def testLogFunction(self):
ma5 = MovingAverage(5, 'close')
holder = Log(ma5)
holder2 = (ma5 ^ ma5) >> Log
sampleClose = np.exp(self.sampleClose)
for i, close in enumerate(sampleClose):
data = {'close': close}
ma5.push(data)
holder.push(data)
holder2.push(data)
expected = math.log(ma5.result())
calculated = holder.result()
self.assertAlmostEqual(
calculated, expected, 12, "at index {0:d}\n"
"expected: {1:f}\n"
"calculated: {2:f}".format(i, expected, calculated))
calculated = holder2.result()
for cal in calculated:
self.assertAlmostEqual(
cal, expected, 12, "at index {0:d}\n"
"expected: {1:f}\n"
"calculated: {2:f}".format(i, expected, cal))
def testArithmeticFunctionsDeepcopy(self):
data = {'x': 1}
test = Exp('x')
test.push(data)
copied = copy.deepcopy(test)
self.assertAlmostEqual(math.exp(data['x']), copied.value)
test = Log('x')
test.push(data)
copied = copy.deepcopy(test)
self.assertAlmostEqual(math.log(data['x']), copied.value)
test = Sqrt('x')
test.push(data)
copied = copy.deepcopy(test)
self.assertAlmostEqual(math.sqrt(data['x']), copied.value)
data['x'] = -1.
test = Pow('x', 2)
test.push(data)
copied = copy.deepcopy(test)
self.assertAlmostEqual(data['x']**2, copied.value)
test = Abs('x')
test.push(data)
copied = copy.deepcopy(test)
self.assertAlmostEqual(abs(data['x']), copied.value)
test = Sign('x')
test.push(data)
copied = copy.deepcopy(test)
self.assertAlmostEqual(-1., copied.value)
data['x'] = 1.
test = Acos('x')
test.push(data)
copied = copy.deepcopy(test)
self.assertAlmostEqual(math.acos(data['x']), copied.value)
test = Asin('x')
test.push(data)
copied = copy.deepcopy(test)
self.assertAlmostEqual(math.asin(data['x']), copied.value)
test = Acosh('x')
test.push(data)
copied = copy.deepcopy(test)
self.assertAlmostEqual(math.acosh(data['x']), copied.value)
test = Asinh('x')
test.push(data)
copied = copy.deepcopy(test)
self.assertAlmostEqual(math.asinh(data['x']), copied.value)
def testLogFunction(self):
ma5 = MovingAverage(5, 'close')
holder = Log(ma5)
holder2 = (ma5 ^ ma5) >> Log
sampleClose = np.exp(self.sampleClose)
for i, close in enumerate(sampleClose):
data = {'close': close}
ma5.push(data)
holder.push(data)
holder2.push(data)
expected = math.log(ma5.result())
calculated = holder.result()
self.assertAlmostEqual(calculated, expected, 12, "at index {0:d}\n"
"expected: {1:f}\n"
"calculated: {2:f}".format(i, expected, calculated))
calculated = holder2.result()
for cal in calculated:
self.assertAlmostEqual(cal, expected, 12, "at index {0:d}\n"
"expected: {1:f}\n"
"calculated: {2:f}".format(i, expected, cal))
def testArithmeticFunctionsPickle(self):
data = {'x': 1}
test = Exp('x')
test.push(data)
with tempfile.NamedTemporaryFile('w+b', delete=False) as f:
pickle.dump(test, f)
with open(f.name, 'rb') as f2:
pickled = pickle.load(f2)
self.assertAlmostEqual(test.value, pickled.value)
os.unlink(f.name)
test = Log('x')
test.push(data)
with tempfile.NamedTemporaryFile('w+b', delete=False) as f:
pickle.dump(test, f)
with open(f.name, 'rb') as f2:
pickled = pickle.load(f2)
self.assertAlmostEqual(test.value, pickled.value)
os.unlink(f.name)
test = Sqrt('x')
test.push(data)
with tempfile.NamedTemporaryFile('w+b', delete=False) as f:
pickle.dump(test, f)
with open(f.name, 'rb') as f2:
pickled = pickle.load(f2)
self.assertAlmostEqual(test.value, pickled.value)
os.unlink(f.name)
data['x'] = -1.
test = Pow('x', 2)
test.push(data)
with tempfile.NamedTemporaryFile('w+b', delete=False) as f:
pickle.dump(test, f)
with open(f.name, 'rb') as f2:
pickled = pickle.load(f2)
self.assertAlmostEqual(test.value, pickled.value)
os.unlink(f.name)
test = Abs('x')
test.push(data)
with tempfile.NamedTemporaryFile('w+b', delete=False) as f:
pickle.dump(test, f)
with open(f.name, 'rb') as f2:
pickled = pickle.load(f2)
self.assertAlmostEqual(test.value, pickled.value)
os.unlink(f.name)
test = Sign('x')
test.push(data)
with tempfile.NamedTemporaryFile('w+b', delete=False) as f:
pickle.dump(test, f)
with open(f.name, 'rb') as f2:
pickled = pickle.load(f2)
self.assertAlmostEqual(test.value, pickled.value)
os.unlink(f.name)
data['x'] = 1.
test = Acos('x')
test.push(data)
with tempfile.NamedTemporaryFile('w+b', delete=False) as f:
pickle.dump(test, f)
with open(f.name, 'rb') as f2:
pickled = pickle.load(f2)
self.assertAlmostEqual(test.value, pickled.value)
os.unlink(f.name)
test = Asin('x')
test.push(data)
with tempfile.NamedTemporaryFile('w+b', delete=False) as f:
pickle.dump(test, f)
with open(f.name, 'rb') as f2:
pickled = pickle.load(f2)
self.assertAlmostEqual(test.value, pickled.value)
os.unlink(f.name)
test = Acosh('x')
test.push(data)
with tempfile.NamedTemporaryFile('w+b', delete=False) as f:
pickle.dump(test, f)
with open(f.name, 'rb') as f2:
pickled = pickle.load(f2)
self.assertAlmostEqual(test.value, pickled.value)
os.unlink(f.name)
test = Asinh('x')
test.push(data)
with tempfile.NamedTemporaryFile('w+b', delete=False) as f:
pickle.dump(test, f)
with open(f.name, 'rb') as f2:
pickled = pickle.load(f2)
self.assertAlmostEqual(test.value, pickled.value)
os.unlink(f.name)
def testLogStr(self):
s = Log('roe')
self.assertEqual("\ln(''\\text{roe}'')", str(s))