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hashtimeseries.py
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hashtimeseries.py
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from itertools import izip
from datetime import date, datetime
from random import uniform
from stdnet.test import TestCase
from stdnet.contrib.timeserie.utils import dategenerator, default_parse_interval
from stdnet.utils import populate, todate
from .models import HashTimeSeries, DateHashTimeSeries
NUM_DATES = 300
dates = populate('date',NUM_DATES)
dates2 = populate('date',NUM_DATES,start=date(2009,1,1),end=date(2010,1,1))
values = populate('float',NUM_DATES, start = 10, end = 400)
alldata = list(izip(dates,values))
alldata2 = list(izip(dates2,values))
testdata = dict(alldata)
testdata2 = dict(alldata2)
class TestHashTimeSeries(TestCase):
model = HashTimeSeries
mkdate = datetime
def setUp(self):
self.orm.register(self.model)
#self.orm.clearall()
self.model(ticker = 'GOOG').save()
def unregister(self):
self.orm.unregister(self.model)
def get(self, ticker = 'GOOG'):
return self.model.objects.get(ticker = ticker)
def filldata(self, data = None):
data = data or testdata
d = self.get()
d.data.update(data)
self.assertEqual(d.data.size(),0)
d.save()
data = d.data
self.assertEqual(data.size(),len(data))
return self.get()
def interval(self, a, b, targets, C, D):
ts = self.get()
intervals = ts.intervals(a,b)
self.assertEqual(len(intervals),len(targets))
for interval,target in izip(intervals,targets):
x = interval[0]
y = interval[1]
self.assertEqual(x,target[0])
self.assertEqual(y,target[1])
for dt in dategenerator(x,y):
ts.data.add(dt,uniform(0,1))
ts.save()
self.assertEqual(ts.start,C)
self.assertEqual(ts.end,D)
def testFrontBack(self):
ts = self.get()
self.assertEqual(ts.start,None)
self.assertEqual(ts.end,None)
mkdate = self.mkdate
ts.data.update(testdata2)
ts.save()
start = ts.start
end = ts.end
p = start
for d in ts.dates():
self.assertTrue(d>=p)
p = d
self.assertEqual(d,end)
def testkeys(self):
ts = self.filldata()
keyp = None
data = testdata.copy()
for key in ts.dates():
if keyp:
self.assertTrue(key,keyp)
keyp = key
data.pop(todate(key))
self.assertEqual(len(data),0)
def testitems(self):
ts = self.filldata()
keyp = None
data = testdata.copy()
for key,value in ts.items():
if keyp:
self.assertTrue(key,keyp)
keyp = key
self.assertEqual(data.pop(todate(key)),value)
self.assertEqual(len(data),0)
def testUpdate(self):
ts = self.get()
dt1 = self.mkdate(2010,5,6)
dt2 = self.mkdate(2010,6,6)
ts.data[dt1] = 56
ts.data[dt2] = 88
ts.save()
self.assertEqual(ts.data[dt1],56)
self.assertEqual(ts.data[dt2],88)
ts.data[dt1] = "ciao"
ts.save()
self.assertEqual(ts.data[dt1],"ciao")
def testInterval(self):
'''Test interval handling'''
mkdate = self.mkdate
ts = self.get()
self.assertEqual(ts.start,None)
self.assertEqual(ts.end,None)
#
#
A1 = mkdate(2010,5,10)
B1 = mkdate(2010,5,12)
self.interval(A1,B1,[[A1,B1]],A1,B1)
#
# original -> A1 B1
# request -> A2 B2
# interval -> A2 A1-
# range -> A2 B1
A2 = mkdate(2010,5,6)
B2 = mkdate(2010,5,11)
self.interval(A2,B2,[[A2,default_parse_interval(A1,-1)]],A2,B1)
#
# original -> A2 B1
# request -> A3 B3
# interval -> A3 A2- B1+ B3
# range -> A3 B3
A3 = mkdate(2010,5,4)
B3 = mkdate(2010,5,14)
self.interval(A3,B3,[[A3,default_parse_interval(A2,-1)],
[default_parse_interval(B1,1),B3]],A3,B3)
#
# original -> A3 B3
# request -> A2 B2
# interval -> empty
# range -> A3 B3
self.interval(A2,B2,[],A3,B3)
#
# original -> A3 B3
# request -> A4 B4
# interval -> A4 A3-
# range -> A4 B3
A4 = mkdate(2010,4,20)
B4 = mkdate(2010,5,1)
self.interval(A4,B4,[[A4,default_parse_interval(A3,-1)]],A4,B3)
#
# original -> A4 B3
# request -> A2 B5
# interval -> B3+ B5
# range -> A4 B5
B5 = mkdate(2010,6,1)
self.interval(A2,B5,[[default_parse_interval(B3,1),B5]],A4,B5)
#
# original -> A4 B5
# request -> A6 B6
# interval -> B5+ B6
# range -> A4 B6
A6 = mkdate(2010,7,1)
B6 = mkdate(2010,8,1)
self.interval(A6,B6,[[default_parse_interval(B5,1),B6]],A4,B6)
def testSetLen(self):
ts = self.get()
mkdate = self.mkdate
dt = mkdate(2010,7,1)
dt2 = mkdate(2010,4,1)
ts.data.add(dt,56)
ts.data[dt2] = 78
ts.save()
self.assertEqual(ts.data.size(),2)
ts.data.update({mkdate(2009,3,1):"ciao",mkdate(2009,7,4):"luca"})
ts.save()
self.assertEqual(ts.data.size(),4)
self.assertTrue(dt2 in ts.data)
self.assertFalse(mkdate(2000,4,13) in ts.data)
def testGet(self):
ts = self.get()
mkdate = self.mkdate
dt = mkdate(2010,7,1)
dt2 = mkdate(2010,4,1)
ts.data.add(dt,56)
ts.data[dt2] = 78
ts.save()
self.assertEqual(ts.data.get(dt),56)
self.assertEqual(ts.data[dt2],78)
self.assertRaises(KeyError,lambda : ts.data[mkdate(2010,3,1)])
self.assertEqual(ts.data.get(mkdate(2010,3,1)),None)
class TestDateHashTimeSeries(TestHashTimeSeries):
model = DateHashTimeSeries
mkdate = date