def test_case(self):
on_bar_timestep = []
on_symbol_timestep = []
class DemoStrategy(Strategy):
def on_init(self, ctx):
"""初始化数据"""
return
def on_symbol(self, ctx):
on_symbol_timestep.append("%s %s %s %s" %
(ctx.pcontract, ctx.strategy_name,
ctx.datetime, ctx.curbar))
def on_bar(self, ctx):
t = ctx['oneday.TEST-1.Minute']
on_bar_timestep.append(
"%s %s %s %s" %
(t.pcontract, ctx.strategy_name, t.datetime, t.curbar))
t = ctx['TWODAY.TEST-5.Second']
on_bar_timestep.append(
"%s %s %s %s" %
(t.pcontract, ctx.strategy_name, t.datetime, t.curbar))
add_strategies(['TWODAY.TEST-5.Second', 'oneday.TEST-1.Minute'],
[{
'strategy': DemoStrategy('A1'),
'capital': 1000000.0 * 0.5,
}, {
'strategy': DemoStrategy('A2'),
'capital': 1000000.0 * 0.5,
}, {
'strategy': DemoStrategy('B1'),
'capital': 1000000.0 * 0.5,
}, {
'strategy': DemoStrategy('B2'),
'capital': 1000000.0 * 0.5,
}])
# on_symbol
fname = os.path.join(os.getcwd(), 'data', 'diffPeriodOnSymbol.txt')
with open(fname) as f:
lines = [line.rstrip('\n') for line in f]
self.assertTrue(on_symbol_timestep == lines, "on_symbol时间对齐失败")
# on_bar
fname = os.path.join(os.getcwd(), 'data', 'diffPeriodOnBar.txt')
lines = [line.rstrip('\n') for line in open(fname)]
self.assertTrue(on_bar_timestep == lines, "on_bar时间对齐失败")
logger.info('on_symbol, on_bar 时间对齐测试成功！')
def test_case(self):
on_bar_timestep = []
on_symbol_timestep = []
class DemoStrategy(Strategy):
def on_init(self, ctx):
"""初始化数据"""
return
def on_symbol(self, ctx):
on_symbol_timestep.append("%s %s %s %s" % (ctx.pcontract,
ctx.strategy, ctx.datetime, ctx.curbar))
def on_bar(self, ctx):
t = ctx['oneday.TEST-1.Minute']
on_bar_timestep.append("%s %s %s" % (t.pcontract, t.datetime, t.curbar))
t = ctx['TWODAY.TEST-5.Second']
on_bar_timestep.append("%s %s %s" % (t.pcontract, t.datetime, t.curbar))
set_symbols(['TWODAY.TEST-5.Second', 'oneday.TEST-1.Minute'])
add_strategy([DemoStrategy('A1'), DemoStrategy('A2')])
add_strategy([DemoStrategy('B1'), DemoStrategy('B2')])
run()
# on_symbol
fname = os.path.join(os.getcwd(), 'data', 'diffPeriodOnSymbol.txt')
with open(fname) as f:
lines = [line.rstrip('\n') for line in f]
assert(len(lines) > 0)
count = 0
for line in lines:
if line.startswith("*"):
continue
self.assertTrue(on_symbol_timestep[count] == line, "on_symbol时间对齐失败")
count += 1
# on_bar
fname = os.path.join(os.getcwd(), 'data', 'diffPeriodOnBar.txt')
lines = [line.rstrip('\n') for line in open(fname)]
assert(len(lines) > 0)
count = 0
for line in lines:
if line.startswith("*"):
continue
self.assertTrue(on_bar_timestep[count] == line, "on_bar时间对齐失败")
count += 1
logger.info('on_symbol, on_bar 时间对齐测试成功！')
def test_case(self):
class DemoStrategy(Strategy):
def on_init(self, ctx):
"""初始化数据"""
return
def on_bar(self, ctx):
assert(ctx.open == ctx['TWODAY.TEST-5.Second'].open)
assert(ctx.close == ctx['TWODAY.TEST-5.Second'].close)
assert(ctx.high == ctx['TWODAY.TEST-5.Second'].high)
assert(ctx.low == ctx['TWODAY.TEST-5.Second'].low)
set_symbols(['TWODAY.TEST-5.Second', 'TWODAY.TEST-1.Minute'])
add_strategy([DemoStrategy('A1')])
logger.info("默认合约测试成功！")
run()
def test_case(self):
class DemoStrategy(Strategy):
def on_init(self, ctx):
"""初始化数据"""
return
def on_bar(self, ctx):
assert (ctx.open == ctx['TWODAY.TEST-5.Second'].open)
assert (ctx.close == ctx['TWODAY.TEST-5.Second'].close)
assert (ctx.high == ctx['TWODAY.TEST-5.Second'].high)
assert (ctx.low == ctx['TWODAY.TEST-5.Second'].low)
add_strategies(['TWODAY.TEST-5.Second', 'TWODAY.TEST-1.Minute'],
[{
'strategy': DemoStrategy('A1'),
'capital': 1000000.0 * 0.5,
}])
logger.info("默认合约测试成功！")
def test_case(self):
close, open, dt, high, low, volume = [], [], [], [], [], []
open3, dt3 = [], []
operator_test = []
user_vars = {
'numseries': [],
'numseries3': [],
'dtseries': [],
}
class DemoStrategy(Strategy):
def on_init(self, ctx):
"""初始化数据"""
ctx.ma3 = MA(ctx.close, 3)
ctx.numseries = NumberSeries()
ctx.dtseries = DateTimeSeries()
def on_symbol(self, ctx):
# @TODO * /
operator_test.append(ctx.open - 0 == ctx.open[0])
operator_test.append(ctx.close - 0 == ctx.close[0])
operator_test.append(ctx.high + 0 == ctx.high[0])
operator_test.append(ctx.low + 0 == ctx.low[0])
operator_test.append(ctx.volume + 0 == ctx.volume[0])
open.append(ctx.open[0])
close.append(ctx.close[0])
high.append(ctx.high[0])
low.append(ctx.low[0])
volume.append(int(ctx.volume[0]))
dt.append(ctx.datetime[0])
open3.append(ctx.open[3])
dt3.append(ctx.datetime[3])
if ctx.curbar >= 100 and ctx.curbar < 300:
ctx.numseries.update(100)
ctx.dtseries.update(datetime.datetime(1000, 1, 1))
elif ctx.curbar >= 300:
ctx.dtseries.update(datetime.datetime(3000, 1, 1))
ctx.numseries.update(300)
user_vars['numseries3'].append(ctx.numseries[3])
user_vars['numseries'].append(ctx.numseries[0])
user_vars['dtseries'].append(ctx.dtseries[0])
add_strategies(['BB.TEST-1.Minute'], [{
'strategy': DemoStrategy('A1'),
'capital': 1000000.0,
}])
# 序列变量默认值
self.assertTrue(NumberSeries.DEFAULT_VALUE == 0.0, "默认值测试失败")
self.assertTrue(
DateTimeSeries.DEFAULT_VALUE == datetime.datetime(1980, 1, 1),
"默认值测试失败")
self.assertTrue(all(operator_test), "类型转化错误!")
# 系统序列变量测试
target = pd.DataFrame({
'open': open,
'close': close,
'high': high,
'low': low,
'volume': volume
})
target.index = dt
target = target.loc[:, ['open', 'close', 'high', 'low', 'volume']]
fname = os.path.join(os.getcwd(), 'data', '1MINUTE', 'TEST', 'BB.csv')
source = pd.read_csv(fname, parse_dates=True, index_col=0)
self.assertTrue(source.equals(target), "系统时间序列变量正测试出错")
fname = os.path.join(os.getcwd(), 'data', '1MINUTE', 'TEST', 'CC.csv')
source = pd.read_csv(fname, parse_dates=True, index_col=0)
self.assertFalse(source.equals(target), "系统时间序列变量反测试出错")
# ctx.curbar，用户普通变量测试
self.assertTrue(
len(user_vars['numseries']) == len(open) and len(open) > 0,
'系列变量长度不一致')
logger.info('-- 用户普通变量测试成功 --')
logger.info('-- curbar测试成功 --')
# 用户序列变量
numseries = user_vars['numseries']
dtseries = user_vars['dtseries']
dt1980 = datetime.datetime(1980, 1, 1)
dt1000 = datetime.datetime(1000, 1, 1)
dt3000 = datetime.datetime(3000, 1, 1)
for i in range(0, len(numseries)):
# 用户序列变量自动追加测试成功
if i < 99:
self.assertTrue(numseries[i] == NumberSeries.DEFAULT_VALUE,
'用户数字序列变量测试失败!')
self.assertTrue(dtseries[i] == dt1980, '用户时间序列变量测试失败!')
elif i >= 99 and i < 299:
self.assertTrue(numseries[i] == 100, '用户数字序列变量测试失败!')
self.assertTrue(dtseries[i] == dt1000, '用户时间序列变量测试失败!')
elif i >= 299:
self.assertTrue(numseries[i] == 300, '用户数字序列变量测试失败!')
self.assertTrue(dtseries[i] == dt3000, '用户时间序列变量测试失败!')
# 序列变量回溯测试
for i in range(0, len(open)):
if i - 3 >= 0:
self.assertTrue(open3[i] == open[i - 3], "系统序列变量回溯测试失败！")
self.assertTrue(dt3[i] == dt[i - 3], "系统序列变量回溯测试失败！")
self.assertTrue(user_vars['numseries3'][i] == numseries[i - 3],
"用户序列变量回溯测试失败！")
else:
self.assertTrue(open3[i] == NumberSeries.DEFAULT_VALUE,
"系统序列变量回溯测试失败！")
self.assertTrue(
user_vars['numseries3'][i] == NumberSeries.DEFAULT_VALUE,
"用户序列变量回溯测试失败！")
self.assertTrue(dt3[i] == DateTimeSeries.DEFAULT_VALUE,
"系统序列时间变量回溯测试失败！")
logger.info('-- 序列变量测试成功 --')
def test_case(self):
"""
案例：两个策略组合，每个策略组合下分别有两个策略，每个组合运行于两个周期合约中。
测试：on_bar, on_symbol, on_exit 的运行频次，数据和策略遍历的粗粒度测试;
ctx.prontract, ctx.strategy
"""
on_exit = {
'strategy': [],
}
on_bar = {
'strategy': [],
}
on_symbol = {'combination': set(), 'step_num': 0}
class DemoStrategy(Strategy):
def on_init(self, ctx):
"""初始化数据"""
return
def on_symbol(self, ctx):
# six.print_(ctx.strategy, ctx.pcontract)
on_symbol['combination'].add(
(str(ctx.pcontract), ctx.strategy_name))
on_symbol['step_num'] += 1
def on_bar(self, ctx):
on_bar['strategy'].append(ctx.strategy_name)
def on_exit(self, ctx):
on_exit['strategy'].append(ctx.strategy_name)
add_strategies(['BB.TEST-1.Minute', 'AA.TEST-1.Minute'],
[{
'strategy': DemoStrategy('A1'),
'capital': 1000000.0 * 0.5,
}, {
'strategy': DemoStrategy('A2'),
'capital': 1000000.0 * 0.5,
}, {
'strategy': DemoStrategy('B1'),
'capital': 1000000.0 * 0.5,
}, {
'strategy': DemoStrategy('B2'),
'capital': 1000000.0 * 0.5,
}])
fname = os.path.join(os.getcwd(), 'data', '1MINUTE', 'TEST', 'BB.csv')
blen = len(pd.read_csv(fname))
fname = os.path.join(os.getcwd(), 'data', '1MINUTE', 'TEST', 'AA.csv')
alen = len(pd.read_csv(fname))
sample = set([('BB.TEST-1.MINUTE', 'A1'), ('BB.TEST-1.MINUTE', 'A2'),
('AA.TEST-1.MINUTE', 'A1'), ('AA.TEST-1.MINUTE', 'A2'),
('BB.TEST-1.MINUTE', 'B1'), ('BB.TEST-1.MINUTE', 'B2'),
('AA.TEST-1.MINUTE', 'B1'), ('AA.TEST-1.MINUTE', 'B2')])
self.assertTrue(alen > 0 and blen > 0)
# 测试on_symbol
self.assertTrue(on_symbol['combination'] == sample, "on_symbol测试失败!")
self.assertTrue(on_symbol['step_num'] == alen * 4 + blen * 4,
"on_symbol测试失败!")
length = max(blen, alen)
target = ['A1'] * length + ['A2'] * length + ['B1'] * length + [
'B2'
] * length
self.assertTrue(target == on_bar['strategy'], 'on_bar测试失败！')
self.assertTrue(['A1', 'A2', 'B1', 'B2'] == on_exit['strategy'],
'on_exit测试失败！')
logger.info('-- 策略on_xxx主函数测试成功 --')
def test_case(self):
"""
测试：
* 指标变量
1) 指标变量和数值间的运算。 ctx.ma2 - 0
2) 指标变量回溯 ctx.ma2[3]
3) 单值和多值测试
"""
close, open, ma, ma3, tech_operator = [], [], [], [], []
boll = {'upper': [], 'middler': [], 'lower': []}
boll3 = {'upper': [], 'middler': [], 'lower': []}
class DemoStrategy(Strategy):
def on_init(self, ctx):
"""初始化数据"""
ctx.ma = MA(ctx.close, 2)
ctx.boll = BOLL(ctx.close, 2)
def on_symbol(self, ctx):
if ctx.curbar >= 2:
# @todo + * /
tech_operator.append(ctx.ma - 0 == ctx.ma[0])
ma3.append(ctx.ma[3])
ma.append(ctx.ma[0])
close.append(ctx.close[0])
open.append(ctx.open[0])
boll['upper'].append(float(ctx.boll['upper']))
boll['middler'].append(ctx.boll['middler'][0])
boll['lower'].append(ctx.boll['lower'][0])
boll3['upper'].append(ctx.boll['upper'][3])
boll3['middler'].append(ctx.boll['middler'][3])
boll3['lower'].append(ctx.boll['lower'][3])
assert (isinstance(ctx.boll['lower'], NumberSeries))
assert (isinstance(ctx.ma, MA))
add_strategies(['BB.TEST-1.Minute'], [{
'strategy': DemoStrategy('A1'),
'capital': 1000000.0,
}])
# 单值指标运算和回溯测试
source_ma = talib.SMA(np.asarray(close), 2)
self.assertTrue(all(tech_operator), "指标运算错误!")
self.assertFalse(ma[0] == ma[0], "指标NaN值测试失败!")
for source, target in zip(source_ma[1:], ma[1:]):
self.assertTrue(target == source, "单值指标计算测试失败!")
for source, target in zip(ma[1:], ma3[4:]):
self.assertTrue(target == source, "单值指标回溯测试失败!")
for nan in ma3[:4]:
self.assertFalse(nan == nan, "单值指标回溯NaN值测试失败!")
logger.info('-- 单值指标测试成功 --')
# 多值指标运算和回溯测试
upper, middler, lower = talib.BBANDS(np.asarray(close), 2, 2, 2)
ta_boll = {'upper': upper, 'middler': middler, 'lower': lower}
for v in ['upper', 'lower', 'middler']:
self.assertFalse(boll[v][0] == boll[v][0], "多值指标NaN值测试失败!")
for source, target in zip(ta_boll[v][1:], boll[v][1:]):
self.assertTrue(target == source, "多值指标计算测试失败!")
for nan in boll3[v][:4]:
self.assertFalse(nan == nan, "多值指标回溯NaN值测试失败!")
for source, target in zip(boll[v][1:], boll3[v][4:]):
self.assertTrue(target == source, "多值指标回溯测试失败!")
logger.info('-- 多值指标测试成功 --')
logger.info('***** 指标测试成功 *****\n')
def test_case(self):
close, open, dt, high, low, volume = [], [], [], [], [], []
open3, dt3 = [], []
operator_test = []
user_vars = {
'curbar_list': [],
'numseries': [],
'numseries3': [],
'dtseries': [],
}
class DemoStrategy(Strategy):
def on_init(self, ctx):
"""初始化数据"""
ctx.ma3 = MA(ctx.close, 3)
ctx.numseries = NumberSeries()
ctx.dtseries = DateTimeSeries()
ctx.curbar_list = []
def on_symbol(self, ctx):
# @TODO * /
operator_test.append(ctx.open - 0 == ctx.open[0])
operator_test.append(ctx.close - 0 == ctx.close[0])
operator_test.append(ctx.high + 0 == ctx.high[0])
operator_test.append(ctx.low + 0 == ctx.low[0])
operator_test.append(ctx.volume + 0 == ctx.volume[0])
open.append(ctx.open[0])
close.append(ctx.close[0])
high.append(ctx.high[0])
low.append(ctx.low[0])
volume.append(int(ctx.volume[0]))
dt.append(ctx.datetime[0])
open3.append(ctx.open[3])
dt3.append(ctx.datetime[3])
if ctx.curbar >= 100 and ctx.curbar < 300:
ctx.numseries.update(100)
ctx.dtseries.update(datetime.datetime(1000, 1, 1))
elif ctx.curbar >= 300:
ctx.dtseries.update(datetime.datetime(3000, 1, 1))
ctx.numseries.update(300)
ctx.curbar_list.append(ctx.curbar)
user_vars['numseries3'].append(ctx.numseries[3])
user_vars['numseries'].append(ctx.numseries[0])
user_vars['dtseries'].append(ctx.dtseries[0])
user_vars['curbar_list'] = ctx.curbar_list
set_symbols(['BB.TEST-1.Minute'])
add_strategy([DemoStrategy('A1')])
run()
# 序列变量默认值
self.assertTrue(NumberSeries.DEFAULT_VALUE == 0.0, "默认值测试失败")
self.assertTrue(DateTimeSeries.DEFAULT_VALUE == datetime.datetime(1980, 1, 1), "默认值测试失败")
self.assertTrue(all(operator_test), "类型转化错误!")
# 系统序列变量测试
target = pd.DataFrame({
'open': open,
'close': close,
'high': high,
'low': low,
'volume': volume
})
target.index = dt
target = target.loc[:, ['open', 'close', 'high', 'low', 'volume']]
fname = os.path.join(os.getcwd(), 'data', '1MINUTE', 'TEST', 'BB.csv')
source = pd.read_csv(fname, parse_dates=True, index_col=0)
self.assertTrue(source.equals(target), "系统时间序列变量正测试出错")
fname = os.path.join(os.getcwd(), 'data', '1MINUTE', 'TEST', 'CC.csv')
source = pd.read_csv(fname, parse_dates=True, index_col=0)
self.assertFalse(source.equals(target), "系统时间序列变量反测试出错")
# ctx.curbar，用户普通变量测试
for i in range(0, len(user_vars['curbar_list'])):
self.assertTrue(i + 1 == user_vars['curbar_list'][i])
self.assertTrue(len(user_vars['numseries'])==len(open) and len(open)>0, '系列变量长度不一致')
logger.info('-- 用户普通变量测试成功 --')
logger.info('-- curbar测试成功 --')
# 用户序列变量
numseries = user_vars['numseries']
dtseries = user_vars['dtseries']
dt1980 = datetime.datetime(1980, 1, 1)
dt1000 = datetime.datetime(1000, 1, 1)
dt3000 = datetime.datetime(3000, 1, 1)
for i in range(0, len(numseries)):
# 用户序列变量自动追加测试成功
if i < 99:
self.assertTrue(numseries[i] == NumberSeries.DEFAULT_VALUE, '用户数字序列变量测试失败!')
self.assertTrue(dtseries[i] == dt1980, '用户时间序列变量测试失败!')
elif i >= 99 and i < 299:
self.assertTrue(numseries[i] == 100, '用户数字序列变量测试失败!')
self.assertTrue(dtseries[i] == dt1000, '用户时间序列变量测试失败!')
elif i >= 299:
self.assertTrue(numseries[i] == 300, '用户数字序列变量测试失败!')
self.assertTrue(dtseries[i] == dt3000, '用户时间序列变量测试失败!')
# 序列变量回溯测试
for i in range(0, len(open)):
if i - 3 >= 0:
self.assertTrue(open3[i] == open[i - 3], "系统序列变量回溯测试失败！")
self.assertTrue(dt3[i] == dt[i - 3], "系统序列变量回溯测试失败！")
self.assertTrue(user_vars['numseries3'][i] == numseries[i - 3], "用户序列变量回溯测试失败！")
else:
self.assertTrue(open3[i] == NumberSeries.DEFAULT_VALUE, "系统序列变量回溯测试失败！")
self.assertTrue(user_vars['numseries3'][i] == NumberSeries.DEFAULT_VALUE, "用户序列变量回溯测试失败！")
self.assertTrue(dt3[i] == DateTimeSeries.DEFAULT_VALUE, "系统序列时间变量回溯测试失败！")
logger.info('-- 序列变量测试成功 --')
def test_case(self):
"""
案例：两个策略组合，每个策略组合下分别有两个策略，每个组合运行于两个周期合约中。
测试：on_bar, on_symbol, on_exit 的运行频次，数据和策略遍历的粗粒度测试;
ctx.prontract, ctx.strategy
"""
on_exit = {
'strategy': [],
}
on_bar = {
'strategy': [],
}
on_symbol = {
'combination': set(),
'step_num': 0
}
class DemoStrategy(Strategy):
def on_init(self, ctx):
"""初始化数据"""
return
def on_symbol(self, ctx):
# six.print_(ctx.strategy, ctx.pcontract)
on_symbol['combination'].add((str(ctx.pcontract), ctx.strategy))
on_symbol['step_num'] += 1
def on_bar(self, ctx):
on_bar['strategy'].append(ctx.strategy)
def on_exit(self, ctx):
on_exit['strategy'].append(ctx.strategy)
set_symbols(['BB.TEST-1.Minute', 'AA.TEST-1.Minute'])
add_strategy([DemoStrategy('A1'), DemoStrategy('A2')])
add_strategy([DemoStrategy('B1'), DemoStrategy('B2')])
run()
fname = os.path.join(os.getcwd(), 'data', '1MINUTE', 'TEST', 'BB.csv')
blen = len(pd.read_csv(fname))
fname = os.path.join(os.getcwd(), 'data', '1MINUTE', 'TEST', 'AA.csv')
alen = len(pd.read_csv(fname))
sample = set([
('BB.TEST-1.MINUTE', 'A1'),
('BB.TEST-1.MINUTE', 'A2'),
('AA.TEST-1.MINUTE', 'A1'),
('AA.TEST-1.MINUTE', 'A2'),
('BB.TEST-1.MINUTE', 'B1'),
('BB.TEST-1.MINUTE', 'B2'),
('AA.TEST-1.MINUTE', 'B1'),
('AA.TEST-1.MINUTE', 'B2')
])
self.assertTrue(alen > 0 and blen > 0)
# 测试on_symbol
self.assertTrue(on_symbol['combination'] == sample, "on_symbol测试失败!")
self.assertTrue(on_symbol['step_num'] == alen * 4 + blen * 4, "on_symbol测试失败!")
self.assertTrue(['A1', 'A2', 'B1', 'B2'] * max(blen, alen) == on_bar['strategy'],
'on_bar测试失败！')
self.assertTrue(['A1', 'A2', 'B1', 'B2'] == on_exit['strategy'], 'on_exit测试失败！')
logger.info('-- 策略on_xxx主函数测试成功 --')
def test_case(self):
"""
测试：
* 指标变量
1) 指标变量和数值间的运算。 ctx.ma2 - 0
2) 指标变量回溯 ctx.ma2[3]
3) 单值和多值测试
"""
close, open, ma, ma3, tech_operator = [], [], [], [], []
boll = {
'upper': [],
'middler': [],
'lower': []
}
boll3 = {
'upper': [],
'middler': [],
'lower': []
}
class DemoStrategy(Strategy):
def on_init(self, ctx):
"""初始化数据"""
ctx.ma = MA(ctx.close, 2)
ctx.boll = BOLL(ctx.close, 2)
def on_symbol(self, ctx):
if ctx.curbar>=2:
# @todo + * /
tech_operator.append(ctx.ma - 0 == ctx.ma[0])
ma3.append(ctx.ma[3])
ma.append(ctx.ma[0])
close.append(ctx.close[0])
open.append(ctx.open[0])
boll['upper'].append(float(ctx.boll['upper']))
boll['middler'].append(ctx.boll['middler'][0])
boll['lower'].append(ctx.boll['lower'][0])
boll3['upper'].append(ctx.boll['upper'][3])
boll3['middler'].append(ctx.boll['middler'][3])
boll3['lower'].append(ctx.boll['lower'][3])
assert(isinstance(ctx.boll['lower'], NumberSeries))
assert(isinstance(ctx.ma, MA))
set_symbols(['BB.TEST-1.Minute'])
add_strategy([DemoStrategy('A1')])
run()
# 单值指标运算和回溯测试
source_ma = talib.SMA(np.asarray(close), 2)
self.assertTrue(all(tech_operator), "指标运算错误!")
self.assertFalse(ma[0] == ma[0], "指标NaN值测试失败!")
for source, target in zip(source_ma[1:], ma[1:]):
self.assertTrue(target == source, "单值指标计算测试失败!")
for source, target in zip(ma[1:], ma3[4:]):
self.assertTrue(target == source, "单值指标回溯测试失败!")
for nan in ma3[:4]:
self.assertFalse(nan == nan, "单值指标回溯NaN值测试失败!")
logger.info('-- 单值指标测试成功 --')
# 多值指标运算和回溯测试
upper, middler, lower = talib.BBANDS(np.asarray(close), 2, 2, 2)
ta_boll = {
'upper': upper,
'middler': middler,
'lower': lower
}
for v in ['upper', 'lower', 'middler']:
self.assertFalse(boll[v][0] == boll[v][0], "多值指标NaN值测试失败!")
for source, target in zip(ta_boll[v][1:], boll[v][1:]):
self.assertTrue(target == source, "多值指标计算测试失败!")
for nan in boll3[v][:4]:
self.assertFalse(nan == nan, "多值指标回溯NaN值测试失败!")
for source, target in zip(boll[v][1:], boll3[v][4:]):
self.assertTrue(target == source, "多值指标回溯测试失败!")
logger.info('-- 多值指标测试成功 --')
logger.info('***** 指标测试成功 *****\n')