def testDependencyCalculation(self):
h1 = {'aapl': 'close', 'ibm': 'close'}
h2 = {'goog': 'open'}
h3 = {'aapl': 'pe', 'ibm': 'pe', 'goog': 'pe'}
h4 = {'qqq': Factors.PE}
expected = {'close': ['aapl', 'ibm'],
'pe': ['goog', 'aapl', 'ibm', 'qqq'],
'open': ['goog']}
calculated = dict(dependencyCalculator(h1, h2, h3, h4))
for name in expected:
self.assertEqual(set(expected[name]), set(calculated[name]))
def testDependencyCalculation(self):
h1 = {'aapl': 'close', 'ibm': 'close'}
h2 = {'goog': 'open'}
h3 = {'aapl': 'pe', 'ibm': 'pe', 'goog': 'pe'}
h4 = {'qqq': Factors.PE}
expected = {'close': ['aapl', 'ibm'],
'pe': ['goog', 'aapl', 'ibm', 'qqq'],
'open': ['goog']}
calculated = dict(dependencyCalculator(h1, h2, h3, h4))
for name in expected:
self.assertEqual(set(expected[name]), set(calculated[name]))
def testDependencyCalculation(self):
h1 = SecurityMovingMax(5, 'close', ['AAPL', 'IBM'])
h2 = SecurityMovingAverage(6, 'open', ['GOOG'])
h3 = SecurityMovingAverage(4, h1)
h4 = SecurityMovingAverage(3, 'pe', ['AAPL', 'IBM', 'GOOG'])
h5 = SecurityMovingAverage(3, Factors.PE, ['QQQ'])
expected = {'close': ['aapl', 'ibm'],
'pe': ['goog', 'aapl', 'ibm', 'qqq'],
'open': ['goog']}
calculated = dict(dependencyCalculator(h1, h2, h3, h4, h5))
for name in expected:
self.assertEqual(set(expected[name]), set(calculated[name]))
