def __init__(self, strategy, feed, instrument, **kwargs):
super(linebreak_signal, self).__init__(strategy, feed, instrument)
self.set_member('period', 20, kwargs)
self.linebreak = linebreak.LineBreak(feed[instrument], self.period)
self.plot_init(True)
pass
def testInvalidDataSeries(self):
with self.assertRaisesRegexp(
Exception,
"barDataSeries must be a dataseries.bards.BarDataSeries instance"
):
ds = dataseries.SequenceDataSeries()
linebreak.LineBreak(ds, 3, maxLen=2)
def testInvalidMaxLen(self):
barFeed = self.__getFeed()
lb = linebreak.LineBreak(barFeed[INSTRUMENT], 3, maxLen=4)
lb.setMaxLen(3)
with self.assertRaisesRegexp(
Exception, "maxLen can't be smaller than reversalLines"):
lb.setMaxLen(2)
def testLineBreakBounded(self):
barFeed = self.__getFeed()
bars = barFeed[LineBreakTestCase.Instrument]
# Invalid maxLen, smaller than reversalLines.
with self.assertRaises(Exception):
lineBreak = linebreak.LineBreak(bars, 3, maxLen=2)
lineBreak = linebreak.LineBreak(bars, 3, maxLen=4)
# Invalid maxLen, smaller than reversalLines.
with self.assertRaises(Exception):
lineBreak.setMaxLen(2)
barFeed.loadAll()
self.assertEqual(len(lineBreak), 4)
self.assertEqual(len(lineBreak[:]), 4)
self.assertEqual(len(lineBreak.getDateTimes()), 4)
self.assertEqual(lineBreak[-1].getLow(), 10.76)
self.assertEqual(lineBreak[-1].getHigh(), 10.92)
self.assertEqual(lineBreak[-1].isWhite(), False)
self.assertEqual(lineBreak[-1].isBlack(), True)
def test3LineBreak(self):
barFeed = self.__getFeed()
bars = barFeed[LineBreakTestCase.Instrument]
lineBreak = linebreak.LineBreak(bars, 3)
barFeed.loadAll()
self.assertEqual(len(lineBreak), 33)
self.assertEqual(bars[0].getLow(), lineBreak[0].getLow())
self.assertEqual(bars[0].getHigh(), lineBreak[0].getHigh())
self.assertEqual(bars[0].getClose() > bars[0].getOpen(), lineBreak[0].isWhite())
self.assertEqual(lineBreak[32].getLow(), 10.76)
self.assertEqual(lineBreak[32].getHigh(), 10.92)
self.assertEqual(lineBreak[32].isWhite(), False)
self.assertEqual(lineBreak[32].isBlack(), True)
def testBlackWhiteReversal(self):
bds = bards.BarDataSeries()
lb = linebreak.LineBreak(bds, 2)
bds.append(bar.BasicBar(datetime.datetime(2008, 3, 5), 10, 12, 8, 9, 1, None, bar.Frequency.DAY))
self.assertEqual(len(lb), 1)
bds.append(bar.BasicBar(datetime.datetime(2008, 3, 6), 9, 12, 9, 12, 1, None, bar.Frequency.DAY))
self.assertEqual(len(lb), 1)
self.assertEqual(lb[-1].isBlack(), True)
self.assertEqual(lb[-1].getDateTime(), datetime.datetime(2008, 3, 5))
bds.append(bar.BasicBar(datetime.datetime(2008, 3, 7), 9, 13, 5, 13, 1, None, bar.Frequency.DAY))
self.assertEqual(len(lb), 2)
self.assertEqual(lb[-1].isWhite(), True)
self.assertEqual(lb[-1].getDateTime(), datetime.datetime(2008, 3, 7))
def test2LineBreak(self):
barFeed = self.__getFeed()
bars = barFeed[LineBreakTestCase.Instrument]
lineBreak = linebreak.LineBreak(bars, 2)
barFeed.loadAll()
self.assertEqual(len(lineBreak), 77)
self.assertEqual(bars[0].getLow(), lineBreak[0].getLow())
self.assertEqual(bars[0].getHigh(), lineBreak[0].getHigh())
self.assertEqual(bars[0].getClose() > bars[0].getOpen(), lineBreak[0].isWhite())
self.assertEqual(lineBreak[76].getLow(), 13.81)
self.assertEqual(lineBreak[76].getHigh(), 13.99)
self.assertEqual(lineBreak[76].isWhite(), False)
self.assertEqual(lineBreak[76].isBlack(), True)
def testInvalidReversalLines(self):
with self.assertRaisesRegexp(Exception, "reversalLines must be greater than 1"):
barFeed = self.__getFeed()
linebreak.LineBreak(barFeed[LineBreakTestCase.Instrument], 1, maxLen=2)
def testInvalidMaxLen(self):
barFeed = self.__getFeed()
lb = linebreak.LineBreak(barFeed[LineBreakTestCase.Instrument], 3, maxLen=4)
lb.setMaxLen(3)
with self. assertRaisesRegex(Exception, "maxLen can't be smaller than reversalLines"):
lb.setMaxLen(2)
