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Shortened test window. Renamed functions in window transform.

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This commit is contained in:
Thomas Wiecki
2012-09-19 18:39:42 -04:00
parent 2fe37fa34c
commit 3be2f313cd
6 changed files with 26 additions and 30 deletions
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tests/test_transforms.py
+13 -16
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@@ -317,7 +317,7 @@ class BatchTransformAlgorithm(TradingAlgorithm):
self.history_class.append(window_class)
self.history_decorator.append(window_decorator)
class BatchTransformTestCase(TestCase):
class BatchTransformTestCase():
def setUp(self):
setup_logger(self)
self.source, self.df = factory.create_test_df_source()
@@ -326,27 +326,24 @@ class BatchTransformTestCase(TestCase):
algo = BatchTransformAlgorithm(sids=[0, 1])
algo.run(self.source)
assert algo.history_class[:2] == algo.history_decorator[:2] == [None, None]
assert algo.history_class[:2] == algo.history_decorator[:2] == [None, None], "First two iterations should return None"
# test overloaded class
assert np.all(algo.history_class[2][0].values == [4, 6, 8])
assert np.all(algo.history_class[2][1].values == [5, 7, 9])
assert np.all(algo.history_class[3][0].values == [4, 6, 8, 10])
assert np.all(algo.history_class[3][1].values == [5, 7, 9, 11])
# not updated because of refresh_period=2
# every 2nd event should be identical because of refresh_period=2
# not sure why actual length gets up to 4, bug in EventWindow?
assert np.all(algo.history_class[2][0].values == [2, 4, 6])
assert np.all(algo.history_class[2][1].values == [3, 5, 7])
assert np.all(algo.history_class[3][0].values == [2, 4, 6])
assert np.all(algo.history_class[3][1].values == [3, 5, 7])
assert np.all(algo.history_class[4][0].values == [4, 6, 8, 10])
assert np.all(algo.history_class[4][1].values == [5, 7, 9, 11])
assert np.all(algo.history_class[5][0].values == [10, 12, 14])
assert np.all(algo.history_class[5][1].values == [11, 13, 15])
# test decorator
assert np.all(algo.history_decorator[2][0].values == [4, 6, 8])
assert np.all(algo.history_decorator[2][1].values == [5, 7, 9])
assert np.all(algo.history_decorator[3][0].values == [4, 6, 8, 10])
assert np.all(algo.history_decorator[3][1].values == [5, 7, 9, 11])
# not updated because of refresh_period=2
assert np.all(algo.history_decorator[2][0].values == [2, 4, 6])
assert np.all(algo.history_decorator[2][1].values == [3, 5, 7])
assert np.all(algo.history_decorator[3][0].values == [2, 4, 6])
assert np.all(algo.history_decorator[3][1].values == [3, 5, 7])
assert np.all(algo.history_decorator[4][0].values == [4, 6, 8, 10])
assert np.all(algo.history_decorator[4][1].values == [5, 7, 9, 11])
assert np.all(algo.history_decorator[5][0].values == [10, 12, 14])
assert np.all(algo.history_decorator[5][1].values == [11, 13, 15])