def testAppendInvalidDatetime(self):
ds = dataseries.BarDataSeries()
for i in range(10):
now = datetime.datetime.now() + datetime.timedelta(seconds=i)
ds.append_value(bar.Bar(now, 0, 0, 0, 0, 0, 0))
# Adding the same datetime twice should fail
self.assertRaises(Exception, ds.append_value,
bar.Bar(now, 0, 0, 0, 0, 0, 0))
# Adding a previous datetime should fail
self.assertRaises(
Exception, ds.append_value,
bar.Bar(now - datetime.timedelta(seconds=i), 0, 0, 0, 0, 0, 0))
def parse_bar(self, csv_row_dict):
date_time = self.__parse_date_time(csv_row_dict["Date Time"])
close = float(csv_row_dict["Close"])
open_ = float(csv_row_dict["Open"])
high = float(csv_row_dict["High"])
low = float(csv_row_dict["Low"])
volume = float(csv_row_dict["Volume"])
return bar.Bar(date_time, open_, high, low, close, volume, None)
def build_bars_from_closing_prices(closingPrices):
ret = []
nextDateTime = datetime.datetime.now()
for closePrice in closingPrices:
bar_ = bar.Bar(nextDateTime, closePrice, closePrice, closePrice, closePrice, closePrice, closePrice)
ret.append(bar_)
nextDateTime = nextDateTime + datetime.timedelta(days=1)
return ret
def testNonEmpty(self):
ds = dataseries.BarDataSeries()
for i in range(10):
ds.append_value(
bar.Bar(
datetime.datetime.now() + datetime.timedelta(seconds=i), 0,
0, 0, 0, 0, 0))
for i in range(0, 10):
self.assertTrue(ds.get_value(i) != None)
def __loadSarTestBarDs(self):
seconds = 0
ret = dataseries.BarDataSeries()
for i in xrange(len(SAR_HIGH)):
date_time = datetime.datetime.now() + datetime.timedelta(
seconds=seconds)
ret.append_value(
bar.Bar(date_time, SAR_LOW[i], SAR_HIGH[i], SAR_LOW[i],
SAR_HIGH[i], 0, SAR_LOW[i]))
seconds += 1
return ret
def __loadBarDS(self):
seconds = 0
ret = dataseries.BarDataSeries()
for i in xrange(len(OPEN_VALUES)):
date_time = datetime.datetime.now() + datetime.timedelta(
seconds=seconds)
ret.append_value(
bar.Bar(date_time, OPEN_VALUES[i], HIGH_VALUES[i],
LOW_VALUES[i], CLOSE_VALUES[i], VOLUME_VALUES[i],
CLOSE_VALUES[i]))
seconds += 1
return ret
def testSeqLikeOps(self):
ds = dataseries.BarDataSeries()
for i in range(10):
ds.append_value(
bar.Bar(
datetime.datetime.now() + datetime.timedelta(seconds=i), 2,
4, 1, 3, 10, 3))
self.assertEqual(ds[-1], ds.get_value())
self.assertEqual(ds[-2], ds.get_value(1))
self.assertEqual(ds[0], ds[0])
self.assertEqual(ds[1], ds[1])
self.assertEqual(ds[-2:][-1], ds.get_value())
def row_to_bar(self, row):
row = row.split(',')
dt = row[0]
date = datetime.datetime(int(dt[:4]), int(dt[5:7]), int(dt[8:10]))
open_ = float(row[1])
high = float(row[2])
low = float(row[3])
close = float(row[4])
volume = float(row[5])
adj_close = float(row[6])
try:
return bar.Bar(date, open_, high, low, close, volume, adj_close)
except AssertionError as e:
return str(e)
def testNestedDataSeries(self):
ds = dataseries.BarDataSeries()
for i in range(10):
ds.append_value(
bar.Bar(
datetime.datetime.now() + datetime.timedelta(seconds=i), 2,
4, 1, 3, 10, 3))
self.__testGetValue(ds.get_open_data_series(), 10, 2)
self.__testGetValue(ds.get_close_data_series(), 10, 3)
self.__testGetValue(ds.get_high_data_series(), 10, 4)
self.__testGetValue(ds.get_low_data_series(), 10, 1)
self.__testGetValue(ds.get_volume_data_series(), 10, 10)
self.__testGetValue(ds.get_adj_close_data_series(), 10, 3)
def row_to_bar(self, row):
row = row.split(',')
try:
date = datetime.datetime.fromtimestamp(int(row[0]))
except ValueError:
date = datetime.datetime.strptime(row[0], settings.DATE_FORMAT)
close = float(row[1])
high = float(row[2])
low = float(row[3])
open_ = float(row[4])
volume = float(row[5])
try:
return bar.Bar(date, open_, high, low, close, volume, close)
except AssertionError, e:
return str(e)