コード例 #1
0
    def __init__(self, sliding_window_length, dir=None):
        self.cache = None
        self.sliding_window_length = sliding_window_length
        self.__current_date = self.sliding_window_length
        self.dir = os.getcwd() + dir

        cycles = '111222000334440001122200111222000334440001122200111222000334440001122200' * 31
        dates = Fixture1.populate_observations(cycles, date(2011, 1, 1))

        self.time_constrained_tickers = []
        self._populate_probabilities()
        self.fund_price_matrix = None
        self.benchmark_marketweight_matrix = None
        self._create_tickers()
        self.dates = self._get_dates()
コード例 #2
0
 def test_last_cycle_start8(self):
     dates = Fixture1.populate_observations('0344400011122200033',
                                            date(2016, 1, 1))
     self.predictor.get_cycle_obs(date(2016, 1, 1))
     last_start = self.predictor.get_last_cycle_start()
     self.assertTrue(dates[1] == last_start)