示例#1
0
def test_redefine_time_frame():
    stock = StockDataFrame(get_1m_tencent().iloc[:20],
                           date_col=TIME_KEY,
                           time_frame='5m')

    new_stock = StockDataFrame(stock, cumulators={'open': cumulators['open']})

    stock = stock.cumulate()
    new_stock = new_stock.cumulate()

    assert np.array_equal(stock['open'].to_numpy(),
                          new_stock['open'].to_numpy())

    assert np.array_equal(stock['close'].to_numpy(),
                          new_stock['close'].to_numpy())
示例#2
0
def test_cumulate(tencent):
    stock = StockDataFrame(tencent, date_col=TIME_KEY,
                           time_frame='5m').cumulate()

    expect_cumulated(tencent, stock, LENGTH)

    assert stock.equals(stock.cumulate())
def test_cum_append_feat_indicator():
    tencent = get_1m_tencent()

    stock = StockDataFrame(tencent.iloc[:19],
                           date_col=TIME_KEY,
                           time_frame='5m').cumulate()

    ma = stock['ma:2'][-1]

    assert ma == stock.iloc[-2:]['close'].sum() / 2

    stock = stock.cum_append(tencent.iloc[19:20])
    assert stock._stock_columns_info_map['ma:2,close'].size == len(stock) - 1

    new_ma = stock['ma:2'][-1]

    assert ma != new_ma

    stock = StockDataFrame(stock, time_frame='15m')

    assert stock._stock_columns_info_map['ma:2,close'].size == len(stock)

    stock = stock.cum_append(tencent.iloc[20:21])
    assert stock._stock_columns_info_map['ma:2,close'].size == len(stock) - 1

    stock = stock.cumulate()

    # Time frame changed, so info map should not be inherited
    assert 'ma:2,close' not in stock._stock_columns_info_map