def __init__(self): self.m1_rate = EWMA.one_minute_EWMA() self.m5_rate = EWMA.five_minute_EWMA() self.m15_rate = EWMA.fifteen_minute_EWMA() self.count = 0 self.start_time = time.time() self.last_tick = self.start_time
def test_five_minute_EWMA(): expected_rates = [ 0.6, 0.49123845, 0.40219203, 0.32928698, 0.26959738, 0.22072766, 0.18071653, 0.14795818, 0.12113791, 0.09917933, 0.08120117, 0.06648190, 0.05443077, 0.04456415, 0.03648604, 0.02987224 ] ewma = EWMA.five_minute_EWMA() assert_ewma(ewma, expected_rates)
def test_five_minute_EWMA(): expected_rates = [ 0.6, 0.49123845, 0.40219203, 0.32928698, 0.26959738, 0.22072766, 0.18071653, 0.14795818, 0.12113791, 0.09917933, 0.08120117, 0.06648190, 0.05443077, 0.04456415, 0.03648604, 0.02987224, ] ewma = EWMA.five_minute_EWMA() assert_ewma(ewma, expected_rates)