def test_match_all(self):
data, dates = read_tdx('testdata/testdata_1.txt')
self.assertEqual(9, len(data))
self.assertEqual(9, len(dates))
self.assertEqual([20.00, 40.00, 10.00, 30.00, 1214862, 14319652.00],
data[0, :].tolist())
self.assertEqual([30.00, 50.00, 20.00, 40.00, 2047844, 24367328.00],
data[1, :].tolist())
self.assertEqual([40.00, 60.00, 30.00, 50.00, 2724569, 32872520.00],
data[2, :].tolist())
self.assertEqual([20.00, 40.00, 10.00, 30.00, 1214862, 14319652.00],
data[3, :].tolist())
self.assertEqual([30.00, 50.00, 20.00, 40.00, 2047844, 24367328.00],
data[4, :].tolist())
self.assertEqual([40.00, 60.00, 30.00, 50.00, 2724569, 32872520.00],
data[5, :].tolist())
self.assertEqual([20.00, 40.00, 10.00, 30.00, 1214862, 14319652.00],
data[6, :].tolist())
self.assertEqual([30.00, 50.00, 20.00, 40.00, 2047844, 24367328.00],
data[7, :].tolist())
self.assertEqual([40.00, 60.00, 30.00, 50.00, 2724569, 32872520.00],
data[8, :].tolist())
target = data[0:3, :]
# cands = data[3:,:]
cands = data[3:7, :]
scores = match_all(target, cands)
self.assertEqual(2, len(scores))
self.assertEqual([0, 21], scores)
def test_match_one(self):
data, dates = read_tdx('testdata/testdata_1.txt')
self.assertEqual(9, len(data))
self.assertEqual(9, len(dates))
self.assertEqual([20.00, 40.00, 10.00, 30.00, 1214862, 14319652.00],
data[0, :].tolist())
self.assertEqual([30.00, 50.00, 20.00, 40.00, 2047844, 24367328.00],
data[1, :].tolist())
self.assertEqual([40.00, 60.00, 30.00, 50.00, 2724569, 32872520.00],
data[2, :].tolist())
self.assertEqual([20.00, 40.00, 10.00, 30.00, 1214862, 14319652.00],
data[3, :].tolist())
self.assertEqual([30.00, 50.00, 20.00, 40.00, 2047844, 24367328.00],
data[4, :].tolist())
self.assertEqual([40.00, 60.00, 30.00, 50.00, 2724569, 32872520.00],
data[5, :].tolist())
target = data[0:3, :]
cand = data[3:6, :]
score = match_one(target, cand)
self.assertEqual(0, score)
score = match_one(target, cand, body_only=True)
self.assertEqual(0, score)
cand = data[1:4, :]
score = match_one(target, cand)
self.assertEqual(160, score)
score = match_one(target, cand, body_only=True)
self.assertEqual(80, score)
def test_read_tdx(self):
data, dates = read_tdx('testdata/testdata_1.txt')
self.assertEqual(9, len(data))
self.assertEqual(9, len(dates))
expected_dates = [
'2010/10/08', '2010/10/11', '2010/10/12', '2010/10/13',
'2010/10/14', '2010/10/15', '2010/10/16', '2010/10/17',
'2010/10/18'
]
self.assertEqual(expected_dates, dates)
self.assertEqual([20.00, 40.00, 10.00, 30.00, 1214862, 14319652.00],
data[0, :].tolist())
self.assertEqual([30.00, 50.00, 20.00, 40.00, 2047844, 24367328.00],
data[1, :].tolist())
self.assertEqual([40.00, 60.00, 30.00, 50.00, 2724569, 32872520.00],
data[2, :].tolist())
self.assertEqual([20.00, 40.00, 10.00, 30.00, 1214862, 14319652.00],
data[3, :].tolist())
self.assertEqual([30.00, 50.00, 20.00, 40.00, 2047844, 24367328.00],
data[4, :].tolist())
self.assertEqual([40.00, 60.00, 30.00, 50.00, 2724569, 32872520.00],
data[5, :].tolist())
self.assertEqual([20.00, 40.00, 10.00, 30.00, 1214862, 14319652.00],
data[6, :].tolist())
self.assertEqual([30.00, 50.00, 20.00, 40.00, 2047844, 24367328.00],
data[7, :].tolist())
self.assertEqual([40.00, 60.00, 30.00, 50.00, 2724569, 32872520.00],
data[8, :].tolist())
def test_norm_day(self):
data, dates = read_tdx('testdata/testdata_1.txt')
row = data[0,:]
self.assertEqual([20.00,40.00,10.00,30.00,1214862,14319652.00], row.tolist())
row1 = norm_day(row)
# make sure the row is not changed.
self.assertEqual([20.00,40.00,10.00,30.00,1214862,14319652.00], row.tolist())
self.assertEqual([2.00,4.00,1.00,3.00,1214862,14319652.00], row1.tolist())
def test_get_set_rows(self):
data, dates = read_tdx('testdata/testdata_1.txt')
row = data[0,:]
self.assertEqual([20.00,40.00,10.00,30.00,1214862,14319652.00], row.tolist())
self.assertEqual(20.00, get_open(row))
self.assertEqual(30.00, get_close(row))
self.assertEqual(40.00, get_high(row))
self.assertEqual(10.00, get_low(row))
set_open(row, 100)
set_close(row, 200)
set_high(row, 300)
set_low(row, 400)
self.assertEqual(100.00, get_open(row))
self.assertEqual(200.00, get_close(row))
self.assertEqual(300.00, get_high(row))
self.assertEqual(400.00, get_low(row))
def test_norm_days(self):
data, dates = read_tdx('testdata/testdata_1.txt')
self.assertEqual([20.00,40.00,10.00,30.00,1214862,14319652.00], data[0,:].tolist())
self.assertEqual([30.00,50.00,20.00,40.00,2047844,24367328.00], data[1,:].tolist())
self.assertEqual([40.00,60.00,30.00,50.00,2724569,32872520.00], data[2,:].tolist())
days = data[0:3,:]
normed_days = norm_days(days)
# make sure that "days" is not changed.
self.assertEqual([20.00,40.00,10.00,30.00,1214862,14319652.00], days[0,:].tolist())
self.assertEqual([30.00,50.00,20.00,40.00,2047844,24367328.00], days[1,:].tolist())
self.assertEqual([40.00,60.00,30.00,50.00,2724569,32872520.00], days[2,:].tolist())
self.assertEqual([2.00,4.00,1.00,3.00,1214862,14319652.00], normed_days[0,:].tolist())
self.assertEqual([3.00,5.00,2.00,4.00,2047844,24367328.00], normed_days[1,:].tolist())
self.assertEqual([4.00,6.00,3.00,5.00,2724569,32872520.00], normed_days[2,:].tolist())
#!/usr/bin/python3
import numpy as np
from operator import itemgetter
from day import norm_days, norm_day, get_high, get_low, get_open, get_close
from data import read_csv, read_tdx, match_all, read_dir
from draw import draw_box, plot_row, plot_target
import matplotlib.pyplot as plt
from matplotlib.figure import figaspect
if __name__ == "__main__":
data, dates = read_csv('./csv1')
exit()
data, dates = read_tdx('./testdata/testdata_1.txt')
factor = 1
# data, dates = read_tdx('./sample1.txt')
# data, dates = read_tdx('./600030.txt')
# factor = 100
print(len(data))
print(len(dates))
total_days = len(data)
ldays = 5
target = data[total_days - ldays:,:]
data, dates = read_dir('./stock/', -1, read_tdx)
# cands = data[:total_days - ldays,:]