def test_chart_with_technical_calculator(self):
ma_counts = [3, 7]
tech_calc = TechnicalCalculator(ma_counts)
chart = Chart(span_minutes=1, technical_calculator=tech_calc)
count = 10
for i in range(count):
latest_div_10 = (i + 1)
latest_end_value = latest_div_10 * 10
chart.add_new_data(10000 * 60 + i * 60 + 1, latest_end_value)
bar = chart.bars_w_starttime[-1][1]
for ma_count in ma_counts:
key = str(ma_count) + "ma_end"
key_div = key + "_div_rate"
self.assertTrue(key in bar.technical_values)
self.assertTrue(key_div in bar.technical_values)
if latest_div_10 < ma_count:
self.assertTrue(bar.technical_values[key] is None)
self.assertTrue(bar.technical_values[key_div] is None)
else:
ma = sum([
_ * 10.0 for _ in range(latest_div_10 + 1 -
ma_count, latest_div_10 + 1)
])
ma /= ma_count
self.assertAlmostEqual(ma, bar.technical_values[key])
self.assertAlmostEqual((latest_end_value - ma) / ma,
bar.technical_values[key_div])
def test_add_bars(self):
chart = Chart(span_minutes=5)
self.assertEqual(0, len(chart.bars_w_starttime))
unixtime1 = 60 * 5 * 10000 + 60 * 5 * 10 + 3
chart.add_new_data(unixtime1, 20)
self.assertEqual(1, len(chart.bars_w_starttime))
self.assertEqual(60 * 5 * 10000 + 60 * 5 * 10,
chart.bars_w_starttime[0][0])
self.assertEqual(20, chart.bars_w_starttime[0][1].begin)
self.assertEqual(20, chart.bars_w_starttime[0][1].end)
self.assertEqual(20, chart.bars_w_starttime[0][1].low)
self.assertEqual(20, chart.bars_w_starttime[0][1].high)
self.assertFalse(chart.bars_w_starttime[0][1].is_freezed())
unixtime2 = 60 * 5 * 10000 + 60 * 5 * 10 + 43
chart.add_new_data(unixtime2, 40)
self.assertEqual(1, len(chart.bars_w_starttime))
self.assertEqual(60 * 5 * 10000 + 60 * 5 * 10,
chart.bars_w_starttime[0][0])
self.assertEqual(20, chart.bars_w_starttime[0][1].begin)
self.assertEqual(40, chart.bars_w_starttime[0][1].end)
self.assertEqual(20, chart.bars_w_starttime[0][1].low)
self.assertEqual(40, chart.bars_w_starttime[0][1].high)
self.assertFalse(chart.bars_w_starttime[0][1].is_freezed())
unixtime3 = 60 * 5 * 10000 + 60 * 5 * 11 + 8
chart.add_new_data(unixtime3, 10)
self.assertEqual(2, len(chart.bars_w_starttime))
self.assertEqual(60 * 5 * 10000 + 60 * 5 * 10,
chart.bars_w_starttime[0][0])
self.assertTrue(chart.bars_w_starttime[0][1].is_freezed())
self.assertEqual(60 * 5 * 10000 + 60 * 5 * 11,
chart.bars_w_starttime[1][0])
self.assertEqual(10, chart.bars_w_starttime[1][1].begin)
self.assertEqual(10, chart.bars_w_starttime[1][1].end)
self.assertEqual(10, chart.bars_w_starttime[1][1].low)
self.assertEqual(10, chart.bars_w_starttime[1][1].high)
self.assertFalse(chart.bars_w_starttime[1][1].is_freezed())
unixtime4 = 60 * 5 * 10000 + 60 * 5 * 14 + 8
chart.add_new_data(unixtime4, 100)
self.assertEqual(5, len(chart.bars_w_starttime))
for i in range(2, 4):
self.assertEqual(60 * 5 * 10000 + 60 * 5 * (10 + i),
chart.bars_w_starttime[i][0])
self.assertEqual(10, chart.bars_w_starttime[i][1].begin)
self.assertEqual(10, chart.bars_w_starttime[i][1].end)
self.assertEqual(10, chart.bars_w_starttime[i][1].low)
self.assertEqual(10, chart.bars_w_starttime[i][1].high)
self.assertTrue(chart.bars_w_starttime[i][1].is_freezed())
self.assertEqual(60 * 5 * 10000 + 60 * 5 * 14,
chart.bars_w_starttime[4][0])
self.assertEqual(100, chart.bars_w_starttime[4][1].begin)
self.assertEqual(100, chart.bars_w_starttime[4][1].end)
self.assertEqual(100, chart.bars_w_starttime[4][1].low)
self.assertEqual(100, chart.bars_w_starttime[4][1].high)
self.assertFalse(chart.bars_w_starttime[4][1].is_freezed())
def test_chart_less_than_1min_bar(self):
chart = Chart(span_minutes=0.714)
span_seconds = int(60 * 0.714)
self.assertEqual(0, len(chart.bars_w_starttime))
unixtime1 = span_seconds * 10000 + span_seconds * 10 + 3
chart.add_new_data(unixtime1, 20)
self.assertEqual(1, len(chart.bars_w_starttime))
self.assertEqual(span_seconds * 10000 + span_seconds * 10,
chart.bars_w_starttime[0][0])
self.assertEqual(20, chart.bars_w_starttime[0][1].begin)
self.assertEqual(20, chart.bars_w_starttime[0][1].end)
self.assertEqual(20, chart.bars_w_starttime[0][1].low)
self.assertEqual(20, chart.bars_w_starttime[0][1].high)
self.assertFalse(chart.bars_w_starttime[0][1].is_freezed())
unixtime2 = span_seconds * 10000 + span_seconds * 10 + 32
chart.add_new_data(unixtime2, 40)
self.assertEqual(1, len(chart.bars_w_starttime))
self.assertEqual(span_seconds * 10000 + span_seconds * 10,
chart.bars_w_starttime[0][0])
self.assertEqual(20, chart.bars_w_starttime[0][1].begin)
self.assertEqual(40, chart.bars_w_starttime[0][1].end)
self.assertEqual(20, chart.bars_w_starttime[0][1].low)
self.assertEqual(40, chart.bars_w_starttime[0][1].high)
self.assertFalse(chart.bars_w_starttime[0][1].is_freezed())
unixtime3 = span_seconds * 10000 + span_seconds * 11 + 8
chart.add_new_data(unixtime3, 10)
self.assertEqual(2, len(chart.bars_w_starttime))
self.assertEqual(span_seconds * 10000 + span_seconds * 10,
chart.bars_w_starttime[0][0])
self.assertTrue(chart.bars_w_starttime[0][1].is_freezed())
self.assertEqual(span_seconds * 10000 + span_seconds * 11,
chart.bars_w_starttime[1][0])
self.assertEqual(10, chart.bars_w_starttime[1][1].begin)
self.assertEqual(10, chart.bars_w_starttime[1][1].end)
self.assertEqual(10, chart.bars_w_starttime[1][1].low)
self.assertEqual(10, chart.bars_w_starttime[1][1].high)
self.assertFalse(chart.bars_w_starttime[1][1].is_freezed())
def test_update_freeze(self):
chart = Chart(span_minutes=5)
self.assertEqual(0, len(chart.bars_w_starttime))
unixtime1 = 10000 * 60 * 5 + 60 * 5 * 10 + 3
chart.add_new_data(unixtime1, 20)
self.assertEqual(1, len(chart.bars_w_starttime))
self.assertEqual(10000 * 60 * 5 + 60 * 5 * 10,
chart.bars_w_starttime[0][0])
self.assertEqual(20, chart.bars_w_starttime[0][1].begin)
self.assertEqual(20, chart.bars_w_starttime[0][1].end)
self.assertEqual(20, chart.bars_w_starttime[0][1].low)
self.assertEqual(20, chart.bars_w_starttime[0][1].high)
self.assertFalse(chart.bars_w_starttime[0][1].is_freezed())
chart.update_freeze_state(10000 * 60 * 5 + 60 * 5 * 11 + 30)
self.assertTrue(chart.bars_w_starttime[0][1].is_freezed())
def create_chartbase(self):
chart = Chart(span_minutes=1, technical_calculator=TechnicalCalculator([3]))
return chart
def test_get_bar_from_last(self):
chart = Chart(span_minutes=5)
self.assertEqual(0, len(chart.bars_w_starttime))
unixtime1 = 10000 * 60 * 5 + 60 * 5 * 10 + 3
chart.add_new_data(unixtime1, 20)
last_bar = chart.get_bar_from_last(get_copy=False)
self.assertEqual(20, last_bar.end)
self.assertEqual(last_bar, chart.bars_w_starttime[-1][1])
self.assertEqual(chart.get_bar_from_last(1), None)
copy = chart.get_bar_from_last(get_copy=True)
self.assertEqual(20, copy.end)
self.assertNotEqual(copy, chart.bars_w_starttime[-1][1])
unixtime2 = 10000 * 60 * 5 + 60 * 5 * 11 + 73
chart.add_new_data(unixtime2, 40)
last_bar = chart.get_bar_from_last(get_copy=False)
self.assertEqual(40, last_bar.end)
self.assertEqual(False, last_bar.is_freezed())
last_prev_bar = chart.get_bar_from_last(1, get_copy=True)
self.assertNotEqual(last_prev_bar, chart.bars_w_starttime[-2][1])
self.assertEqual(20, copy.end)
self.assertEqual(True, last_prev_bar.is_freezed())
def test_convert_unixtime_to_bar_indexlike_value(self):
chart = Chart(span_minutes=5)
unixtime = 60 * 5 + 95
self.assertEqual(
1, chart.convert_unixtime_to_bar_indexlike_value(unixtime))
self.assertEqual(5 * 60, chart.convert_indexlike_value_to_unixtime(1))
unixtime = 60 * 5 * 2 + 87.5
self.assertEqual(
2, chart.convert_unixtime_to_bar_indexlike_value(unixtime))
self.assertEqual(60 * 5 * 2,
chart.convert_indexlike_value_to_unixtime(2.5))
chart = Chart(span_minutes=15)
unixtime = 60 * 15 + 95
self.assertEqual(
1, chart.convert_unixtime_to_bar_indexlike_value(unixtime))
self.assertEqual(15 * 60, chart.convert_indexlike_value_to_unixtime(1))
unixtime = 60 * 15 * 2 + 87.5
self.assertEqual(
2, chart.convert_unixtime_to_bar_indexlike_value(unixtime))
self.assertEqual(15 * 60 * 2,
chart.convert_indexlike_value_to_unixtime(2.5))
chart = Chart(span_minutes=1)
unixtime = 60 * 1 + 35
self.assertEqual(
1, chart.convert_unixtime_to_bar_indexlike_value(unixtime))
self.assertEqual(60, chart.convert_indexlike_value_to_unixtime(1))
unixtime = 60 * 1 * 2 + 37.5
self.assertEqual(
2, chart.convert_unixtime_to_bar_indexlike_value(unixtime))
self.assertEqual(60 * 1 * 2,
chart.convert_indexlike_value_to_unixtime(2.5))
def create_chartbase(self):
chart = Chart(span_minutes=1)
return chart