def setUp(self):
self.app_context = ApplicationContext()
self.utils = DataSeriesUtils(self.app_context)
def setUp(self):
self.app_context = ApplicationContext()
self.utils = DataSeriesUtils(self.app_context)
class IndicatorTest(TestCase):
def setUp(self):
self.app_context = ApplicationContext()
self.utils = DataSeriesUtils(self.app_context)
def test_reuse(self):
close = self.app_context.inst_data_mgr.get_series("bar")
close.start(self.app_context)
sma1 = self.utils.get_or_create_indicator("SMA", 'bar', 'close', 3)
sma1.start(self.app_context)
sma2 = self.utils.get_or_create_indicator("SMA", 'bar', 'close', 3)
sma2.start(self.app_context)
sma3 = self.utils.get_or_create_indicator("SMA", 'bar', 'close', 10)
sma3.start(self.app_context)
self.assertEquals(sma1, sma2)
self.assertNotEquals(sma2, sma3)
self.assertNotEquals(sma1, sma3)
sma4 = self.utils.get_or_create_indicator("SMA", "SMA('bar',close,3)",
10)
sma4.start(self.app_context)
self.assertEquals(sma4.input, sma2)
def test_parse(self):
bar = self.utils.parse("bar")
bar.start(self.app_context)
sma1 = self.utils.parse("SMA('bar',close,3)")
sma1.start(self.app_context)
sma2 = self.utils.parse("SMA(SMA('bar',close,3),value,10)")
sma2.start(self.app_context)
rsi = self.utils.parse(
"RSI(SMA(SMA('bar',close,3),value,10),value,14, 9)")
rsi.start(self.app_context)
self.assertEquals(sma1.input, bar)
self.assertEquals(3, sma1.length)
self.assertEquals(sma2.input, sma1)
self.assertEquals(10, sma2.length)
self.assertEquals(rsi.input, sma2)
self.assertEquals(14, rsi.length)
def test_fail_parse(self):
with self.assertRaises(AssertionError):
self.utils.parse("SMA('Bar.Close',3")
with self.assertRaises(AssertionError):
self.utils.parse("RSI(SMA(SMA('Bar.Close',3,10),14)")
class IndicatorTest(TestCase):
def setUp(self):
self.app_context = ApplicationContext()
self.utils = DataSeriesUtils(self.app_context)
def test_reuse(self):
close = self.app_context.inst_data_mgr.get_series("bar")
close.start(self.app_context)
sma1 = self.utils.get_or_create_indicator("SMA", "bar", "close", 3)
sma1.start(self.app_context)
sma2 = self.utils.get_or_create_indicator("SMA", "bar", "close", 3)
sma2.start(self.app_context)
sma3 = self.utils.get_or_create_indicator("SMA", "bar", "close", 10)
sma3.start(self.app_context)
self.assertEquals(sma1, sma2)
self.assertNotEquals(sma2, sma3)
self.assertNotEquals(sma1, sma3)
sma4 = self.utils.get_or_create_indicator("SMA", "SMA('bar',close,3)", 10)
sma4.start(self.app_context)
self.assertEquals(sma4.input, sma2)
def test_parse(self):
bar = self.utils.parse("bar")
bar.start(self.app_context)
sma1 = self.utils.parse("SMA('bar',close,3)")
sma1.start(self.app_context)
sma2 = self.utils.parse("SMA(SMA('bar',close,3),value,10)")
sma2.start(self.app_context)
rsi = self.utils.parse("RSI(SMA(SMA('bar',close,3),value,10),value,14, 9)")
rsi.start(self.app_context)
self.assertEquals(sma1.input, bar)
self.assertEquals(3, sma1.length)
self.assertEquals(sma2.input, sma1)
self.assertEquals(10, sma2.length)
self.assertEquals(rsi.input, sma2)
self.assertEquals(14, rsi.length)
def test_fail_parse(self):
with self.assertRaises(AssertionError):
self.utils.parse("SMA('Bar.Close',3")
with self.assertRaises(AssertionError):
self.utils.parse("RSI(SMA(SMA('Bar.Close',3,10),14)")