def test_append_to_empty():
f = Quotes(1)
ps = f.close
f.append_list(
Quote.mock_ohlcv_points([(1, 2.2, 0.9, 2), (2, 3.1, 1.9, 3),
(3, 5.1, 2.9, 5)],
t_start=10,
t_step=1))
assert ps.sample_points() == [(10, 2), (11, 3), (12, 5)]
def test_map():
original_ohlc = [(1, 2.2, 0.9, 2), (2, 3.1, 1.9, 3), (3, 5.1, 2.9, 5)]
f = Quotes(1,
quote_points=Quote.mock_ohlcv_points(original_ohlc,
t_start=10,
t_step=1)).map(
lambda q: q[CLOSE],
skip_none=True)
assert f.domain.start == 10
assert f.domain.end == 12
assert f.x_next(9) == 10
assert f.x_next(10) == 11
assert f.x_next(10.5) == 11
assert f.x_next(11) == 12
assert f.x_next(12) is None
assert f.x_previous(10) is None
assert f.x_previous(10.5) == 10
assert f.x_previous(12.5) == 12
assert f.x_previous(13) == 12
assert f(9) is None
assert f(10) == 2
assert f(10.5) == 2
assert f(11) == 3
assert f(11.5) == 3
assert f(12) == 5
def test_sample():
original_quotes_points = Quote.mock_ohlcv_points([(1, 2.2, 0.9, 2),
(2, 3.1, 1.9, 3),
(3, 5.1, 2.9, 5)],
t_start=10,
t_step=1)
original_quotes = [p[1] for p in original_quotes_points]
f = Quotes(1, quote_points=original_quotes_points)
quotes = f.sample()
assert quotes == original_quotes
quotes = f.sample(domain=Interval.open(11, 12))
assert quotes == original_quotes[1:2]
def test_longer_data():
start = math.floor(time() / 86400) * 86400.0
step = 86400.0
repeats = 100
original_ohlc = [(1, 2.2, 0.9, 2), (2, 3.1, 1.9, 3),
(3, 5.1, 2.9, 5)] * repeats
f = Quotes(step,
quote_points=Quote.mock_ohlcv_points(original_ohlc,
t_start=start,
t_step=step))
x = start
for i in range(1, len(original_ohlc) - 1):
x1 = f.x_next(x)
assert x1 > x
assert x1 == start + i * step
x = x1
def test_multiple_nested_quotes_update():
duration = 1
quotes = Quotes(duration)
jaw = quotes.close
teeth = quotes.close
ave = (jaw * 13 + teeth * 8) / 21
mock_quotes = Quote.mock_ohlcv_points(list(np.arange(1, 25)), t_step=1)
for q in mock_quotes:
quotes.append(q)
assert jaw.is_updating is False
assert teeth.is_updating is False
assert ave.is_updating is False
_ = ave.domain
assert ave.domain == Interval.closed(0, 23)
assert ave(0) == 1
def test_offset_close_update_from_empty():
quotes = Quotes(1)
ps = quotes.close.offset(10)
assert ps.domain.is_empty
mock_quotes = Quote.mock_ohlcv_points([(1, 2.2, 0.9, 2), (2, 3.1, 1.9, 3)],
t_step=1)
for q in mock_quotes:
quotes.append(q)
_ = ps.domain
assert ps.domain == Interval.closed(10, 11)
assert ps(9) is None
assert ps(10) == 2
assert ps(11) == 3
assert ps(12) is None
def test_close_points_during_update():
f = Quotes(1)
points = f.close
callback_count = 0
assert np.array_equal(points.sample_points(), [])
def callback(*args):
nonlocal callback_count
callback_count += 1
assert points.sample_points() == [(10, 2), (11, 3), (12, 5)]
points.add_observer(end=callback)
f.append_list(
Quote.mock_ohlcv_points([(1, 2.2, 0.9, 2), (2, 3.1, 1.9, 3),
(3, 5.1, 2.9, 5)],
t_start=10,
t_step=1))
assert callback_count == 1
def test_offset_close():
ps = Quotes(1,
quote_points=Quote.mock_ohlcv_points(
[(1, 2.2, 0.9, 2),
(2, 3.1, 1.9, 3)], t_step=1)).close.offset(10)
assert ps.domain == Interval.closed(10, 11)
assert ps(9) is None
assert ps(10) == 2
assert ps(11) == 3
assert ps(12) is None
def test_quotes_encoder():
def encoder(q):
return (q['date'], (q['open'], q['high'], q['low'], q['close'],
q['volume']))
points = [{
"date": 1,
"open": 2,
"high": 3,
"low": 4,
"close": 5,
"volume": 6
}]
f = Quotes(1, quote_points=points, encoder=encoder)
p = f.y(1)
assert p[OPEN] == 2
assert p[HIGH] == 3
assert p[LOW] == 4
assert p[CLOSE] == 5
assert p[VOLUME] == 6
def test_extend_close():
ps = Quotes(1,
quote_points=Quote.mock_ohlcv_points(
[(1, 2.2, 0.9, 2),
(2, 3.1, 1.9, 3)], t_step=1)).close.extension('tangent',
start=True,
end=True)
assert ps(-1) == 1
assert ps(0) == 2
assert ps(1) == 3
assert ps(2) == 4
assert ps(3) == 5
def test_volume():
ps = Quotes(1,
quote_points=Quote.mock_ohlcv_points([(1, 2.2, 0.9, 2, 10),
(2, 3.1, 1.9, 3, 20),
(3, 5.1, 2.9, 5, 30)],
t_start=10,
t_step=1)).volume
assert ps.domain.start == 10
assert ps.domain.end == 12
assert ps.x_next(9) == 10
assert ps.x_next(10) == 11
assert ps.x_next(10.5) == 11
assert ps.x_next(11.5) == 12
assert ps.x_next(12) is None
assert ps.sample_points() == [(10, 10), (11, 20), (12, 30)]
assert ps(9.5) is None
assert ps(10.5) == 10
assert ps(11.5) == 20
assert ps(12.5) is None
def test_hl2():
ps = Quotes(1,
quote_points=Quote.mock_ohlcv_points([(1, 2.2, 0.9, 2),
(2, 3.1, 1.9, 3),
(3, 5.1, 2.9, 5)],
t_start=10,
t_step=1)).hl2
assert ps.domain.start == 10
assert ps.domain.end == 12
assert ps.x_next(9) == 10
assert ps.x_next(10) == 11
assert ps.x_next(10.5) == 11
assert ps.x_next(11.5) == 12
assert ps.x_next(12) is None
assert ps.sample_points() == [(10, 1.55), (11, 2.5), (12, 4)]
assert ps(9.5) is None
assert ps(10.5) == 1.55
assert ps(11.5) == 2.5
assert ps(12.5) is None
def test_sample_points():
original_quotes_points = Quote.mock_ohlcv_points([(1, 2.2, 0.9, 2),
(2, 3.1, 1.9, 3),
(3, 5.1, 2.9, 5)],
t_start=0,
t_step=1)
f = Quotes(1, quote_points=original_quotes_points)
ps = f.sample_points()
assert ps == original_quotes_points
ps = f.sample_points(domain=Interval.open_closed(1, 2))
assert ps == original_quotes_points[1:3]
ps = f.sample_points(domain=Interval.closed(1, 2))
assert ps == original_quotes_points[1:3]
ps = f.sample_points(domain=Interval.closed(3, 4))
assert ps == []
ps = f.sample_points(domain=Interval.closed(-1, 0))
assert ps == original_quotes_points[0:1]
def test_missing_quotes():
quotes = Quote.mock_ohlcv_points([(1, 2.2, 0.9, 2), (2, 3.1, 1.9, 3),
(3, 5.1, 2.9, 5)] * 10)
del quotes[8]
with pytest.raises(Exception):
Quotes(86400.0, quote_points=quotes)
