def testStockGroupWeightGenerationWithRiskAndReward(self):
listSize = 5
stockList = []
for i in range(0,listSize):
stockList.append(Stock(str(i),'test'+str(i), (0.2+ 0.01*i), (0.1 + 0.01*i)))
assert(len(stockList)==listSize)
StockCoRelation.resetMatrix()
for i in range(0,listSize):
for j in range(i,listSize):
StockCoRelation.addCorelation(stockList[i].uid, stockList[j].uid, 0)
stockGroup = StockGroup(stockList)
w = WeightVectorGenerator(100, listSize, 0, 65-listSize*3)
weightCount = 0
for i in range(0, 100):
(weightClass, weightVector) = w.getWeightVectorAndClassTuple()
while weightClass is not len(stockList):
(weightClass, weightVector) = w.getWeightVectorAndClassTuple()
weightCount += 1
stockGroup.setPlotBestRewardByRisk( (weightClass, weightVector) )
#print "%s" % (" \n".join([",".join([str(stock.uid), str(stock.reward), str(stock.risk)]) for stock in stockList]))
#print "Weights created %s" % weightCount
graphPlot = stockGroup.getPlotBestRewardByRisk()
graphIndex = graphPlot.keys()
graphIndex = sorted(graphIndex)
for i in range(0, len(graphIndex)):
print "%s %s" % (graphIndex[i], graphPlot[graphIndex[i]])
assert('01234'== stockGroup.getGroupId())
def getCorelation(stock1, stock2):
val = StockCoRelation.getCorelation(stock1.uid, stock2.uid)
if val is None:
val = getCorelation(stock1.uid, stock2.uid)
return val
def addStockCorelation(stock1, stock2, correlationValue):
StockCoRelation.addCorelation(stock1.uid, stock2.uid, correlationValue)
saveCorelation(stock1.uid, stock2.uid, correlationValue)
def testStockCorelation(self):
StockCoRelation.addCorelation('1', '2', 0)
assert(StockCoRelation.getCorelation( '1', '2')==0)
assert(StockCoRelation.getCorelation( '2', '1')==0)
StockCoRelation.addCorelation('1', '3', 1)
assert(StockCoRelation.getCorelation( '1', '3')==1)
assert(StockCoRelation.getCorelation( '3', '1')==1)
StockCoRelation.addCorelation('2', '1', 2)
assert(StockCoRelation.getCorelation( '1', '2')==2)
assert(StockCoRelation.getCorelation( '2', '1')==2)
StockCoRelation.addCorelation('3', '2', 3)
assert(StockCoRelation.getCorelation( '2', '3')==3)
assert(StockCoRelation.getCorelation( '3', '2')==3)
StockCoRelation.resetMatrix()
