def __init__(self, type_indicator, init_acceleration_factor, acceleration_factor_step, max_acceleration_factor, previous_day, period):
assert(period > 0)
super(PSAREventWindow, self).__init__(windowSize=2)
self.__value = None
self.__numDays = 0
self.type_indicator = type_indicator
self.init_acceleration_factor = init_acceleration_factor
self.acceleration_factor = init_acceleration_factor
self.acceleration_factor_step = acceleration_factor_step
self.max_acceleration_factor = max_acceleration_factor
self.previous_day = previous_day
self.high_prices_trend = []
self.low_prices_trend = []
self.high_prices_window = collections.NumPyDeque(period, float)
self.low_prices_window = collections.NumPyDeque(period, float)
self.extreme_point = None
self.trend_type = None
self.reversal_toUptrend = False
self.reversal_toDowntrend = False
def testNumPyDequeResize(self):
d = collections.NumPyDeque(10)
self.assertEqual(len(d), 0)
for i in range(20):
d.append(i)
self.assertEqual(d[0], 10)
self.assertEqual(d[9], 19)
self.assertEqual(d[-1], 19)
self.assertEqual(len(d), 10)
d.resize(5)
self.assertEqual(len(d), 5)
self.assertEqual(d[-0], 10)
self.assertEqual(d[4], 14)
self.assertEqual(d[-1], 14)
d.resize(10)
self.assertEqual(len(d), 5)
self.assertEqual(d[-0], 10)
self.assertEqual(d[4], 14)
self.assertEqual(d[-1], 14)
d.append(15)
self.assertEqual(len(d), 6)
self.assertEqual(d[5], 15)
self.assertEqual(d[-1], 15)
def __init__(self, windowSize, dtype=float, skipNone=False):
assert (windowSize > 0)
assert (isinstance(windowSize, int))
#self.__multiplier = (2.0 / (windowSize + 1))
self.__values = collections.NumPyDeque(windowSize, dtype)
#self.__weights = collections.NumPyDeque(windowSize, dtype)
self.__windowSize = windowSize
self.__skipNone = skipNone
def testNumPyDeque(self):
d = collections.NumPyDeque(10)
self.assertEqual(len(d), 0)
for i in range(10):
d.append(i)
self.assertEqual(d[0], 0)
self.assertEqual(d[9], 9)
self.assertEqual(d[-1], 9)
self.assertEqual(d[-2], 8)
self.assertEqual(d[0:3].sum(), 3)
for i in range(3):
d.append(i)
self.assertEqual(len(d), 10)
self.assertEqual(d[0], 3)
self.assertEqual(d[9], 2)
self.assertEqual(d[-1], 2)
self.assertEqual(d[-2], 1)
def testSum(self):
d = collections.NumPyDeque(10)
for i in range(10):
d.append(i)
self.assertEqual(d[0:3].sum(), 3)
def buildCollection(self, maxLen):
return collections.NumPyDeque(maxLen)
def __init__(self, windowSize):
assert (windowSize > 1)
technical.EventWindow.__init__(self, windowSize)
self.__timestamps = collections.NumPyDeque(windowSize)
def __init__(self, windowSize):
assert (windowSize > 1)
super(LeastSquaresRegressionWindow, self).__init__(windowSize)
self.__timestamps = collections.NumPyDeque(windowSize)
def __init__(self, windowSize, dtype=float, skipNone=True):
assert (windowSize > 0)
assert (isinstance(windowSize, types.IntType))
self.__values = collections.NumPyDeque(windowSize, dtype)
self.__windowSize = windowSize
self.__skipNone = skipNone
