def testRMultiplyOperator(self): ma20 = MovingAverage(20, 'close') average = Average('open') mulRes = 5.0 * MovingAverage(20, 'close') concated = 5.0 * (MovingAverage(20, 'close') ^ Average('open')) for i, (open, close) in enumerate(zip(self.sampleOpen, self.sampleClose)): data = {'close': close, 'open': open} average.push(data) ma20.push(data) mulRes.push(data) concated.push(data) expected = 5.0 * ma20.result() calculated = mulRes.result() self.assertAlmostEqual(calculated, expected, 12, "at index {0:d}\n" "expected: {1:f}\n" "calculated: {2:f}".format(i, expected, calculated)) expected = (5.0 * ma20.result(), 5.0 * average.result()) calculated = concated.result() self.assertAlmostEqual(calculated[0], expected[0], 12, "at index {0:d}\n" "expected: {1:f}\n" "calculated: {2:f}".format(i, expected[0], calculated[0])) self.assertAlmostEqual(calculated[1], expected[1], 12, "at index {0:d}\n" "expected: {1:f}\n" "calculated: {2:f}".format(i, expected[1], calculated[1]))
def testAverage(self): average = Average(dependency='close') for i, value in enumerate(self.samplesClose): average.push(dict(close=value)) expected = np.mean(self.samplesClose[:i + 1]) calculated = average.result() self.assertAlmostEqual( expected, calculated, 10, "at index {0:d}\n" "expected average: {1:f}\n" "calculated average: {2:f}".format(i, expected, calculated))
def testAverage(self): average = Average(dependency='close') for i, value in enumerate(self.samplesClose): average.push(dict(close=value)) expected = np.mean(self.samplesClose[:i + 1]) calculated = average.result() self.assertAlmostEqual(expected, calculated, 10, "at index {0:d}\n" "expected average: {1:f}\n" "calculated average: {2:f}".format(i, expected, calculated))
def testCompoundedOperator(self): ma5 = MovingAverage(5, 'x') maxer = Max('close') max5ma = Max('close') >> MovingAverage(5) max5ma2 = MovingAverage(5, Max('close')) average = Average('close') sumM = Sum('close') mvTest = Correlation(dependency=('x', 'y')) mvCorr = (Average('close') ^ Sum('close')) >> Correlation(dependency=('x', 'y')) for i, close in enumerate(self.sampleClose): data = {'close': close, 'open': open} maxer.push(data) data2 = {'x': maxer.result()} ma5.push(data2) max5ma.push(data) max5ma2.push(data) average.push(data) sumM.push(data) data3 = {'x': average.result(), 'y': sumM.result()} mvTest.push(data3) mvCorr.push(data) expected = ma5.result() calculated = max5ma.result() self.assertAlmostEqual(calculated, expected, 12, "at index {0:d}\n" "expected: {1:f}\n" "calculated: {2:f}".format(i, expected, calculated)) calculated = max5ma2.result() self.assertAlmostEqual(calculated, expected, 12, "at index {0:d}\n" "expected: {1:f}\n" "calculated: {2:f}".format(i, expected, calculated)) if i >= 1: expected = mvTest.result() calculated = mvCorr.result() self.assertAlmostEqual(calculated, expected, 12, "at index {0:d}\n" "expected: {1:f}\n" "calculated: {2:f}".format(i, expected, calculated)) with self.assertRaises(ValueError): _ = Max('close') >> math.sqrt with self.assertRaises(ValueError): _ = (Max('close') ^ Minimum('close')) >> MovingCorrelation(20, dependency=('x', 'y', 'z')) (Max('close') ^ Minimum('close')) >> MovingCorrelation(20, dependency=('x', 'y'))
def testRMultiplyOperator(self): ma20 = MovingAverage(20, 'close') average = Average('open') mulRes = 5.0 * MovingAverage(20, 'close') for i, (open, close) in enumerate(zip(self.sampleOpen, self.sampleClose)): data = {'close': close, 'open': open} average.push(data) ma20.push(data) mulRes.push(data) expected = 5.0 * ma20.result() calculated = mulRes.result() self.assertAlmostEqual(calculated, expected, 12, "at index {0:d}\n" "expected: {1:f}\n" "calculated: {2:f}".format(i, expected, calculated))
def testCompoundedOperator(self): ma5 = MovingAverage(5, 'x') maxer = Max('close') max5ma = Max('close') >> MovingAverage(5) max5ma2 = MovingAverage(5, Max('close')) average = Average('close') sumM = Sum('close') mvTest = Correlation(dependency=('x', 'y')) mvCorr = (Average('close') ^ Sum('close')) >> Correlation(dependency=('x', 'y')) for i, close in enumerate(self.sampleClose): data = {'close': close, 'open': 1.} maxer.push(data) data2 = {'x': maxer.result()} ma5.push(data2) max5ma.push(data) max5ma2.push(data) average.push(data) sumM.push(data) data3 = {'x': average.result(), 'y': sumM.result()} mvTest.push(data3) mvCorr.push(data) expected = ma5.result() calculated = max5ma.result() self.assertAlmostEqual( calculated, expected, 12, "at index {0:d}\n" "expected: {1:f}\n" "calculated: {2:f}".format(i, expected, calculated)) calculated = max5ma2.result() self.assertAlmostEqual( calculated, expected, 12, "at index {0:d}\n" "expected: {1:f}\n" "calculated: {2:f}".format(i, expected, calculated)) if i >= 1: expected = mvTest.result() calculated = mvCorr.result() self.assertAlmostEqual( calculated, expected, 12, "at index {0:d}\n" "expected: {1:f}\n" "calculated: {2:f}".format(i, expected, calculated)) with self.assertRaises(ValueError): _ = Max('close') >> math.sqrt with self.assertRaises(ValueError): _ = (Max('close') ^ Min('close')) >> MovingCorrelation( 20, dependency=('x', 'y', 'z')) (Max('close') ^ Min('close')) >> MovingCorrelation( 20, dependency=('x', 'y'))
def testMultiplyOperator(self): mv5 = MovingVariance(5, 'close') average = Average('open') mulRes = MovingVariance(5, 'close') * Average('open') for i, (open, close) in enumerate(zip(self.sampleOpen, self.sampleClose)): data = {'close': close, 'open': open} mv5.push(data) average.push(data) mulRes.push(data) if i >= 1: expected = mv5.result() * average.result() calculated = mulRes.result() self.assertAlmostEqual(calculated, expected, 12, "at index {0:d}\n" "expected: {1:f}\n" "calculated: {2:f}".format(i, expected, calculated))
def testMultiplyOperator(self): mv5 = MovingVariance(5, 'close') average = Average('open') mulRes = MovingVariance(5, 'close') * Average('open') concated = (Average('open') ^ mv5) * Average('open') concated2 = Average('open') * (Average('open') ^ mv5) for i, (open, close) in enumerate(zip(self.sampleOpen, self.sampleClose)): data = {'close': close, 'open': open} mv5.push(data) average.push(data) mulRes.push(data) concated.push(data) concated2.push(data) if i >= 1: expected = mv5.result() * average.result() calculated = mulRes.result() self.assertAlmostEqual(calculated, expected, 12, "at index {0:d}\n" "expected: {1:f}\n" "calculated: {2:f}".format(i, expected, calculated)) expected = (average.result() * average.result(), mv5.result() * average.result()) calculated = concated.result() self.assertAlmostEqual(calculated[0], expected[0], 12, "at index {0:d}\n" "expected: {1:f}\n" "calculated: {2:f}".format(i, expected[0], calculated[0])) self.assertAlmostEqual(calculated[1], expected[1], 12, "at index {0:d}\n" "expected: {1:f}\n" "calculated: {2:f}".format(i, expected[1], calculated[1])) calculated = concated2.result() self.assertAlmostEqual(calculated[0], expected[0], 12, "at index {0:d}\n" "expected: {1:f}\n" "calculated: {2:f}".format(i, expected[0], calculated[0])) self.assertAlmostEqual(calculated[1], expected[1], 12, "at index {0:d}\n" "expected: {1:f}\n" "calculated: {2:f}".format(i, expected[1], calculated[1]))