def testAdditionOperation(self):
res = api.parse('YHOO+GOOG')
self.assertEqual(len(res.children), 2)
names = res.symbols()
self.assertEqual(len(names), 2)
self.assertEqual(names[0], str(res.left))
self.assertEqual(names[1], str(res.right))
def testTwoTimeSeries(self):
'''Get a timeseries and a function and check for consistency'''
res = api.parse('gs:yahoo, min(gs:yahoo, window=30)')
self.assertEqual(res.symbols(), ['GS:YAHOO'])
self.assertEqual(len(res), 2)
self.assertEqual(str(res[0]), 'GS:YAHOO')
self.assertEqual(str(res[1]), 'min(GS:YAHOO, window=30)')
def testAdditionOperation(self):
res = api.parse('YHOO+GOOG')
self.assertEqual(len(res.children), 2)
names = res.symbols()
self.assertEqual(len(names), 2)
self.assertEqual(names[0], str(res.left))
self.assertEqual(names[1], str(res.right))
def testSpecialSymbol2(self):
'''Symbol can be included by character'''
res = api.parse('`EURSW6M2YR_2.2`')
names = res.symbols()
self.assertEqual(len(names), 1)
self.assertEqual(str(res), '`EURSW6M2YR_2.2`')
self.assertEqual(names[0], 'EURSW6M2YR_2.2')
def testSpecialSymbol2(self):
'''Symbol can be included by character'''
res = api.parse('`EURSW6M2YR_2.2`')
names = res.symbols()
self.assertEqual(len(names), 1)
self.assertEqual(str(res), '`EURSW6M2YR_2.2`')
self.assertEqual(names[0], 'EURSW6M2YR_2.2')
def testTwoTimeSeries(self):
'''Get a timeseries and a function and check for consistency'''
res = api.parse('gs:yahoo, min(gs:yahoo, window=30)')
self.assertEqual(res.symbols(), ['GS:YAHOO'])
self.assertEqual(len(res), 2)
self.assertEqual(str(res[0]), 'GS:YAHOO')
self.assertEqual(str(res[1]), 'min(GS:YAHOO, window=30)')
def testSpecialSymbol(self):
'''Symbol can be included by character'''
res = api.parse('`FX-15`+amzn')
self.assertEqual(len(res.children), 2)
names = res.symbols()
self.assertEqual(len(names), 2)
self.assertEqual(names[0], 'FX-15')
self.assertEqual(names[1], 'AMZN')
def testSpecialSymbol(self):
'''Symbol can be included by character'''
res = api.parse('`FX-15`+amzn')
self.assertEqual(len(res.children), 2)
names = res.symbols()
self.assertEqual(len(names), 2)
self.assertEqual(names[0], 'FX-15')
self.assertEqual(names[1], 'AMZN')
def testOperationOrder(self):
res = api.parse('2*GOOG+4*YHOO')
self.assertEqual(len(res.children), 2)
self.assertTrue(isinstance(res, ast.PlusOp))
res1 = res.children[0]
self.assertTrue(isinstance(res1, ast.MultiplyOp))
res2 = res.children[1]
self.assertTrue(isinstance(res2, ast.MultiplyOp))
def testOperationOrder(self):
res = api.parse('2*GOOG+4*YHOO')
self.assertEqual(len(res.children), 2)
self.assertTrue(isinstance(res, ast.PlusOp))
res1 = res.children[0]
self.assertTrue(isinstance(res1, ast.MultiplyOp))
res2 = res.children[1]
self.assertTrue(isinstance(res2, ast.MultiplyOp))
def testDataProvider(self):
result = api.evaluate('2*GOOG, GOOG')
self.assertEqual(len(result.data), 1)
self.assertEqual(result.expression, api.parse('2*GOOG, GOOG'))
data = result.ts()
self.assertTrue(api.is_timeseries(data))
self.assertEqual(data.count(), 2)
ts1 = data.serie(0)
ts2 = data.serie(1)
for v1, v2 in zip(ts1, ts2):
self.assertAlmostEqual(v1, 2. * v2)
def testDataProvider(self):
result = api.evaluate('2*GOOG, GOOG')
self.assertEqual(len(result.data), 1)
self.assertEqual(result.expression, api.parse('2*GOOG, GOOG'))
data = result.ts()
self.assertTrue(api.is_timeseries(data))
self.assertEqual(data.count(), 2)
ts1 = data.serie(0)
ts2 = data.serie(1)
for v1, v2 in zip(ts1, ts2):
self.assertAlmostEqual(v1, 2.*v2)
def testBinOpSerieFunction(self):
'''Get a timeseries and a function and check for consistency'''
res = api.parse('goog:yahoo-ma(goog:yahoo, window=30)')
self.assertEqual(res.symbols(), ['GOOG:YAHOO'])
self.assertEqual(len(res), 2)
self.assertEqual(str(res[0]), 'GOOG:YAHOO')
self.assertEqual(str(res[1]), 'ma(GOOG:YAHOO, window=30)')
result = api.evaluate(res)
self.assertEqual(len(result.data), 1)
data = result.ts()
self.assertTrue(api.is_timeseries(data))
self.assertEqual(data.count(), 1)
def testBinOpSerieFunction(self):
'''Get a timeseries and a function and check for consistency'''
res = api.parse('goog:yahoo-ma(goog:yahoo, window=30)')
self.assertEqual(res.symbols(), ['GOOG:YAHOO'])
self.assertEqual(len(res), 2)
self.assertEqual(str(res[0]), 'GOOG:YAHOO')
self.assertEqual(str(res[1]), 'ma(GOOG:YAHOO, window=30)')
result = api.evaluate(res)
self.assertEqual(len(result.data), 1)
data = result.ts()
self.assertTrue(api.is_timeseries(data))
self.assertEqual(data.count(), 1)
def testName(self):
for name in self.names:
res = api.parse(name)
self.assertTrue(isinstance(res, ast.Symbol))
self.assertEqual(name.upper(), str(res))
def testTimesMinus(self):
result = api.parse('EUR*-3')
self.assertEqual(result.symbols(), ['EUR'])
self.assertEqual(len(result), 2)
self.assertEqual(str(result[0]), 'EUR')
self.assertEqual(str(result[1]), '-3')
def testSyntaxError2(self):
'''Symbol can be included by character'''
res = api.parse('yahoo, delta(goog')
self.assertTrue(res.malformed())
def testBinaryOperation(self):
res = api.parse('2*GOOG')
self.assertEqual(len(res.children), 2)
names = res.symbols()
self.assertEqual(len(names), 1)
self.assertEqual(names[0], str(res.right))
def testQuote(self):
res = api.parse('"FX-15"+amzn')
self.assertEqual(len(res.children), 2)
names = res.symbols()
self.assertEqual(len(names), 1)
self.assertEqual(names[0], str(res.right))
def testQuote(self):
res = api.parse('"FX-15"+amzn')
self.assertEqual(len(res.children), 2)
names = res.symbols()
self.assertEqual(len(names), 1)
self.assertEqual(names[0], str(res.right))
def testSyntaxError2(self):
'''Symbol can be included by character'''
res = api.parse('yahoo, delta(goog')
self.assertTrue(res.malformed())
def testName(self):
for name in self.names:
res = api.parse(name)
self.assertTrue(isinstance(res, ast.Symbol))
self.assertEqual(name.upper(), str(res))
def testBinaryOperation(self):
res = api.parse('2*GOOG')
self.assertEqual(len(res.children), 2)
names = res.symbols()
self.assertEqual(len(names), 1)
self.assertEqual(names[0], str(res.right))
def testTimesMinus(self):
result = api.parse('EUR*-3')
self.assertEqual(result.symbols(), ['EUR'])
self.assertEqual(len(result), 2)
self.assertEqual(str(result[0]), 'EUR')
self.assertEqual(str(result[1]), '-3')
def testQuotedLinearSuperimposition(self):
res = api.parse("4*`eur:rm@bla`-8*`abc:56`+4*`a-b-c:-20`")
self.assertEqual(len(res), 2)
def testQuotedLinearSuperimposition(self):
res = api.parse("4*`eur:rm@bla`-8*`abc:56`+4*`a-b-c:-20`")
self.assertEqual(len(res), 2)
