def test_zscore(self):
ts = [
(datetime.datetime(2013, 10, 31), 4.53),
(datetime.datetime(2013, 11, 1), 3.87),
(datetime.datetime(2013, 11, 4), -2.89),
(datetime.datetime(2013, 11, 5), -0.18),
(datetime.datetime(2013, 11, 6), 1.36),
(datetime.datetime(2013, 11, 7), 6.32),
(datetime.datetime(2013, 11, 8), 0.51),
(datetime.datetime(2013, 11, 11), -5.98),
(datetime.datetime(2013, 11, 12), -6.30),
(datetime.datetime(2013, 11, 13), 0.51),
]
zsc = timeseries.zscore(ts)
ave = (4.53 + 3.87 - 2.89 - 0.18 + 1.36 +
6.32 + 0.51 - 5.98 - 6.30 + 0.51)/10.0
var = ((4.53 - ave)**2 + (3.87 - ave)**2 + (-2.89 - ave)**2 +
(-0.18 - ave)**2 + (1.36 - ave)**2 + (6.32 - ave)**2 +
(0.51 - ave)**2 + (-5.98 - ave)**2 + (-6.30 - ave)**2 +
(0.51 - ave)**2)/10.0
expected_result = [(datetime.datetime(2013, 11, 13),
(0.51 - ave)/(var**0.5))]
self.assertEqual(zsc, expected_result)
def update(self, data, config):
ts = sorted(zip(data['dates'], data['values']))
self.current.SetLabel('{0}'.format(ts[-1][1]))
min = timeseries.min(ts)[0]
self.min_val.SetLabel('{0} ({1})'.
format(min[1], min[0].strftime('%Y-%m-%d')))
max = timeseries.max(ts)[0]
self.max_val.SetLabel('{0} ({1})'.
format(max[1], max[0].strftime('%Y-%m-%d')))
self.ave.SetLabel('{0:.2f}'.format(timeseries.mean(ts)[0][1]))
self.sd.SetLabel('{0:.2f}'.format(timeseries.sd(ts)[0][1]))
self.zscore.SetLabel('{0:.2f}'.
format(timeseries.zscore(ts)[0][1]))