def testTimeseries(self): cal = Calendar('China.SSE') dates = cal.bizDatesList(Date(2014, 1, 1), Date(2015, 7, 21)) values = [0.1 * i for i, _ in enumerate(dates)] ts = Timeseries(dates, values) self.assertEqual(ts.size(), len(dates)) firstDate = ts.firstDate() lastDate = ts.lastDate() self.assertEqual( dates[0], firstDate, "Expected first date {0} is not equal to ts's first date {1}". format(dates[0], firstDate)) self.assertEqual( dates[-1], lastDate, "Expected last date {0} is not equal to ts's last date {1}".format( dates[-1], lastDate)) for date, value in zip(dates, values): self.assertEqual( ts[date], value, "Expected value at day {0} is not equal to expected {1:f}". format(date, value))
def testTimeseries(self): cal = Calendar('China.SSE') dates = cal.bizDatesList(Date(2014, 1, 1), Date(2015, 7, 21)) values = [0.1 * i for i, _ in enumerate(dates)] ts = Timeseries(dates, values) self.assertEqual(ts.size(), len(dates)) firstDate = ts.firstDate() lastDate = ts.lastDate() self.assertEqual(dates[0], firstDate, "Expected first date {0} is not equal to ts's first date {1}" .format(dates[0], firstDate)) self.assertEqual(dates[-1], lastDate, "Expected last date {0} is not equal to ts's last date {1}" .format(dates[-1], lastDate)) for date, value in zip(dates, values): self.assertEqual(ts[date], value, "Expected value at day {0} is not equal to expected {1:f}" .format(date, value))
def setUp(self): cal = Calendar('China.SSE') self.dates = cal.bizDatesList(Date(2014, 1, 1), Date(2015, 7, 21)) self.rets = [0.05 for _ in self.dates]
def setUp(self): cal = Calendar('China.SSE') self.dates = cal.bizDatesList(Date(2014, 1, 1), Date(2015, 7, 21)) self.rets = [0.05 for _ in self.dates]