Python Bar.merge示例

示例#1

文件： unit-tests.py 项目： sigmamonster/backtest

	def test_merge_bar(self):
		bc = Bar(self.sym, self.data[0])

		b1 = Bar(self.sym, self.data[0])
		b2 = Bar(self.sym, self.data[1])

		#base case b2 should replace all of b1 except open and date
		b1.merge(b2)
		self.assertTrue(b1.date == bc.date)
		self.assertTrue(b1.op == bc.op)
		self.assertTrue(b1.hi == b2.hi)
		self.assertTrue(b1.lo == b2.lo)
		self.assertTrue(b1.cl == b2.cl)

示例#2

	def test_merge_bar(self):
		bc = Bar(self.sym, self.data[0])

		b1 = Bar(self.sym, self.data[0])
		b2 = Bar(self.sym, self.data[1])

		#base case b2 should replace all of b1 except open and date
		b1.merge(b2)
		self.assertTrue(b1.date == bc.date)
		self.assertTrue(b1.op == bc.op)
		self.assertTrue(b1.hi == b2.hi)
		self.assertTrue(b1.lo == b2.lo)
		self.assertTrue(b1.cl == b2.cl)

示例#3

文件： unit-tests.py 项目： sigmamonster/backtest

	def test_merge_direct(self):
		
		bc = Bar(self.sym, self.data[0])

		b1 = Bar(self.sym, self.data[0])
		b2 = Bar(self.sym, self.data[1])
			
		b1.merge(b2.cl, b2.hi, b2.lo)
		self.assertTrue(b1.date == bc.date)
		self.assertTrue(b1.op == bc.op)
		self.assertTrue(b1.hi == b2.hi)
		self.assertTrue(b1.lo == b2.lo)
		self.assertTrue(b1.cl == b2.cl)
		
		b1 = Bar(self.sym, self.data[0])
		b1.merge(b2.cl, b2.hi)
		self.assertTrue(b1.date == bc.date)
		self.assertTrue(b1.op == bc.op)
		self.assertTrue(b1.hi == b2.hi)
		self.assertTrue(b1.lo == bc.lo)
		self.assertTrue(b1.cl == b2.cl)
	
		b1 = Bar(self.sym, self.data[0])
		b1.merge(b2.cl)
		self.assertTrue(b1.date == bc.date)
		self.assertTrue(b1.op == bc.op)
		self.assertTrue(b1.hi == bc.hi)
		self.assertTrue(b1.lo == bc.lo)
		self.assertTrue(b1.cl == b2.cl)

示例#4

	def test_merge_direct(self):
		
		bc = Bar(self.sym, self.data[0])

		b1 = Bar(self.sym, self.data[0])
		b2 = Bar(self.sym, self.data[1])
			
		b1.merge(b2.cl, b2.hi, b2.lo)
		self.assertTrue(b1.date == bc.date)
		self.assertTrue(b1.op == bc.op)
		self.assertTrue(b1.hi == b2.hi)
		self.assertTrue(b1.lo == b2.lo)
		self.assertTrue(b1.cl == b2.cl)
		
		b1 = Bar(self.sym, self.data[0])
		b1.merge(b2.cl, b2.hi)
		self.assertTrue(b1.date == bc.date)
		self.assertTrue(b1.op == bc.op)
		self.assertTrue(b1.hi == b2.hi)
		self.assertTrue(b1.lo == bc.lo)
		self.assertTrue(b1.cl == b2.cl)
	
		b1 = Bar(self.sym, self.data[0])
		b1.merge(b2.cl)
		self.assertTrue(b1.date == bc.date)
		self.assertTrue(b1.op == bc.op)
		self.assertTrue(b1.hi == bc.hi)
		self.assertTrue(b1.lo == bc.lo)
		self.assertTrue(b1.cl == b2.cl)