def test_save_and_load_indicator(self):
app_context = self.create_app_context(
conf={
"Application": {
"createDBAtStart": True,
"deleteDBAtStop": False,
"persistenceMode": "RealTime"
}
})
app_context.start()
bar = app_context.inst_data_mgr.get_series("bar")
bar.start(app_context)
sma = SMA(inputs=bar, input_keys='close', length=3)
sma.start(app_context)
t1 = 0
t2 = t1 + 1
t3 = t2 + 1
t4 = t3 + 1
t5 = t4 + 1
bar.add(timestamp=t1, data={"close": 2.0, "open": 0})
self.assertTrue(math.isnan(sma.now('value')))
bar.add(timestamp=t2, data={"close": 2.4, "open": 1.4})
self.assertTrue(math.isnan(sma.now('value')))
bar.add(timestamp=t3, data={"close": 2.8, "open": 1.8})
self.assertEquals(2.4, sma.now('value'))
app_context.stop()
## restart...:
app_context = self.create_app_context(
conf={
"Application": {
"createDBAtStart": False,
"deleteDBAtStop": True,
"persistenceMode": "RealTime"
}
})
app_context.start()
bar_new = app_context.inst_data_mgr.get_series("bar")
bar_new.start(app_context)
sma_new = app_context.inst_data_mgr.get_series(sma.id())
sma_new.start(app_context)
bar_new.add(timestamp=t4, data={"close": 3.2, "open": 2.2})
self.assertEquals(2.8, sma_new.now('value'))
bar_new.add(timestamp=t5, data={"close": 3.6, "open": 2.6})
self.assertEquals(3.2, sma_new.now('value'))
self.assertTrue(math.isnan(sma_new.get_by_idx(0, 'value')))
self.assertTrue(math.isnan(sma_new.get_by_idx(1, 'value')))
self.assertEquals(2.4, sma_new.get_by_idx(2, 'value'))
self.assertEquals(2.8, sma_new.get_by_idx(3, 'value'))
self.assertEquals(3.2, sma_new.get_by_idx(4, 'value'))
self.assertTrue(math.isnan(sma_new.get_by_time(t1, 'value')))
self.assertTrue(math.isnan(sma_new.get_by_time(t2, 'value')))
self.assertEquals(2.4, sma_new.get_by_time(t3, 'value'))
self.assertEquals(2.8, sma_new.get_by_time(t4, 'value'))
self.assertTrue(math.isnan(sma_new.get_by_time(t1, 'value')))
self.assertTrue(math.isnan(sma_new.get_by_time(t1, 'value')))
old_bar_dict = bar.get_data_dict(['close'])
old_sma_dict = sma.get_data_dict(['value'])
new_bar_dict = bar_new.get_data_dict(['close'])
new_sma_dict = sma_new.get_data_dict(['value'])
self.assertEquals(3, len(old_bar_dict))
self.assertEquals(3, len(old_sma_dict))
self.assertEquals(5, len(new_bar_dict))
self.assertEquals(5, len(new_sma_dict))
self.assertEquals(2.0, new_bar_dict[t1])
self.assertTrue(math.isnan(new_sma_dict[t1]))
self.assertEquals(2.4, new_bar_dict[t2])
self.assertTrue(math.isnan(new_sma_dict[t2]))
self.assertEquals(2.8, new_bar_dict[t3])
self.assertEquals(2.4, new_sma_dict[t3])
self.assertEquals(3.2, new_bar_dict[t4])
self.assertEquals(2.8, new_sma_dict[t4])
self.assertEquals(3.6, new_bar_dict[t5])
self.assertEquals(3.2, new_sma_dict[t5])
db = app_context.get_data_store()
app_context.stop()
db.remove_database()
def test_save_and_load_indicator(self):
app_context = self.new_app_context()
bar = app_context.inst_data_mgr.get_series("bar")
bar.start(app_context)
sma = SMA(bar, input_key='close', length=3)
sma.start(app_context)
t1 = 0
t2 = t1 + 1
t3 = t2 + 1
t4 = t3 + 1
t5 = t4 + 1
bar.add({"timestamp": t1, "close": 2.0, "open": 0})
self.assertTrue(math.isnan(sma.now('value')))
bar.add({"timestamp": t2, "close": 2.4, "open": 1.4})
self.assertTrue(math.isnan(sma.now('value')))
bar.add({"timestamp": t3, "close": 2.8, "open": 1.8})
self.assertEquals(2.4, sma.now('value'))
app_context.stop()
## restart...:
app_context = self.new_app_context()
bar_new = app_context.inst_data_mgr.get_series("bar")
bar_new.start(app_context)
sma_new = app_context.inst_data_mgr.get_series(sma.id())
sma_new.start(app_context)
bar_new.add({"timestamp": t4, "close": 3.2, "open": 2.2})
self.assertEquals(2.8, sma_new.now('value'))
bar_new.add({"timestamp": t5, "close": 3.6, "open": 2.6})
self.assertEquals(3.2, sma_new.now('value'))
self.assertTrue(math.isnan(sma_new.get_by_idx(0, 'value')))
self.assertTrue(math.isnan(sma_new.get_by_idx(1, 'value')))
self.assertEquals(2.4, sma_new.get_by_idx(2, 'value'))
self.assertEquals(2.8, sma_new.get_by_idx(3, 'value'))
self.assertEquals(3.2, sma_new.get_by_idx(4, 'value'))
self.assertTrue(math.isnan(sma_new.get_by_time(t1, 'value')))
self.assertTrue(math.isnan(sma_new.get_by_time(t2, 'value')))
self.assertEquals(2.4, sma_new.get_by_time(t3, 'value'))
self.assertEquals(2.8, sma_new.get_by_time(t4, 'value'))
self.assertTrue(math.isnan(sma_new.get_by_time(t1, 'value')))
self.assertTrue(math.isnan(sma_new.get_by_time(t1, 'value')))
old_bar_dict = bar.get_data_dict(['close'])
old_sma_dict = sma.get_data_dict(['value'])
new_bar_dict = bar_new.get_data_dict(['close'])
new_sma_dict = sma_new.get_data_dict(['value'])
self.assertEquals(3, len(old_bar_dict))
self.assertEquals(3, len(old_sma_dict))
self.assertEquals(5, len(new_bar_dict))
self.assertEquals(5, len(new_sma_dict))
self.assertEquals(2.0, new_bar_dict['0'])
self.assertTrue(math.isnan(new_sma_dict['0']))
self.assertEquals(2.4, new_bar_dict['1'])
self.assertTrue(math.isnan(new_sma_dict['1']))
self.assertEquals(2.8, new_bar_dict['2'])
self.assertEquals(2.4, new_sma_dict['2'])
self.assertEquals(3.2, new_bar_dict['3'])
self.assertEquals(2.8, new_sma_dict['3'])
self.assertEquals(3.6, new_bar_dict['4'])
self.assertEquals(3.2, new_sma_dict['4'])
db = app_context.get_ref_data_store()
app_context.stop()
db.remove_database()
