def testMovingHistoricalWindow(self):
# test simple historical value holder
window = 5
mh = MovingHistoricalWindow(window, "x")
benchmarkContainer = deque(maxlen=window)
for i, data in enumerate(self.sample):
mh.push(dict(x=data))
benchmarkContainer.append(data)
if i == 0:
with self.assertRaises(ValueError):
_ = mh[1]
for k in range(mh.size()):
expected = benchmarkContainer[mh.size() - 1 - k]
calculated = mh[k]
self.assertAlmostEqual(expected, calculated)
# test compounded historical value holder
ma = MovingSum(window, 'x')
mh = MovingHistoricalWindow(window, ma)
benchmarkContainer = deque(maxlen=window)
for i, data in enumerate(self.sample):
ma.push(dict(x=data))
mh.push(dict(x=data))
benchmarkContainer.append(ma.value)
if i == 0:
with self.assertRaises(ValueError):
_ = mh[1]
for k in range(mh.size()):
expected = benchmarkContainer[mh.size() - 1 - k]
calculated = mh[k]
self.assertAlmostEqual(
expected, calculated, 12, "at index {0} and position {1}\n"
"expected: {2}\n"
"calculated: {3}".format(i, k, expected, calculated))
def testMovingHistoricalWindow(self):
# test simple historical value holder
window = 5
mh = MovingHistoricalWindow(window, "x")
benchmarkContainer = deque(maxlen=window)
for i, data in enumerate(self.sample):
mh.push(dict(x=data))
benchmarkContainer.append(data)
if i == 0:
with self.assertRaises(ValueError):
_ = mh[1]
for k in range(mh.size):
expected = benchmarkContainer[mh.size - 1 - k]
calculated = mh[k]
self.assertAlmostEqual(expected, calculated)
# test compounded historical value holder
ma = MovingSum(window, 'x')
mh = MovingHistoricalWindow(window, ma)
benchmarkContainer = deque(maxlen=window)
for i, data in enumerate(self.sample):
ma.push(dict(x=data))
mh.push(dict(x=data))
benchmarkContainer.append(ma.value)
if i == 0:
with self.assertRaises(ValueError):
_ = mh[1]
for k in range(mh.size):
expected = benchmarkContainer[mh.size - 1 - k]
calculated = mh[k]
self.assertAlmostEqual(expected, calculated, 12, "at index {0} and position {1}\n"
"expected: {2}\n"
"calculated: {3}".format(i, k, expected, calculated))
def testMovingSum(self):
window = 120
total = 2500
mv = MovingSum(window, dependency='z')
runningSum = 0.0
con = []
for i in range(total):
value = float(i)
con.append(value)
mv.push(dict(z=value))
runningSum += value
if i >= window:
runningSum -= con[0]
con = con[1:]
if i >= window - 1:
expected = runningSum
calculated = mv.result()
self.assertAlmostEqual(
calculated, expected, 15, "at index {0:d}\n"
"Sum expected: {1:f}\n"
"Sum calculated: {2:f}".format(i, expected, calculated))
def testMovingSum(self):
window = 120
total = 2500
mv = MovingSum(window, dependency=['z'])
runningSum = 0.0
con = []
for i in range(total):
value = float(i)
con.append(value)
mv.push(dict(z=value))
runningSum += value
if i >= window:
runningSum -= con[0]
con = con[1:]
if i >= window - 1:
expected = runningSum
calculated = mv.result()
self.assertAlmostEqual(calculated, expected, 15, "at index {0:d}\n"
"Sum expected: {1:f}\n"
"Sum calculated: {2:f}".format(i, expected,
calculated))
