def test_not_implemented_get_value(self):
past_prices = transforms.get_past_prices(
refresh_period=10,
window_length=20,
compute_only_full=True
)
past_prices.get_value()
def test_intialize_get_past_prices(self):
past_prices = transforms.get_past_prices(refresh_period=10,
window_length=20,
compute_only_full=True)
self._check_intialized_transform(past_prices)
eq_(past_prices.compute_transform_value({'price': 5.32}), 5.32)
eq_(past_prices.refresh_period, 10)
eq_(past_prices.window_length, 20)
def test_intialize_get_past_prices(self):
past_prices = transforms.get_past_prices(
refresh_period=10,
window_length=20,
compute_only_full=True
)
self._check_intialized_transform(past_prices)
eq_(past_prices.compute_transform_value({'price': 5.32}), 5.32)
eq_(past_prices.refresh_period, 10)
eq_(past_prices.window_length, 20)
def initialize(self, configuration):
# window gives the number of data points that are extracted
# from historical data
# to estimate the expected returns and covariance matrix.
self.window = configuration.get('window', trading_days_per_year)
self.refresh_rate = configuration.get('refresh', 10)
#TODO Automatically find out
# Apple, Google, GE, Microsoft, Amazon
self.market_cap = [479.51, 377.58, 272.76, 300.86, 180.96]
self.cap_wts = \
np.array(self.market_cap) / sum(np.array(self.market_cap))
self.only_full = configuration.get('only_full', True)
self.price_transform = transforms.get_past_prices(
refresh_period=self.refresh_rate,
window_length=self.window,
compute_only_full=self.only_full)
def initialize(self, configuration):
# window gives the number of data points that are extracted
# from historical data
# to estimate the expected returns and covariance matrix.
self.window = configuration.get('window', trading_days_per_year)
self.refresh_rate = configuration.get('refresh', 10)
#TODO Automatically find out
# Apple, Google, GE, Microsoft, Amazon
self.market_cap = [479.51, 377.58, 272.76, 300.86, 180.96]
self.cap_wts = \
np.array(self.market_cap) / sum(np.array(self.market_cap))
self.only_full = configuration.get('only_full', True)
self.price_transform = transforms.get_past_prices(
refresh_period=self.refresh_rate,
window_length=self.window,
compute_only_full=self.only_full)
def initialize(self, properties):
# Interactive, mobile, hipchat, database and commission middlewares
for middleware in common_middlewares(properties, self.identity):
self.use(middleware)
report_mails = properties.get('reports')
if report_mails:
self.use(mail.Report(report_mails).send_briefing)
self.buy_trigger = properties.get('buy_trigger', 30)
self.sell_trigger = properties.get('sell_trigger', 70)
self.period = properties.get('period', 14)
# RSI Signal
self.rsi = ta.RSI(timeperiod=self.period)
# Quotes loopback for managers
self.prices_transform = transforms.get_past_prices(
#refresh_period=10,
window_length=properties.get('window', 40),
compute_only_full=properties.get('only_full'))
def initialize(self, properties):
# Interactive, mobile, hipchat, database and commission middlewares
for middleware in common_middlewares(properties, self.identity):
self.use(middleware)
report_mails = properties.get('reports')
if report_mails:
self.use(mail.Report(report_mails).send_briefing)
self.buy_trigger = properties.get('buy_trigger', 30)
self.sell_trigger = properties.get('sell_trigger', 70)
self.period = properties.get('period', 14)
# RSI Signal
self.rsi = ta.RSI(timeperiod=self.period)
# Quotes loopback for managers
self.prices_transform = transforms.get_past_prices(
#refresh_period=10,
window_length=properties.get('window', 40),
compute_only_full=properties.get('only_full'))
def initialize(self, config):
self.price_transform = transforms.get_past_prices(
#refresh_period=10,
window_length=config.get('window', 40),
compute_only_full=config.get('only_full', True))
def test_not_implemented_get_value(self):
past_prices = transforms.get_past_prices(refresh_period=10,
window_length=20,
compute_only_full=True)
past_prices.get_value()
