def testNormalizeDataBasic(self):
"""Test the normalize data function with basic inputs"""
data = np.random.rand(3, 100)
ndata = normalizeData(data)
assert np.shape(ndata) == (3, 99), "Normalize Data gave incorrect shape"
for nd, d in izip(ndata, data):
assert close_enough(nd, rateOfReturn(d)), "Normalize Data did not use Rate of Return function correctly"
def testNormalizeDataWithSelectedDivisor(self):
"""Test the normalize data function with a selected RateOfReturn divisor row"""
data = np.random.rand(3, 100)
data[2] += 100
ndata = normalizeData(data, ror_divisor_row=2)
assert np.shape(ndata) == (3, 99), "Normalize Data gave incorrect shape"
for nd, d in izip(ndata, data):
assert close_enough(
nd, rateOfReturn(d, data[2][0:-1])
), "Normalize Data did not use Rate of Return with divisor function correctly"
def testNormalizeDataWithVolume(self):
"""Test the normalize data function with a selected RateOfReturn divisor row"""
data = np.random.rand(3, 100)
data = np.array(data.tolist() + np.random.randint(100, 10000, (1, 100)).tolist())
ndata = normalizeData(data, volume_row=3)
assert np.shape(ndata) == (4, 99), "Normalize Data gave incorrect shape"
for nd, d in izip(ndata[0:3], data[0:3]):
assert close_enough(nd, rateOfReturn(d)), "Normalize Data did not use Rate of Return correctly"
assert close_enough(
ndata[3], normalizeVolume(data[3][1:])
), "Normalize Data did not use Normalize Volume correctly"
