def _get_regime_one_line(self, date, date_1, date_2):
# check parameters
if len(self.parameters) != 1:
raise CoreError('Error in parameter')
# build the cache
if 'line' not in self.cache:
self.cache['line'] = []
# check the cache
if len(self.cache['line']) < 2:
self.cache['line'].insert(0, self.instrument.get_adjusted_close_value(date))
return Regime.FLAT
# get filter input values
current_value = self.instrument.get_adjusted_close_value(date)
last_value = self.instrument.get_adjusted_close_value(date_1)
before_value = self.instrument.get_adjusted_close_value(date_2)
last_filter = self.cache['line'][0]
before_filter = self.cache['line'][1]
# compute filter
if self.indicator_type == IndicatorType.BUTTERWORTH:
current_filter = DigitalFilter.get_butterworth_lpf_value(self.parameters[0], current_value, last_value, before_value, last_filter, before_filter)
elif self.indicator_type == IndicatorType.BESSEL:
current_filter = DigitalFilter.get_bessel_lpf_value(self.parameters[0], current_value, last_value, before_value, last_filter, before_filter)
elif self.indicator_type == IndicatorType.CHEBYSCHEV:
current_filter = DigitalFilter.get_chebyschev_lpf_value(self.parameters[0], current_value, last_value, before_value, last_filter, before_filter)
if self.building_type == BuildingType.ONE_LINE_SLOPE:
slope = current_filter - last_filter
current_regime = RegimeHelper.get_regime(self.building_type, date, line=slope)
elif self.building_type == BuildingType.ONE_LINE_VALUE:
current_regime = RegimeHelper.get_regime(self.building_type, date, line=current_filter,
instrument=self.instrument.get_adjusted_close_value(date))
# update cache
self.cache['line'].pop()
self.cache['line'].insert(0, current_filter)
return current_regime
def testGetChebyschevLpf(self):
time = range(500)
fundamental = 8*arctan(1)/30
noise = 8*arctan(1)/4
input = time[:]
for t in time:
input[t]=cos(fundamental*t) + cos(noise*t)
output = DigitalFilter.get_chebyschev_lpf(input, 20)
self.assertEqual(len(input), len(output), 'good length')
self.assertAlmostEqual(output[499], -1.15550766,msg='good Chebyschev')
def testGetBesselLpf(self):
time = range(500)
fundamental = 8*arctan(1)/30
noise = 8*arctan(1)/4
input = time[:]
for t in time:
input[t]=cos(fundamental*t) + cos(noise*t)
output = DigitalFilter.get_bessel_lpf(input, 20)
self.assertEqual(len(input), len(output), 'good length')
self.assertAlmostEqual(output[499], -0.94269355,msg='good Bessel')