def test_span_interval():
assert Duration('1h').span_interval(Interval.open(3600, 2 * 3600),
start_open=False) == span(
3600, 2 * 3600, start_open=False)
assert Duration('1h').span_interval(Interval.open(3600, 2 * 3600),
start_open=True) == span(
3600, 2 * 3600, start_open=True)
assert Duration('1h').span_interval(Interval.closed(3600, 2 * 3600),
start_open=False) == span(
3600, 3 * 3600, start_open=False)
assert Duration('1h').span_interval(Interval.closed(3600, 2 * 3600),
start_open=True) == span(
0, 2 * 3600, start_open=True)
def test_max():
f = Curve.max([Points([(0, -1), (1, 0), (2, 1)]), 0])
assert f.domain == Interval.closed(0, 2)
assert f.y(-1) is None
assert f.y(0) == 0
assert f.y(1) == 0
assert f.y(2) == 1
assert f.y(3) is None
f = Curve.max([0, Points([(0, -1), (1, 0), (2, 1)])])
assert f.domain == Interval.closed(0, 2)
assert f.y(-1) is None
assert f.y(0) == 0
assert f.y(1) == 0
assert f.y(2) == 1
assert f.y(3) is None
def append_list(self, points):
"""
`points` are assumed to be strictly ordered in ascending order w.r.t. to `x`.
"""
points_len = len(self._points)
if points_len == 0:
return self.set(points)
new_points_len = len(points)
if new_points_len == 0:
return
if points[0][0] <= self._points[-1][0]:
raise Exception(
'Attempting to append points in non-ascending order')
if self.domain.is_empty:
domain = Interval.closed(points[0][0], points[-1][0])
else:
domain = Interval(self.domain.end,
points[-1][0],
start_open=True,
end_open=False)
self.begin_update(domain)
self._is_equally_spaced = self._points_equally_spaced(
self._points, points)
if self._force_equally_spaced and not self._is_equally_spaced:
raise Exception(
'Attempting to append points at non-regular intervals: {}{} + {}{}'
.format('...' if len(self._points) > 2 else '',
self._points[len(self._points) - 2:], points[:2],
'...' if len(points) > 2 else ''))
self._points += points
self._did_change_points()
self.end_update(domain)
def test_iterate_uniform():
spans = list(
Duration('1h').iterate(Interval.closed(2 * 3600, 4 * 3600),
start_open=False))
assert len(spans) == 3
assert spans[0] == span(2 * 3600, 3 * 3600, start_open=False)
assert spans[1] == span(3 * 3600, 4 * 3600, start_open=False)
assert spans[2] == span(4 * 3600, 5 * 3600, start_open=False)
spans = list(
Duration('1h').iterate(Interval.closed(2 * 3600, 4 * 3600),
backward=True,
start_open=False))
assert len(spans) == 3
assert spans[0] == span(4 * 3600, 5 * 3600, start_open=False)
assert spans[1] == span(3 * 3600, 4 * 3600, start_open=False)
assert spans[2] == span(2 * 3600, 3 * 3600, start_open=False)
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_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 update_interval(self):
len_trend_points = len(self.trend_points)
if self._line is None:
if len_trend_points == 1:
self.search_interval = Interval.point(self.trend_points[0][0])
else:
self.search_interval = Interval.empty()
return
p0, p1 = self._line
if p0[0] == p1[0]:
# vertical line
self.search_interval = Interval.point(p0[0])
return
if self.search_length_rel <= 0:
self.search_interval = Interval.closed(p0[0], p1[0])
return
x_min = p0[0]
x_max = p1[0]
intersection = self.intersections[0] if len(
self.intersections) != 0 else None
if intersection is not None and intersection[0] <= x_min:
intersection = None
if intersection is None or len_trend_points >= self.min_points:
# search ahead
x_length = (x_max - x_min) * self.search_length_rel
else:
# not enought points to go through intersection
x_length = intersection[0] - x_min
# if intersection is None:
# # search ahead
# x_length = (x_max - x_min) * self.search_length_rel
# elif len_trend_points >= self.min_points:
# # search ahead of intersection
# x_length = (intersection[0] - x_min) * self.search_length_int_rel
# else:
# # not enought points to go through intersection
# x_length = intersection[0] - x_min
x_max = x_min + x_length
self.search_interval = Interval.closed_open(x_min, x_max)
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_interval_indexes():
points = Points([(0, 0), (1, 1), (2, 2), (3, 3)])
i0, i1 = points._domain_indexes(Interval.closed(-2, -1))
assert i0 == i1
i0, i1 = points._domain_indexes(Interval.closed(-2, 0))
assert i0 == 0
assert i1 == 1
i0, i1 = points._domain_indexes(Interval.open(-2, 0))
assert i0 == i1
i0, i1 = points._domain_indexes(Interval.closed(0, 0))
assert i0 == 0
assert i1 == 1
i0, i1 = points._domain_indexes(Interval.open(0, 1))
assert i0 == i1
i0, i1 = points._domain_indexes(Interval.closed(0, 1))
assert i0 == 0
assert i1 == 2
i0, i1 = points._domain_indexes(Interval.closed(2, 3))
assert i0 == 2
assert i1 == 4
i0, i1 = points._domain_indexes(Interval.open(2, 3))
assert i0 == 3
assert i1 == 3
i0, i1 = points._domain_indexes(Interval.closed(3, 3))
assert i0 == 3
assert i1 == 4
i0, i1 = points._domain_indexes(Interval.open(3, 3))
assert i0 == i1
i0, i1 = points._domain_indexes(Interval.closed(3, 4))
assert i0 == 3
assert i1 == 4
i0, i1 = points._domain_indexes(Interval.open(3, 4))
assert i0 == i1
def set(self, points, update_domain=None):
"""
`points` are assumed to be strictly ordered in ascending order w.r.t. to `x`.
"""
if update_domain is None:
points_len = len(points)
if points_len == 0:
update_domain = self.domain
else:
update_domain = Interval.union([
self.domain,
Interval.closed(points[0][0], points[-1][0])
])
self.begin_update(update_domain)
self._is_equally_spaced = self._points_equally_spaced([], points)
if self._force_equally_spaced and not self._is_equally_spaced:
raise Exception(
'Attempting to set points at non-regular intervals')
self._points = list(points)
self._did_change_points()
self.end_update(update_domain)
def get_domain(self):
d = self.curve.domain
if d.is_empty:
return Interval.empty()
if self.period is not None:
x = self.curve.x_previous(d.start + self.period,
min_step=self.min_step)
if x is None:
p = self.period
else:
p = x - d.start
elif self.degree is not None:
x = d.start
for _ in range(self.degree - 1):
x = self.curve.x_next(x, min_step=self.min_step)
if x is None:
return Interval.empty()
p = x - d.start
else:
raise Exception('Bad SMA configuration')
d_start = d.start + p
if math.isnan(d_start) or d_start > d.end:
return Interval.empty()
return Interval.closed(d_start, d.end)
def price_domain(self):
if self._price_domain is None:
self._price_domain = Interval.closed(self.low, self.high)
return self._price_domain
def test_intersects():
assert Interval.closed(1, 3).intersects(Interval.closed(2, 3))
assert Interval.closed(1, 3).intersects((2, 3))
assert Interval.closed(1, 3).intersects((1, 3))
assert Interval.closed(1, 3).intersects(Interval.open(1, 3))
assert Interval.closed(1, 3).intersects(Interval.closed(3, 4))
assert not Interval.closed(1, 3).intersects(Interval.open(3, 4))
assert not Interval.open(1, 3).intersects(Interval.closed(3, 4))
assert Interval.point(3).intersects(Interval.closed(3, 4))
assert Interval.point(3).intersects(Interval.closed(1, 3))
assert not Interval.point(3).intersects(Interval.open(3, 4))
assert not Interval.point(3).intersects(Interval.open(1, 3))
assert Interval.closed(1, 3).intersects(Interval.closed(0, 1))
assert not Interval.closed(1, 3).intersects(Interval.open(0, 1))
assert not Interval.open(1, 3).intersects(Interval.closed(0, 1))
assert not Interval.closed(1, 3).intersects(Interval.closed(4, 5))
assert not Interval.closed(1, 3).intersects(Interval.closed(-2, 0))
assert not Interval.closed(1, 3).intersects(Interval.empty())
assert Interval.closed(1, 3).intersects(Interval.infinite())
assert not Interval.point(1).intersects(Interval.open_closed(1, 2))
def test_reset_closed_interval():
points = [(0, 1), (1, 5), (2, 3), (3, 4)]
pf = Points(points, uniform=False)
assert pf(1) == 5
pf.reset(domain=Interval.closed(1, 2))
assert pf(1) == 2
