def test_int_values(self):
# make sure the code still works if the values are int.
z = [int(value) for value in self.data]
ret_list = detect_breakout(z, min_size=24, method='multi', beta=0.001, degree=1)
self.assertEqual([47, 87], ret_list)
def test_constant(self):
ret_list = detect_breakout([10] * 100, min_size=24, method='multi', beta=0.001, degree=1)
self.assertEqual([], ret_list)
def test_empty(self):
ret_list = detect_breakout([], min_size=24, method='multi', beta=0.001, degree=1)
self.assertEqual([], ret_list)
def test_edm_tail_nperm_no_ret(self):
ret_list = detect_breakout(self.data, min_size=24, method='amoc', exact=False, sig_level=0.001, nperm=10)
self.assertEqual([], ret_list)
def test_edm_x_nperm_has_ret(self):
ret_list = detect_breakout(self.data, min_size=24, method='amoc', exact=True, sig_level=0.9, nperm=10)
self.assertEqual([95], ret_list)
def test_edm_percent(self):
ret_list = detect_breakout(self.data, min_size=24, method='multi', percent=0.1, degree=1)
self.assertEqual([26, 51, 106], ret_list)
def test_edm_multi(self):
ret_list = detect_breakout(self.data, min_size=24, method='multi', beta=0.001, degree=1)
self.assertEqual([47, 87], ret_list)
