def test_rvi(date, index):
"""Проверка, что первые данные обрезаны."""
df = indexes.rvi(pd.Timestamp("2020-10-16"))
assert isinstance(df, pd.Series)
assert df.index.is_monotonic_increasing and df.name == col.CLOSE
assert df.index[0] >= bootstrap.START_DATE
assert df.index[-1] == pd.Timestamp("2020-10-16")
assert df.loc[date] == pytest.approx(index)
def __init__(self, ticker: str, params: DataParams):
super().__init__(ticker, params)
rvi = indexes.rvi(params.end)
price = params.price(ticker)
rvi = rvi.reindex(
price.index,
method="ffill",
axis=0,
)
self.rvi = torch.tensor(rvi.values, dtype=torch.float, device=DEVICE)
self.history_days = params.history_days
def test_index():
"""Совпадение данных произвольного индекса и специальной функции."""
pd.testing.assert_series_equal(
indexes.index("RVI", pd.Timestamp("2021-09-02")),
indexes.rvi(pd.Timestamp("2021-09-02")),
)