def test_stock_dtype(self, dictList_stock, dictList_portfolio):
data = dictList_stock
stock = Stock(data, 'Date')
st = Stock_Transformer(data, 'Date', None, 'symbol')
assert stock == st.time_series_data
data = dictList_portfolio
port = Portfolio(Stock(data, 'Date'), 'Date', 'symbol')
st = Stock_Transformer(data, 'Date', 'symbol')
assert port == st.time_series_data
def test_from_arrow_table(self, dictList_stock, dictList_portfolio):
data = pd.DataFrame(dictList_stock)
table = pa.Table.from_pandas(data)
stockTrans = Stock_Transformer.from_pandas(data, 'Date', None)
test = Stock_Transformer.from_arrow_table(table, 'Date', None)
assert test == stockTrans
data = pd.DataFrame(dictList_portfolio)
table = pa.Table.from_pandas(data)
stockTrans = Stock_Transformer.from_pandas(data, 'Date', 'symbol')
test = Stock_Transformer.from_arrow_table(table, 'Date', 'symbol')
assert stockTrans == test
def test_from_time_series_transform(self, dictList_stock,
dictList_portfolio):
data = pd.DataFrame(dictList_stock)
tst = Time_Series_Transformer.from_pandas(data, 'Date', None)
stockTrans = Stock_Transformer.from_pandas(data, 'Date', None)
test = Stock_Transformer.from_time_series_transformer(tst)
assert test == stockTrans
data = pd.DataFrame(dictList_portfolio)
tst = Time_Series_Transformer.from_pandas(data, 'Date', 'symbol')
stockTrans = Stock_Transformer.from_pandas(data, 'Date', 'symbol')
test = Stock_Transformer.from_time_series_transformer(tst)
assert stockTrans == test
def test_from_feather(self, dictList_stock, dictList_portfolio):
data = pd.DataFrame(dictList_stock)
data.to_feather('./data.feather')
stockTrans = Stock_Transformer.from_pandas(data, 'Date', None)
test = Stock_Transformer.from_feather('./data.feather', 'Date', None)
assert test == stockTrans
data = pd.DataFrame(dictList_portfolio)
data.to_feather('./data.feather')
stockTrans = Stock_Transformer.from_pandas(data, 'Date', 'symbol')
test = Stock_Transformer.from_feather('./data.feather', 'Date',
'symbol')
assert stockTrans == test
os.remove('./data.feather')
def transform(self, X, y=None):
"""
transform prepare data as Stock_Transformer and helper data
Parameters
----------
X : pandas DataFrame or numpy ndArray
input values
y : depreciated not used, optional
following sklearn convention (not used), by default None
Returns
-------
tst Stock_Transformer
the output Stock_Transformer
X_time list
time column list
X_header list
column name list
X_category list
category name list
"""
tst, X_time, X_header, X_category = super().transform(X, y)
tst = Stock_Transformer.from_time_series_transformer(
tst,
High=self.high,
Low=self.low,
Close=self.close,
Open=self.open,
Volume=self.volume)
return tst, X_time, X_header, X_category
def test_single_make_technical_indicator(self, dictList_stock):
MyStrategy = ta.Strategy(name="DCSMA10",
ta=[{
"kind": "sma",
"length": 1
}])
df = pd.DataFrame(dictList_stock)
stockTrans = Stock_Transformer.from_pandas(df, 'Date', None)
stockTrans = stockTrans.get_technial_indicator(MyStrategy)
df.ta.strategy(MyStrategy)
test = stockTrans.to_pandas(False, False, 'ignore')
test.columns = test.columns.str.lower()
df.columns = df.columns.str.lower()
df = df[test.columns]
pd.testing.assert_frame_equal(test, df, False)
def test_collection_make_technical_indicator(self, dictList_portfolio):
MyStrategy = ta.Strategy(name="DCSMA10",
ta=[{
"kind": "sma",
"length": 1
}])
df = pd.DataFrame(dictList_portfolio)
stockTrans = Stock_Transformer.from_pandas(df, 'Date', None)
stockTrans = stockTrans.get_technial_indicator(MyStrategy)
test = stockTrans.to_pandas(False, False, 'ignore')
test.columns = test.columns.str.lower()
for i in test.symbol.unique():
tmp_df = df[df.symbol == i]
tmp_test = test[test.symbol == i]
tmp_df.ta.strategy(MyStrategy)
tmp_df.columns = tmp_df.columns.str.lower()
tmp_df = tmp_df[tmp_test.columns]
pd.testing.assert_frame_equal(tmp_test, tmp_df, False)
def test_collection_from_numpy(self, dictList_portfolio):
df = pd.DataFrame(dictList_portfolio).values
stockTrans = Stock_Transformer.from_numpy(df, 0, 6, 1, 2, 3, 4, 5)
test = Stock_Transformer(pd.DataFrame(df), 0, 6, None, 1, 2, 3, 4, 5)
assert stockTrans == test
def test_collection_from_pandas(self, dictList_portfolio):
df = pd.DataFrame(dictList_portfolio)
st = Stock_Transformer.from_pandas(df, 'Date', 'symbol')
test = Stock_Transformer(dictList_portfolio, 'Date', 'symbol')
assert test == st
def test_single_from_numpy(self, dictList_stock):
df = pd.DataFrame(dictList_stock).values
stockTrans = Stock_Transformer.from_numpy(df, 0, None, 1, 2, 3, 4, 5)
test = Stock_Transformer(pd.DataFrame(df), 0, None, None, 1, 2, 3, 4,
5)
assert stockTrans == test
def test_single_from_pandas(self, dictList_stock):
df = pd.DataFrame(dictList_stock)
stockTrans = Stock_Transformer.from_pandas(df, 'Date', None)
test = Stock_Transformer(dictList_stock, 'Date', None)
assert stockTrans == test