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_one_minute_EWMA(): expected_rates = [ 0.6, 0.22072766, 0.08120117, 0.02987224, 0.01098938, 0.00404277, 0.00148725, 0.00054713, 0.00020128, 0.00007405, 0.00002724, 0.00001002, 0.00000369, 0.00000136, 0.00000050, 0.00000018, ] ewma = EWMA.one_minute_EWMA() assert_ewma(ewma, expected_rates)