def test_make_child(monkeypatch):
base = data.Data(
dict(
batch_size=40,
history_days=config.HISTORY_DAYS_MIN * 5,
ticker_on=1,
day_of_year_on=1,
day_of_period_on=2,
prices_on=0,
dividends_on=1,
average_turnover_on=1,
turnover_on=1,
rvi_on=-8,
))
parent = data.Data(
dict(
batch_size=30,
history_days=config.HISTORY_DAYS_MIN * 2,
ticker_on=2,
day_of_year_on=6,
day_of_period_on=7,
prices_on=8,
dividends_on=1,
average_turnover_on=4,
turnover_on=6,
rvi_on=-6,
))
child = base.make_child(parent, parent, 1)
assert isinstance(child, data.Data)
assert base.data == child.data
def test_make_child(monkeypatch):
monkeypatch.setattr(chromosome.random, "rand", lambda _:
(0.89, 0.91, 0.89, 0.89, 0.89, 0.91))
parent = data.Data(
dict(
batch_size=40,
history_days=20,
forecast_days=300,
ticker_on=1,
day_of_year_on=1,
average_turnover_on=1,
))
base = data.Data(
dict(
batch_size=30,
history_days=50,
forecast_days=270,
ticker_on=2,
day_of_year_on=6,
average_turnover_on=4,
))
diff1 = data.Data(
dict(
batch_size=20,
history_days=60,
forecast_days=280,
ticker_on=1,
day_of_year_on=1,
average_turnover_on=0,
))
diff2 = data.Data(
dict(
batch_size=10,
history_days=70,
forecast_days=260,
ticker_on=8,
day_of_year_on=0,
average_turnover_on=3,
))
child = parent.make_child(base, diff1, diff2)
assert isinstance(child, data.Data)
assert len(child.data) == 6
assert child.data["batch_size"] == 30 + 0.8 * (20 - 10)
assert child.data["history_days"] == 20
assert child.data["forecast_days"] == 270 + 0.8 * (280 - 260)
assert child.data["ticker_on"] == 2 + 0.8 * (1 - 8)
assert child.data["day_of_year_on"] == 6 + 0.8 * (1 - 0)
assert child.data["average_turnover_on"] == 1
def test_init_all_data():
chromo = data.Data(
dict(
history_days=40,
batch_size=10,
ticker_on=-1,
day_of_year_on=-3,
day_of_period_on=-7,
prices_on=-9,
dividends_on=-2,
average_turnover_on=0,
turnover_on=1,
rvi_on=7,
mcftrr_on=8,
imoex_on=9,
ticker_type_on=5,
))
assert len(chromo.data) == len(chromo._genes)
assert chromo.data["batch_size"] == 10
assert chromo.data["history_days"] == 40
assert chromo.data["ticker_on"] == -1
assert chromo.data["day_of_year_on"] == -3
assert chromo.data["day_of_period_on"] == -7
assert chromo.data["dividends_on"] == -2
assert chromo.data["average_turnover_on"] == 0
assert chromo.data["turnover_on"] == 1
assert chromo.data["rvi_on"] == 7
assert chromo.data["mcftrr_on"] == 8
assert chromo.data["imoex_on"] == 9
assert chromo.data["ticker_type_on"] == 5
def test_setup_phenotype():
chromosome_data = dict(
history_days=40,
batch_size=10,
ticker_on=-1,
day_of_year_on=2,
day_of_period_on=-7,
prices_on=-9,
dividends_on=-2,
average_turnover_on=0,
turnover_on=-1,
)
chromo = data.Data(chromosome_data)
base_phenotype = dict(model="Test_Model")
chromo.change_phenotype(base_phenotype)
phenotype_data = dict(
model="Test_Model",
data=dict(
history_days=40,
batch_size=10,
features=dict(
Ticker=dict(on=False),
DayOfYear=dict(on=True),
DayOfPeriod=dict(on=False),
Prices=dict(on=False),
Dividends=dict(on=False),
AverageTurnover=dict(on=False),
Turnover=dict(on=False),
),
),
)
assert base_phenotype == phenotype_data
def test_init_no_data():
chromo = data.Data({})
assert len(chromo.data) == 6
assert 128.1 < chromo.data["batch_size"] < 128.9
assert 252.1 < chromo.data["history_days"] < 252.9
assert 196.1 < chromo.data["forecast_days"] < 196.9
assert 0.0 < chromo.data["ticker_on"] < 1.0
assert 0.0 < chromo.data["day_of_year_on"] < 1.0
assert 0.0 < chromo.data["average_turnover_on"] < 1.0
def test_init_some_data():
chromo = data.Data(dict(history_days=40))
assert len(chromo.data) == 6
assert 128.1 < chromo.data["batch_size"] < 128.9
assert chromo.data["history_days"] == 40
assert 196.1 < chromo.data["forecast_days"] < 196.9
assert 0.0 < chromo.data["ticker_on"] < 1.0
assert 0.0 < chromo.data["day_of_year_on"] < 1.0
assert 0.0 < chromo.data["average_turnover_on"] < 1.0
def test_init_no_data():
chromo = data.Data({})
assert len(chromo.data) == 9
assert 128.1 < chromo.data["batch_size"] < 128.9
assert 252.1 < chromo.data["history_days"] < 252.9
assert 0.0 < chromo.data["ticker_on"] < 1.0
assert 0.0 < chromo.data["day_of_year_on"] < 1.0
assert -1.0 < chromo.data["day_of_period_on"] < 0.0
assert 0.0 < chromo.data["prices_on"] < 1.0
assert 0.0 < chromo.data["dividends_on"] < 1.0
assert 0.0 < chromo.data["average_turnover_on"] < 1.0
assert 0.0 < chromo.data["turnover_on"] < 1.0
def test_init_some_data():
chromo = data.Data(dict(history_days=40))
assert len(chromo.data) == len(chromo._genes)
assert 128 < chromo.data["batch_size"] < 512
assert chromo.data["history_days"] == 40
assert -1.0 < chromo.data["ticker_on"] < 1.0
assert -1.0 < chromo.data["day_of_year_on"] < 1.0
assert -1.0 < chromo.data["day_of_period_on"] < 1.0
assert -1.0 < chromo.data["prices_on"] < 1.0
assert -1.0 < chromo.data["dividends_on"] < 1.0
assert -1.0 < chromo.data["average_turnover_on"] < 1.0
assert -1.0 < chromo.data["turnover_on"] < 1.0
assert -1.0 < chromo.data["rvi_on"] < 1.0
assert -1.0 < chromo.data["mcftrr_on"] < 1.0
assert -1.0 < chromo.data["imoex_on"] < 1.0
assert -1.0 < chromo.data["ticker_type_on"] < 1.0
def test_init_no_data():
chromo = data.Data({})
assert len(chromo.data) == 14
assert 128.1 < chromo.data["batch_size"] < 128.9
assert 50.1 < chromo.data["history_days"] < 50.9
assert 0.0 < chromo.data["ticker_on"] < 1.0
assert 0.0 < chromo.data["day_of_year_on"] < 1.0
assert -1.0 < chromo.data["day_of_period_on"] < 0.0
assert 0.0 < chromo.data["prices_on"] < 1.0
assert 0.0 < chromo.data["dividends_on"] < 1.0
assert 0.0 < chromo.data["average_turnover_on"] < 1.0
assert 0.0 < chromo.data["turnover_on"] < 1.0
assert -1.0 < chromo.data["rvi_on"] < 0.0
assert -1.0 < chromo.data["mcftrr_on"] < 0.0
assert -1.0 < chromo.data["imoex_on"] < 0.0
assert -1.0 < chromo.data["ticker_type_on"] < 0.0
def test_init_all_data():
chromo = data.Data(
dict(
history_days=40,
batch_size=10,
forecast_days=270,
ticker_on=-1,
day_of_year_on=-3,
average_turnover_on=0,
))
assert len(chromo.data) == 6
assert chromo.data["batch_size"] == 10
assert chromo.data["history_days"] == 40
assert chromo.data["forecast_days"] == 270
assert chromo.data["ticker_on"] == -1
assert chromo.data["day_of_year_on"] == -3
assert chromo.data["average_turnover_on"] == 0
def test_init_no_data():
chromo = data.Data({})
assert len(chromo.data) == len(chromo._genes)
assert 128 < chromo.data["batch_size"] < 512
assert config.HISTORY_DAYS_MIN < chromo.data[
"history_days"] < config.YEAR_IN_TRADING_DAYS
assert -1.0 < chromo.data["ticker_on"] < 1.0
assert -1.0 < chromo.data["day_of_year_on"] < 1.0
assert -1.0 < chromo.data["day_of_period_on"] < 1.0
assert -1.0 < chromo.data["prices_on"] < 1.0
assert -1.0 < chromo.data["dividends_on"] < 1.0
assert -1.0 < chromo.data["average_turnover_on"] < 1.0
assert -1.0 < chromo.data["turnover_on"] < 1.0
assert -1.0 < chromo.data["rvi_on"] < 1.0
assert -1.0 < chromo.data["mcftrr_on"] < 1.0
assert -1.0 < chromo.data["imoex_on"] < 1.0
assert -1.0 < chromo.data["ticker_type_on"] < 1.0
assert -1.0 < chromo.data["usd_on"] < 1.0
assert -1.0 < chromo.data["open_on"] < 1.0
def test_init_all_data():
chromo = data.Data(
dict(
history_days=40,
batch_size=10,
ticker_on=-1,
day_of_year_on=-3,
day_of_period_on=-7,
prices_on=-9,
dividends_on=-2,
average_turnover_on=0,
turnover_on=1,
))
assert len(chromo.data) == 9
assert chromo.data["batch_size"] == 10
assert chromo.data["history_days"] == 40
assert chromo.data["ticker_on"] == -1
assert chromo.data["day_of_year_on"] == -3
assert chromo.data["day_of_period_on"] == -7
assert chromo.data["dividends_on"] == -2
assert chromo.data["average_turnover_on"] == 0
assert chromo.data["turnover_on"] == 1
def test_setup_phenotype():
chromosome_data = dict(
history_days=40,
batch_size=10,
forecast_days=270,
ticker_on=-1,
day_of_year_on=2,
average_turnover_on=0,
)
chromo = data.Data(chromosome_data)
base_phenotype = dict(model="Test_Model")
chromo.change_phenotype(base_phenotype)
phenotype_data = dict(
model="Test_Model",
data=dict(
history_days=40,
batch_size=10,
forecast_days=270,
features=dict(Ticker=dict(on=False),
DayOfYear=dict(on=True),
AverageTurnover=dict(on=False)),
),
)
assert base_phenotype == phenotype_data
def test_make_child(monkeypatch):
monkeypatch.setattr(
chromosome.random, "rand", lambda _:
(0.89, 0.91, 0.89, 0.89, 0.89, 0.89, 0.91, 0.89, 0.91))
parent = data.Data(
dict(
batch_size=40,
history_days=20,
ticker_on=1,
day_of_year_on=1,
day_of_period_on=2,
prices_on=0,
dividends_on=1,
average_turnover_on=1,
turnover_on=1,
))
base = data.Data(
dict(
batch_size=30,
history_days=50,
ticker_on=2,
day_of_year_on=6,
day_of_period_on=7,
prices_on=8,
dividends_on=1,
average_turnover_on=4,
turnover_on=6,
))
diff1 = data.Data(
dict(
batch_size=20,
history_days=60,
ticker_on=1,
day_of_year_on=1,
day_of_period_on=1,
prices_on=0,
dividends_on=2,
average_turnover_on=0,
turnover_on=0,
))
diff2 = data.Data(
dict(
batch_size=10,
history_days=70,
ticker_on=8,
day_of_year_on=0,
day_of_period_on=7,
prices_on=1,
dividends_on=7,
average_turnover_on=3,
turnover_on=4,
))
child = parent.make_child(base, diff1, diff2)
assert isinstance(child, data.Data)
assert len(child.data) == 9
assert child.data["batch_size"] == 30 + 0.8 * (20 - 10)
assert child.data["history_days"] == 20
assert child.data["ticker_on"] == 2 + 0.8 * (1 - 8)
assert child.data["day_of_year_on"] == 6 + 0.8 * (1 - 0)
assert child.data["day_of_period_on"] == 7 + 0.8 * (1 - 7)
assert child.data["prices_on"] == 8 + 0.8 * (0 - 1)
assert child.data["dividends_on"] == 1
assert child.data["turnover_on"] == 6 + 0.8 * (0 - 4)
assert child.data["average_turnover_on"] == 1
