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Removes code branching on sequential/merged flags in StatefulTransform.

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So that the unit tests exercise the same transform logic as what
is executed a TradingAlgorithm object.
This commit is contained in:
Eddie Hebert
2013-01-30 16:23:40 -05:00
parent 7443b0c602
commit a6ce57ef4f
3 changed files with 11 additions and 59 deletions
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tests/test_transforms.py
+8 -6
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@@ -183,7 +183,7 @@ class TestFinanceTransforms(TestCase):
transformed = list(vwap.transform(self.source))
# Output values
tnfm_vals = [message.tnfm_value for message in transformed]
tnfm_vals = [message[vwap.get_hash()] for message in transformed]
# "Hand calculated" values.
expected = [
(10.0 * 100) / 100.0,
@@ -202,7 +202,7 @@ class TestFinanceTransforms(TestCase):
returns = Returns(1)
transformed = list(returns.transform(self.source))
tnfm_vals = [message.tnfm_value for message in transformed]
tnfm_vals = [message[returns.get_hash()] for message in transformed]
# No returns for the first event because we don't have a
# previous close.
@@ -226,7 +226,7 @@ class TestFinanceTransforms(TestCase):
returns = StatefulTransform(Returns, 2)
transformed = list(returns.transform(self.source))
tnfm_vals = [message.tnfm_value for message in transformed]
tnfm_vals = [message[returns.get_hash()] for message in transformed]
expected = [
0.0,
@@ -248,8 +248,10 @@ class TestFinanceTransforms(TestCase):
transformed = list(mavg.transform(self.source))
# Output values.
tnfm_prices = [message.tnfm_value.price for message in transformed]
tnfm_volumes = [message.tnfm_value.volume for message in transformed]
tnfm_prices = [message[mavg.get_hash()].price
for message in transformed]
tnfm_volumes = [message[mavg.get_hash()].volume
for message in transformed]
# "Hand-calculated" values
expected_prices = [
@@ -289,7 +291,7 @@ class TestFinanceTransforms(TestCase):
transformed = list(stddev.transform(self.source))
vals = [message.tnfm_value for message in transformed]
vals = [message[stddev.get_hash()] for message in transformed]
expected = [
None,