def test_readme_example_four(): """Get price prediction and positions from an external signal transformer""" adapted_aroon = ta_adaptor(AroonIndicator, "aroon_down", window=1) pipeline = make_pipeline( scikit_signal_factory(adapted_aroon), PricePredictionFromSignalRegression(), PositionsFromPricePrediction() ) pipeline.fit_transform(simulated_market_data_4_years_gen())
def test_pipeline_signal_to_position(): """Checks we can use a signal in conjunction with a rule to calculate a position.""" signal_to_positions = make_pipeline( scikit_signal_factory(normalised_close,), PricePredictionFromSignalRegression(), PositionsFromPricePrediction() ) df = signal_to_positions.fit_transform(simulated_market_data_4_years_gen()) assert isinstance(df, pd.DataFrame)
def test_readme_example_three(): """Get price prediction and positions from a signal transformer""" pipeline = make_pipeline( scikit_signal_factory(normalised_close), PricePredictionFromSignalRegression(), PositionsFromPricePrediction() ) pipeline.fit_transform(simulated_market_data_4_years_gen())
def test_readme_example_one_external(): """Example of signal generation from time series via simple function""" adapted_aroon = ta_adaptor(AroonIndicator, "aroon_down", window=1) signal_transformer = scikit_signal_factory(adapted_aroon) signal_transformer.fit_transform(simulated_market_data_4_years_gen())
def test_readme_example_one(): """Example of signal generation from time series via simple function""" signal_transformer = scikit_signal_factory(normalised_close) signal_transformer.fit_transform(simulated_market_data_4_years_gen())