def testSignFunction(self):
        ma5 = MovingAverage(5, 'close')
        holder = Sign(ma5)
        holder2 = (ma5 ^ (-ma5)) >> Sign

        for i, close in enumerate(self.sampleClose):
            data = {'close': close}
            ma5.push(data)
            holder.push(data)
            holder2.push(data)

            expected = 1 if ma5.result() >= 0 else -1
            calculated = holder.result()

            self.assertEqual(calculated, expected, "at index {0:d}\n"
                                                   "expected:   {1:f}\n"
                                                   "calculated: {2:f}".format(i, expected, calculated))

            calculated = holder2.result()
            self.assertEqual(calculated[0], expected, "at index {0:d}\n"
                                                      "expected:   {1:f}\n"
                                                      "calculated: {2:f}".format(i, expected, calculated[0]))

            self.assertEqual(calculated[1], -expected, "at index {0:d}\n"
                                                       "expected:   {1:f}\n"
                                                       "calculated: {2:f}".format(i, expected, calculated[1]))
    def testSignFunction(self):
        ma5 = MovingAverage(5, 'close')
        holder = Sign(ma5)
        holder2 = (ma5 ^ (-ma5)) >> Sign

        for i, close in enumerate(self.sampleClose):
            data = {'close': close}
            ma5.push(data)
            holder.push(data)
            holder2.push(data)

            expected = 1 if ma5.result() >= 0 else -1
            calculated = holder.result()

            self.assertEqual(
                calculated, expected, "at index {0:d}\n"
                "expected:   {1:f}\n"
                "calculated: {2:f}".format(i, expected, calculated))

            calculated = holder2.result()
            self.assertEqual(
                calculated[0], expected, "at index {0:d}\n"
                "expected:   {1:f}\n"
                "calculated: {2:f}".format(i, expected, calculated[0]))

            self.assertEqual(
                calculated[1], -expected, "at index {0:d}\n"
                "expected:   {1:f}\n"
                "calculated: {2:f}".format(i, expected, calculated[1]))
示例#3
0
    def testSign(self):
        sign = Sign(dependency='close')

        for i, value in enumerate(self.samplesClose):
            sign.push(dict(close=value))
            expected = np.sign(self.samplesClose[i])

            calculated = sign.result()
            self.assertAlmostEqual(
                expected, calculated, 10, "at index {0:d}\n"
                "expected average:   {1:f}\n"
                "calculated average: {2:f}".format(i, expected, calculated))