def testNonEmpty(self): ds = dataseries.BarDataSeries() for i in range(10): ds.appendValue( bar.Bar(datetime.datetime.now() + datetime.timedelta(seconds=i), 0, 0, 0, 0, 0, 0) ) for i in range(0, 10): self.assertTrue(ds.getValue(i) != None)
def __buildBarDataSeries(self, closePrices, highPrices, lowPrices):
assert (len(closePrices) == len(highPrices) == len(lowPrices))
ret = dataseries.BarDataSeries()
for i in range(len(highPrices)):
ret.appendValue(
self.__buildBar(closePrices[i], highPrices[i], lowPrices[i],
closePrices[i]))
return ret
def testAppendInvalidDatetime(self): ds = dataseries.BarDataSeries() for i in range(10): now = datetime.datetime.now() + datetime.timedelta(seconds=i) ds.appendValue( bar.Bar(now, 0, 0, 0, 0, 0, 0) ) # Adding the same datetime twice should fail self.assertRaises(Exception, ds.appendValue, bar.Bar(now, 0, 0, 0, 0, 0, 0)) # Adding a previous datetime should fail self.assertRaises(Exception, ds.appendValue, bar.Bar(now - datetime.timedelta(seconds=i), 0, 0, 0, 0, 0, 0))
def testNestedDataSeries(self): ds = dataseries.BarDataSeries() for i in range(10): ds.appendValue( bar.Bar(datetime.datetime.now() + datetime.timedelta(seconds=i), 2, 4, 1, 3, 10, 3) ) self.__testGetValue(ds.getOpenDataSeries(), 10, 2) self.__testGetValue(ds.getCloseDataSeries(), 10, 3) self.__testGetValue(ds.getHighDataSeries(), 10, 4) self.__testGetValue(ds.getLowDataSeries(), 10, 1) self.__testGetValue(ds.getVolumeDataSeries(), 10, 10) self.__testGetValue(ds.getAdjCloseDataSeries(), 10, 3)
def testEmpty(self): ds = dataseries.BarDataSeries() self.assertTrue(ds.getValue(-2) == None) self.assertTrue(ds.getValue(-1) == None) self.assertTrue(ds.getValue() == None) self.assertTrue(ds.getValue(1) == None) self.assertTrue(ds.getValue(2) == None) self.assertTrue(ds.getValueAbsolute(-1) == None) self.assertTrue(ds.getValueAbsolute(0) == None) self.assertTrue(ds.getValueAbsolute(1000) == None)
def __loadSarTestBarDs(self):
seconds = 0
ret = dataseries.BarDataSeries()
for i in xrange(len(SAR_HIGH)):
dateTime = datetime.datetime.now() + datetime.timedelta(
seconds=seconds)
ret.appendValue(
bar.Bar(dateTime, SAR_LOW[i], SAR_HIGH[i], SAR_LOW[i],
SAR_HIGH[i], 0, SAR_LOW[i]))
seconds += 1
return ret
def __loadBarDS(self):
seconds = 0
ret = dataseries.BarDataSeries()
for i in xrange(len(OPEN_VALUES)):
dateTime = datetime.datetime.now() + datetime.timedelta(
seconds=seconds)
ret.appendValue(
bar.Bar(dateTime, OPEN_VALUES[i], HIGH_VALUES[i],
LOW_VALUES[i], CLOSE_VALUES[i], VOLUME_VALUES[i],
CLOSE_VALUES[i]))
seconds += 1
return ret
def registerInstrument(self, instrument): self.__defaultInstrument = instrument if instrument not in self.__ds: self.__ds[instrument] = dataseries.BarDataSeries()