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Signal.py
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Signal.py
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#!/usr/bin/python
# -*- coding: utf8 -*-
# gb18030
# ===============================================================================
# 作者:fasiondog
# 历史:1)20130321, Added by fasiondog
# ===============================================================================
import unittest
from test_init import *
class SignalPython(SignalBase):
def __init__(self):
super(SignalPython, self).__init__("SignalPython")
self._x = 0
self.set_param("test", 30)
def _reset(self):
self._x = 0
def _clone(self):
p = SignalPython()
p._x = self._x
return p
def _calculate(self, kdata):
self._add_buy_signal(Datetime(201201210000))
self._add_sell_signal(Datetime(201201300000))
class SignalTest(unittest.TestCase):
def test_SignalBase(self):
p = SignalPython()
self.assertEqual(p.name, "SignalPython")
p.name = "SignalPythonTest"
self.assertEqual(p.name, "SignalPythonTest")
self.assertEqual(p.should_buy(Datetime(201201210000)), False)
self.assertEqual(p.should_sell(Datetime(201201300000)), False)
k = sm['sh000001'].get_kdata(Query(-100))
self.assertEqual(k.empty(), False)
p.to = k
self.assertEqual(p.should_buy(Datetime(201201210000)), True)
self.assertEqual(p.should_sell(Datetime(201201300000)), True)
self.assertEqual(p.should_buy(Datetime(200101010000)), False)
p._add_buy_signal(Datetime(200101010000))
self.assertEqual(p.should_buy(Datetime(200101010000)), True)
self.assertEqual(p.should_sell(Datetime(200101030000)), False)
p._add_sell_signal(Datetime(200101030000))
self.assertEqual(p.should_sell(Datetime(200101030000)), True)
d = p.get_buy_signal()
for i in range(len(d)):
self.assertIn(d[i], [Datetime(201201210000), Datetime(200101010000)])
d = p.get_sell_signal()
for i in range(len(d)):
self.assertIn(d[i], [Datetime(201201300000), Datetime(200101030000)])
p_clone = p.clone()
d = p_clone.get_buy_signal()
for i in range(len(d)):
self.assertIn(d[i], [Datetime(201201210000), Datetime(200101010000)])
d = p_clone.get_sell_signal()
for i in range(len(d)):
self.assertIn(d[i], [Datetime(201201300000), Datetime(200101030000)])
self.assertEqual(p._x, 0)
p._x = 10
self.assertEqual(p._x, 10)
p.reset()
self.assertEqual(p._x, 0)
p._x = 20
p_clone = p.clone()
self.assertEqual(p_clone._x, 20)
p.reset()
self.assertEqual(p._x, 0)
self.assertEqual(p_clone._x, 20)
self.assertEqual(p.get_param("test"), 30)
self.assertEqual(p_clone.get_param("test"), 30)
p.set_param("test", 10)
self.assertEqual(p.get_param("test"), 10)
self.assertEqual(p_clone.get_param("test"), 30)
def testSignal(self, kdata):
self._add_buy_signal(Datetime(201201210000))
self._add_sell_signal(Datetime(201201300000))
class TestCrtSG(unittest.TestCase):
def test_crtSG(self):
p = crtSG(testSignal, params={'test': 30}, name='SG_TEST')
self.assertEqual(p.name, "SG_TEST")
p.name = "SignalPythonTest"
self.assertEqual(p.name, "SignalPythonTest")
self.assertEqual(p.should_buy(Datetime(201201210000)), False)
self.assertEqual(p.should_sell(Datetime(201201300000)), False)
k = sm['sh000001'].get_kdata(Query(-100))
self.assertEqual(k.empty(), False)
p.to = k
self.assertEqual(p.should_buy(Datetime(201201210000)), True)
self.assertEqual(p.should_sell(Datetime(201201300000)), True)
self.assertEqual(p.should_buy(Datetime(200101010000)), False)
p._add_buy_signal(Datetime(200101010000))
self.assertEqual(p.should_buy(Datetime(200101010000)), True)
self.assertEqual(p.should_sell(Datetime(200101030000)), False)
p._add_sell_signal(Datetime(200101030000))
self.assertEqual(p.should_sell(Datetime(200101030000)), True)
d = p.get_buy_signal()
for i in range(len(d)):
self.assertIn(d[i], [Datetime(201201210000), Datetime(200101010000)])
d = p.get_sell_signal()
for i in range(len(d)):
self.assertIn(d[i], [Datetime(201201300000), Datetime(200101030000)])
p_clone = p.clone()
self.assertFalse(p_clone is p)
d = p_clone.get_buy_signal()
for i in range(len(d)):
self.assertIn(d[i], [Datetime(201201210000), Datetime(200101010000)])
d = p_clone.get_sell_signal()
for i in range(len(d)):
self.assertIn(d[i], [Datetime(201201300000), Datetime(200101030000)])
class TestCrtSGWithClone(unittest.TestCase):
def test_crtSG(self):
p = crtSG(testSignal, params={'test': 30}, name='SG_TEST')
p.x = 10
p2 = p.clone()
self.assertFalse(p2 is p)
self.assertEqual(p2.name, "SG_TEST")
self.assertEqual(p2.x, p.x)
def suite():
return unittest.TestLoader().loadTestsFromTestCase(SignalTest)
def suiteTestCrtSG():
return unittest.TestLoader().loadTestsFromTestCase(TestCrtSG)
def suiteTestCrtSGWithClone():
return unittest.TestLoader().loadTestsFromTestCase(TestCrtSGWithClone)