(self)
| 873 | self.assertEqual(quantile(np.r_[1, 3, 2]), .5) |
| 874 | |
| 875 | def test_resample_apply(self): |
| 876 | res = resample_apply('D', SMA, EURUSD.Close, 10) |
| 877 | self.assertEqual(res.name, 'C[D]') |
| 878 | self.assertEqual(res.count() / res.size, .9634) |
| 879 | np.testing.assert_almost_equal(res.iloc[-48:].unique().tolist(), |
| 880 | [1.242643, 1.242381, 1.242275], |
| 881 | decimal=6) |
| 882 | |
| 883 | def resets_index(*args): |
| 884 | return pd.Series(SMA(*args).values) |
| 885 | |
| 886 | res2 = resample_apply('D', resets_index, EURUSD.Close, 10) |
| 887 | self.assertTrue((res.dropna() == res2.dropna()).all()) |
| 888 | self.assertTrue((res.index == res2.index).all()) |
| 889 | |
| 890 | res3 = resample_apply('D', None, EURUSD) |
| 891 | self.assertIn('Volume', res3) |
| 892 | |
| 893 | res3 = resample_apply('D', lambda df: (df.Close, df.Close), EURUSD) |
| 894 | self.assertIsInstance(res3, pd.DataFrame) |
| 895 | |
| 896 | def test_plot_heatmaps(self): |
| 897 | bt = Backtest(GOOG, SmaCross) |
nothing calls this directly
no test coverage detected