def test_first():
funcs = [[(0, None), (1, 12), (2, None)], [(0, 1), (1, 1), (2, 1)]]
first = Curve.first(funcs)
assert first(-1) is None
assert first(0) == 1
assert first(1) == 12
assert first(2) == 1
assert first(3) is None
funcs = [[(0, None), (1, 12), (2, None)], 1]
first = Curve.first(funcs)
assert first(-1) == 1
assert first(0) == 1
assert first(1) == 12
assert first(2) == 1
assert first(3) == 1
first = Curve.first([
Generic(lambda x: 1, domain=Interval(0, 2)),
Generic(lambda x: 2, domain=Interval.gte(1))
])
assert first(-1) is None
assert first(0) == 1
assert first(1) == 1
assert first(2) == 1
assert first(2.1) == 2
assert first(3) == 2
assert first.sample_points(Interval(0, 3), min_step=1) == [(0, 1), (1, 1),
(2, 1), (3, 2)]
def test_update_with_obj_autoremove():
begin_update_count = 0
def begin_update(domain):
nonlocal begin_update_count
begin_update_count += 1
end_update_count = 0
def end_update(domain):
nonlocal end_update_count
end_update_count += 1
f = Curve()
# Add and remove observer using object
obj = T()
f.add_observer(obj, begin=begin_update, end=end_update, autoremove=True)
f.begin_update(Interval(1, 3))
assert begin_update_count == 1
f.end_update(Interval(1, 3))
assert end_update_count == 1
obj = None
f.begin_update(Interval(1, 3))
assert begin_update_count == 1
f.end_update(Interval(1, 3))
assert end_update_count == 1
def end_update(self, domain):
if domain.is_empty or self._end_update_interval.is_superset_of(domain):
return
self._end_update_interval = Interval.union(
[self._end_update_interval, domain])
if not self._end_update_interval.is_superset_of(
self._begin_update_interval):
# Keep collecting updates
return
# Updates complete
update_interval = self._end_update_interval
self._begin_update_interval = Interval.empty()
self._end_update_interval = Interval.empty()
self.set_needs_interval_update()
for token in list(self._ordered_observer_tokens):
_, callback_interval, _, callback, _, callback_with_interval = self._observer_data[
token]
if callback_interval is None or update_interval.intersects(
callback_interval):
if callback is not None:
if callback_with_interval:
callback(update_interval)
else:
callback()
def append_list(self, points):
"""
`points` are assumed to be strictly ordered in ascending order w.r.t. to `x`.
"""
points_len = len(self._points)
if points_len == 0:
return self.set(points)
new_points_len = len(points)
if new_points_len == 0:
return
if points[0][0] <= self._points[-1][0]:
raise Exception(
'Attempting to append points in non-ascending order')
if self.domain.is_empty:
domain = Interval.closed(points[0][0], points[-1][0])
else:
domain = Interval(self.domain.end,
points[-1][0],
start_open=True,
end_open=False)
self.begin_update(domain)
self._is_equally_spaced = self._points_equally_spaced(
self._points, points)
if self._force_equally_spaced and not self._is_equally_spaced:
raise Exception(
'Attempting to append points at non-regular intervals: {}{} + {}{}'
.format('...' if len(self._points) > 2 else '',
self._points[len(self._points) - 2:], points[:2],
'...' if len(points) > 2 else ''))
self._points += points
self._did_change_points()
self.end_update(domain)
def get_domain(self):
if len(self._points) == 0:
return Interval.empty()
return Interval(self._points[0][0],
self._points[-1][0],
start_open=False,
end_open=False)
def span_interval(self, interval, start_open=False) -> Interval:
"""
Returns the time interval which fully contains the specified interval.
"""
interval = Interval.parse(interval, default_inf=True)
if interval.is_empty:
return Interval.empty()
elif interval.start == interval.end:
return self.span_date(interval.start, start_open=start_open)
end_open = not start_open
if interval.is_negative_infinite:
start = -math.inf
else:
# Move outward if interval is closed but should be open
o = not interval.start_open and start_open
span = self.span_date(interval.start, start_open=o)
start = span.start
if interval.is_positive_infinite:
end = math.inf
else:
# Move outward if interval is closed but should be open
o = not interval.end_open and end_open
span = self.span_date(interval.end, start_open=not o)
end = span.end
return Interval(start,
end,
start_open=start_open,
end_open=not start_open)
def test_interval_contains_inf():
inf = Interval.infinite()
assert inf.contains(math.inf) is True
assert inf.contains(-math.inf) is True
assert Interval.gte(0).contains(math.inf) is True
assert Interval.gte(0).contains(-math.inf) is False
assert Interval.lte(0).contains(math.inf) is False
assert Interval.lte(0).contains(-math.inf) is True
def __init__(self, y, domain=None):
super().__init__(min_step=math.inf)
self._value = y
if domain is not None:
domain = Interval.parse(domain)
else:
domain = Interval.infinite()
self._const_interval = domain
def __init__(self, min_step=None):
self.name = None
self._domain = None
self._observer_data = {}
self._ordered_observer_tokens = []
self._begin_update_interval = Interval.empty()
self._end_update_interval = Interval.empty()
self.min_step = min_step
def update_extension(self):
if self.start:
x = self.curve.domain.start
if x is not None and self.curve.domain.start_open and self.curve.domain.contains(x + self.min_step):
x += self.min_step
y = None
d_y = None
if self.regression_degree is not None:
x1 = x
for i in range(self.regression_degree):
x1 = self.curve.x_next(x1, min_step=self.min_step)
domain = Interval(x, x1)
tangent = self.curve.regression(domain, min_step=self.min_step)
if tangent is not None:
y = tangent.y(x)
d_y = tangent.slope
elif self.regression_period is not None:
domain = Interval(x, x + self.regression_period)
tangent = self.curve.regression(domain, min_step=self.min_step)
if tangent is not None:
y = tangent.y(x)
d_y = tangent.slope
else:
y = self.curve.y(x)
d_y = self.curve.d_y(x, forward=True)
self.start_valid = y is not None and d_y is not None
if self.start_valid:
self.update_extension_func(self.start_func, x, y, d_y)
if self.end:
x = self.curve.domain.end
if x is not None and self.curve.domain.end_open and self.curve.domain.contains(x - self.min_step):
x -= self.min_step
y = None
d_y = None
if self.regression_degree is not None:
x0 = x
for i in range(self.regression_degree):
x0 = self.curve.x_previous(x0, min_step=self.min_step)
domain = Interval(x0, x)
tangent = self.curve.regression(domain, min_step=self.min_step)
if tangent is not None:
y = tangent.y(x)
d_y = tangent.slope
elif self.regression_period is not None:
domain = Interval(x - self.regression_period, x)
tangent = self.curve.regression(domain, min_step=self.min_step)
if tangent is not None:
y = tangent.y(x)
d_y = tangent.slope
else:
y = self.curve.y(x)
d_y = self.curve.d_y(x, forward=False)
self.end_valid = y is not None and d_y is not None
if self.end_valid:
self.update_extension_func(self.end_func, x, y, d_y)
def test_round():
assert Interval(1.2, 3.4).round() == (1, 3)
assert Interval(1.2, 3.4).round(method=math.floor) == (1, 3)
assert Interval(1.2, 3.4).round(method=math.ceil) == (2, 4)
assert Interval.open_closed(1.2, 3.4).round() == Interval.open_closed(1, 3)
assert Interval.closed_open(1.2, 3.4).round() == Interval.closed_open(1, 3)
assert Interval.empty().round() == Interval.empty()
def _did_update_extremas(self):
self.possible_extrema = None
self.possible_extrema_phase = None
if len(self.extremas) == 0:
self.extrema_interval = Interval.empty()
else:
self.extrema_interval = Interval(self.extrema_xs[0],
self.extrema_xs[-1],
start_open=False,
end_open=False)
def get_range(self, domain=None, **kwargs):
points = self.sample_points(domain=domain, **kwargs)
low = None
high = None
for p in points:
if low is None or p[1] < low:
low = p[1]
if high is None or p[1] > high:
high = p[1]
if low is None or high is None:
return Interval.empty()
return Interval(low, high)
def test_duplicate_multiple_nested_function_update():
points = Points([])
f = (points * 0.5 + points * 0.5) * 2
points.append((0, 1))
assert f.is_updating is False
assert f.domain == Interval.point(0)
assert f.y(0) == 2
points.append((1, 1))
assert f.is_updating is False
assert f.domain == Interval(0, 1)
assert f.y(1) == 2
def test_sample_infinite():
f = Constant(1)
with pytest.raises(Exception):
f.sample_points()
with pytest.raises(Exception):
f.sample_points(domain=Interval.infinite())
with pytest.raises(Exception):
f.sample_points(domain=Interval.gte(0))
with pytest.raises(Exception):
f.sample_points(domain=Interval.lte(0))
def test_span_interval():
assert Duration('1h').span_interval(Interval.open(3600, 2 * 3600),
start_open=False) == span(
3600, 2 * 3600, start_open=False)
assert Duration('1h').span_interval(Interval.open(3600, 2 * 3600),
start_open=True) == span(
3600, 2 * 3600, start_open=True)
assert Duration('1h').span_interval(Interval.closed(3600, 2 * 3600),
start_open=False) == span(
3600, 3 * 3600, start_open=False)
assert Duration('1h').span_interval(Interval.closed(3600, 2 * 3600),
start_open=True) == span(
0, 2 * 3600, start_open=True)
def reset(self, domain=None):
points_len = len(self._points)
if points_len == 0:
return
if domain is None:
return self.set([])
domain = Interval.parse(domain)
if not self.domain.intersects(domain):
return
if domain.is_superset_of(self.domain):
self.set([])
return
remove_start_i, remove_end_i = self._domain_indexes(domain)
if remove_start_i == remove_end_i:
# Nothing to remove
return
head = self._points[:remove_start_i]
tail = self._points[remove_end_i:]
if len(head) != 0 and domain.contains(head[-1][0]):
del head[-1]
if len(tail) != 0 and domain.contains(tail[0][0]):
del tail[0]
head_len = len(head)
tail_len = len(tail)
if head_len + tail_len == 0:
self.set([])
return
points = head + tail
update_start = self._points[0][0]
update_start_open = False
if head_len != 0:
update_start = head[-1][0]
update_start_open = True
update_end = self._points[-1][0]
update_end_open = False
if tail_len != 0:
update_end = tail[0][0]
update_end_open = True
update_domain = Interval(update_start,
update_end,
start_open=update_start_open,
end_open=update_end_open)
self.set(points, update_domain=update_domain)
def test_duplicate_function_update():
points = Points([])
f = points + points
points.append((0, 1))
assert points.is_updating is False
assert f.is_updating is False
assert f.domain == Interval.point(0)
assert f.y(0) == 2
points.append((1, 1))
assert points.is_updating is False
assert f.is_updating is False
assert f.domain == Interval(0, 1)
assert f.y(1) == 2
def test_max():
f = Curve.max([Points([(0, -1), (1, 0), (2, 1)]), 0])
assert f.domain == Interval.closed(0, 2)
assert f.y(-1) is None
assert f.y(0) == 0
assert f.y(1) == 0
assert f.y(2) == 1
assert f.y(3) is None
f = Curve.max([0, Points([(0, -1), (1, 0), (2, 1)])])
assert f.domain == Interval.closed(0, 2)
assert f.y(-1) is None
assert f.y(0) == 0
assert f.y(1) == 0
assert f.y(2) == 1
assert f.y(3) is None
def trim_list(cls,
quotes: List['Quote'],
domain: Any = None) -> List['Quote']:
"""
Removes empty quotes from the start and end of the list.
If a domain is specified, only empty quotes outside of the
domain are removed.
"""
if len(quotes) == 0:
return []
i0: Optional[int] = None
i1: Optional[int] = None
r = range(len(quotes))
if domain is not None:
domain = Interval.parse(domain)
for i in r:
q = quotes[i]
if not q.is_empty or (domain is not None
and domain.intersects(q.domain)):
i0 = i
break
if i0 is None:
return []
for i in reversed(r):
q = quotes[i]
if not q.is_empty or (domain is not None
and domain.intersects(q.domain)):
i1 = i
break
assert i1 is not None
return quotes[i0:i1 + 1]
def empty_between(cls, q0: 'Quote', q1: 'Quote') -> List['Quote']:
"""
Returns empty quotes between `q0` and `q1`.
"""
resolution = q0.resolution
if q1.resolution != q1.resolution:
raise Exception('Quote resolutions must be equal')
missing_interval = q1.start_date - q0.end_date
if missing_interval == 0:
return []
elif missing_interval < 0:
raise Exception('Quotes must be in ascending order')
ohlc = [q0.close] * 4
quotes = []
domain = Interval.intersection(
[q0.domain.get_gt(), q1.domain.get_lt()])
assert domain.is_finite
for span in resolution.iterate(domain, start_open=domain.start_open):
q = Quote(ohlc, date=span.start, volume=0.0, resolution=resolution)
quotes.append(q)
if quotes[-1].end_date > q1.start_date:
raise Exception(
f'Unregular quote distance between filled quote {quotes[-1]} and {q1}'
)
return quotes
def __init__(self, func, start=True, end=True, uniform=True, raise_on_empty=False, min_step=MIN_STEP):
super().__init__(min_step=min_step)
self.curve = Curve.parse(func)
if self.curve.domain.is_negative_infinite:
start = False
if self.curve.domain.is_positive_infinite:
end = False
self.start = start
self.end = end
self.start_valid = True
self.end_valid = True
self.uniform = uniform
self.raise_on_empty = raise_on_empty
self.extension_interval = Interval.empty()
self._extension_stale = True
self._extension_interval_stale = True
self.curve.add_observer(begin=self.begin_extension_update, end=self.end_extension_update, prioritize=True)
self.start_func = None
self.end_func = None
if self.start:
self.start_func = self.create_extension_func(start=True)
self.start_func.add_observer(self, begin=self.begin_update, end=self.end_update)
if self.end:
self.end_func = self.create_extension_func(start=False)
self.end_func.add_observer(self, begin=self.begin_update, end=self.end_update)
def replace(self, point, or_append=False):
if not self.domain.contains(point[0]):
if or_append:
return self.append(point)
else:
raise Exception(
'Attempting to replace point outside of bounds')
update_domain = Interval.point(point[0])
self.begin_update(update_domain)
nearest_i = int(math.ceil(self.x_index(point[0])))
nearest_p = self._points[nearest_i]
if point[0] != nearest_p[0]:
if self._force_equally_spaced:
raise Exception(
'Attempting to replace point {} between existing points. The nearest is {}.'
.format(point, nearest_p))
else:
self._points.insert(nearest_i, point)
self._is_equally_spaced = False
else:
self._points[nearest_i] = point
self._did_change_points()
self.end_update(update_domain)
def __init__(self,
min_width,
is_upper_trend=True,
min_points=None,
min_point_distance=0,
search_length_rel=None,
search_length_int_rel=None,
x_tol_rel=None,
x_tol_abs=None,
y_tol_rel=None,
y_tol_abs=None):
self.min_width = min_width
self.is_upper_trend = is_upper_trend
self.min_points = min_points
self.min_point_distance = min_point_distance
self.search_length_rel = search_length_rel
self.search_length_int_rel = search_length_int_rel
self.x_tol_rel = x_tol_rel
self.x_tol_abs = x_tol_abs
self.y_tol_rel = y_tol_rel
self.y_tol_abs = y_tol_abs
"""A list of points through which the trend line is formed."""
self.trend_points = []
"""An unfiltered list of points from which trend points are derived."""
self._boundary_points = []
"""A list of points which touch the trend line without the underlying trend crossing the trend."""
self.tangent_points = []
self._line = None
self.search_interval = Interval.empty()
self.reset_points_of_interest()
self.reset_prediction()
def domain(self):
if self._domain is None:
self._domain = Interval(self.start_date,
self.end_date,
start_open=DOMAIN_START_OPEN,
end_open=not DOMAIN_START_OPEN)
return self._domain
def update_interval(self):
len_trend_points = len(self.trend_points)
if self._line is None:
if len_trend_points == 1:
self.search_interval = Interval.point(self.trend_points[0][0])
else:
self.search_interval = Interval.empty()
return
p0, p1 = self._line
if p0[0] == p1[0]:
# vertical line
self.search_interval = Interval.point(p0[0])
return
if self.search_length_rel <= 0:
self.search_interval = Interval.closed(p0[0], p1[0])
return
x_min = p0[0]
x_max = p1[0]
intersection = self.intersections[0] if len(
self.intersections) != 0 else None
if intersection is not None and intersection[0] <= x_min:
intersection = None
if intersection is None or len_trend_points >= self.min_points:
# search ahead
x_length = (x_max - x_min) * self.search_length_rel
else:
# not enought points to go through intersection
x_length = intersection[0] - x_min
# if intersection is None:
# # search ahead
# x_length = (x_max - x_min) * self.search_length_rel
# elif len_trend_points >= self.min_points:
# # search ahead of intersection
# x_length = (intersection[0] - x_min) * self.search_length_int_rel
# else:
# # not enought points to go through intersection
# x_length = intersection[0] - x_min
x_max = x_min + x_length
self.search_interval = Interval.closed_open(x_min, x_max)
def test_subset():
d = Interval(1, 3)
assert d.is_subset_of((0, 4))
assert d.is_subset_of((1, 3))
assert not d.is_subset_of(Interval.closed_open(1, 3))
assert d.is_superset_of((2, 2))
assert d.is_superset_of((1, 3))
assert d.is_superset_of(Interval.closed_open(1, 3))
def _calendar_span(self, date, start_open=False) -> Interval:
"""
Returns the time interval which contains the specified `date`.
"""
date = arrow.get(date)
t = self._normalized_date(date)
msec = timedelta(microseconds=1)
start = date - msec
end = date + msec
degree = self.degree
unit = self.unit
sunit = type(self).singular_unit(unit)
date_span = None
force_agr = unit == WEEKS
if force_agr:
# Special case
sunit = type(self).singular_unit(DAYS)
# Find matching unit interval (1d, 1h, etc)
for r0, r1 in arrow.Arrow.span_range(sunit, start, end):
# Normalize range end
r1 += msec
interval = Interval(r0.float_timestamp,
r1.float_timestamp,
start_open=start_open,
end_open=not start_open)
if interval.contains(t):
if degree == 1 and not force_agr:
return interval
else:
date_span = r0, r1
break
# Expand into aggregate interval
if self.unit == YEARS:
start_date, end_date = self._expand_years(date_span)
elif self.parent is not None and self.parent.unit == YEARS:
start_date, end_date = self._expand_within_year(date_span)
else:
raise Exception(f'Unable to expand unit: {self.unit}')
return Interval(self._normalized_date(start_date),
self._normalized_date(end_date),
start_open=start_open,
end_open=not start_open)
def pad(self, interval, start=0, end=0, start_open=False) -> Interval:
"""
Appends calendar lengths to the start and end of a interval.
"""
interval = self.span_interval(interval, start_open=start_open)
if interval.is_empty:
return Interval.empty()
l = interval.start
if not interval.is_negative_infinite:
l = self.step(l, count=start, backward=True)
h = interval.end
if not interval.is_positive_infinite:
h = self.step(h, count=end)
return Interval(l, h, start_open=start_open, end_open=not start_open)
def test_iterate_uniform():
spans = list(
Duration('1h').iterate(Interval.closed(2 * 3600, 4 * 3600),
start_open=False))
assert len(spans) == 3
assert spans[0] == span(2 * 3600, 3 * 3600, start_open=False)
assert spans[1] == span(3 * 3600, 4 * 3600, start_open=False)
assert spans[2] == span(4 * 3600, 5 * 3600, start_open=False)
spans = list(
Duration('1h').iterate(Interval.closed(2 * 3600, 4 * 3600),
backward=True,
start_open=False))
assert len(spans) == 3
assert spans[0] == span(4 * 3600, 5 * 3600, start_open=False)
assert spans[1] == span(3 * 3600, 4 * 3600, start_open=False)
assert spans[2] == span(2 * 3600, 3 * 3600, start_open=False)
