def test_should_return_high_for_previous_n_days(self):
prices = np.ma.zeros(20)
prices[0] = 2.0
highs = n_day_highs(prices, 10)
self.assertEqual(2.0, highs[10])
for i in range(11, 20):
self.assertEquals(0, highs[i])
def test_should_mask_first_n_days_for_lows(self):
prices = np.ma.zeros(20)
prices[9] = 1
highs = n_day_highs(prices, 10)
for i in range(0, 10):
self.assertTrue(highs[i].mask)
for i in range(10, 20):
self.assertEqual(1, highs[i])
def test_should_return_empty_highs(self):
highs = n_day_highs(np.ma.zeros(0), 10)
self.assertEqual(0, len(highs))
def test_should_return_highs_with_same_size_as_prices(self):
prices = np.ma.zeros(20)
highs = n_day_highs(prices, 10)
self.assertEqual(20, len(highs))
