def test_estimateValue(self):
x = [0, 0.5, 1]
y = [0, 0.5, 1]
self.assertEqual(
LinearRegressionTradingBot.estimateValue(3, m=1, n=0, minX=0, scalingFactorX=2, minY=0, scalingFactorY=2),
3)
def test_calculateQuantity(self):
amountToInvest = 0.001
fee = 0.0025
buyPrice = 0.00000001
expectedQuantity = 99750
self.assertEqual(int(LinearRegressionTradingBot.calculateQuantity(amountToInvest, fee, buyPrice)),
expectedQuantity)
def test_basicNormalization(self):
normalizedTimes, normalizedPrices = LinearRegressionTradingBot.getNormalizedTimesAndPrices([
("2014-07-01 12:00:00", "0.00000000"),
("2014-07-01 12:00:01", "0.00000001"),
("2014-07-01 12:00:02", "0.00000002"),
])
self.assertEqual(normalizedTimes, [0, 0.5, 1])
self.assertEqual(normalizedPrices, [0, 0.5, 1])
def test_normalizationFirstAndLastSame(self):
normalizedPrices, normalizedTimes = LinearRegressionTradingBot.getNormalizedTimesAndPrices([
("2014-07-01 12:00:00", "0.00000000"),
("2014-07-01 12:00:01", "0.00000001"),
("2014-07-01 12:00:02", "0.00000002"),
("2014-07-01 12:00:04", "0.00000000")
])
self.assertEqual(normalizedTimes, [0, 0.25, 0.5, 1])
self.assertEqual(normalizedPrices, [0, 0.5, 1, 0])
