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TkTechTkTech
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Cleanup tests.
Use proper pytest fixtures for shared test data. Remove two unnecessary array comparison functions.
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7 files changed

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‎tests/conftest.py

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from __future__ import print_function
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import pytest
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import numpy as np
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@pytest.fixture(scope='session')
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def ford_2012_dates():
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return np.asarray([
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20120103, 20120104, 20120105, 20120106, 20120109,
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20120110, 20120111, 20120112, 20120113, 20120117, 20120118, 20120119,
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20120120, 20120123, 20120124, 20120125, 20120126, 20120127, 20120130,
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20120131, 20120201, 20120202, 20120203, 20120206, 20120207, 20120208,
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20120209, 20120210, 20120213, 20120214, 20120215, 20120216, 20120217,
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20120221, 20120222, 20120223, 20120224, 20120227, 20120228, 20120229,
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20120301, 20120302, 20120305, 20120306, 20120307, 20120308, 20120309,
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20120312, 20120313, 20120314, 20120315, 20120316, 20120319, 20120320,
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20120321, 20120322, 20120323, 20120326, 20120327, 20120328, 20120329,
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20120330, 20120402, 20120403, 20120404, 20120405, 20120409, 20120410,
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20120411, 20120412, 20120413, 20120416, 20120417, 20120418, 20120419,
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20120420, 20120423, 20120424, 20120425, 20120426, 20120427, 20120430,
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20120501, 20120502, 20120503, 20120504, 20120507, 20120508, 20120509,
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20120510, 20120511, 20120514, 20120515, 20120516, 20120517, 20120518,
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20120521, 20120522, 20120523, 20120524, 20120525, 20120529, 20120530,
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20120531, 20120601, 20120604, 20120605, 20120606, 20120607, 20120608,
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20120611, 20120612, 20120613, 20120614, 20120615, 20120618, 20120619,
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20120620, 20120621, 20120622, 20120625, 20120626, 20120627, 20120628,
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20120629, 20120702, 20120703, 20120705, 20120706, 20120709, 20120710,
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20120711, 20120712, 20120713, 20120716, 20120717, 20120718, 20120719,
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20120720, 20120723, 20120724, 20120725, 20120726, 20120727, 20120730,
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20120731, 20120801, 20120802, 20120803, 20120806, 20120807, 20120808,
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20120809, 20120810, 20120813, 20120814, 20120815, 20120816, 20120817,
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20120820, 20120821, 20120822, 20120823, 20120824, 20120827, 20120828,
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20120829, 20120830, 20120831, 20120904, 20120905, 20120906, 20120907,
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20120910, 20120911, 20120912, 20120913, 20120914, 20120917, 20120918,
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20120919, 20120920, 20120921, 20120924, 20120925, 20120926, 20120927,
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20120928, 20121001, 20121002, 20121003, 20121004, 20121005, 20121008,
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20121009, 20121010, 20121011, 20121012, 20121015, 20121016, 20121017,
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20121018, 20121019, 20121022, 20121023, 20121024, 20121025, 20121026,
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20121031, 20121101, 20121102, 20121105, 20121106, 20121107, 20121108,
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20121109, 20121112, 20121113, 20121114, 20121115, 20121116, 20121119,
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20121120, 20121121, 20121123, 20121126, 20121127, 20121128, 20121129,
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20121130, 20121203, 20121204, 20121205, 20121206, 20121207, 20121210,
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20121211, 20121212, 20121213, 20121214, 20121217, 20121218, 20121219,
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20121220, 20121221, 20121224, 20121226, 20121227, 20121228, 20121231
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])
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@pytest.fixture(scope='session')
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def ford_2012():
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return {
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'open': np.asarray([
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11.00, 11.15, 11.33, 11.74, 11.83, 12.00, 11.74, 12.16, 12.01,
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12.20, 12.03, 12.48, 12.55, 12.69, 12.56, 12.80, 13.03, 11.96,
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12.06, 12.47, 12.73, 12.40, 12.47, 12.85, 12.93, 12.91, 12.89,
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12.52, 12.74, 12.46, 12.47, 12.38, 12.84, 12.74, 12.49, 12.27,
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12.43, 12.11, 12.34, 12.28, 12.48, 12.74, 12.67, 12.23, 12.21,
58+
12.41, 12.53, 12.57, 12.48, 12.64, 12.90, 12.86, 12.52, 12.48,
59+
12.59, 12.48, 12.31, 12.45, 12.51, 12.35, 12.33, 12.55, 12.50,
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12.71, 12.46, 12.38, 12.26, 12.19, 11.99, 11.94, 11.98, 12.01,
61+
11.98, 11.81, 11.81, 11.71, 11.15, 11.61, 11.51, 11.71, 12.03,
62+
11.42, 11.25, 11.16, 11.13, 10.84, 10.53, 10.60, 10.48, 10.83,
63+
10.61, 10.41, 10.34, 10.23, 10.16, 10.08, 10.02, 10.25, 10.32,
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10.50, 10.61, 10.69, 10.73, 10.62, 10.33, 10.15, 10.01, 10.29,
65+
10.73, 10.48, 10.77, 10.47, 10.39, 10.27, 10.40, 10.35, 10.37,
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10.58, 10.65, 10.35, 10.13, 10.06, 10.05, 9.93, 9.95, 9.50, 9.53,
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9.67, 9.47, 9.46, 9.50, 9.33, 9.26, 9.16, 9.22, 9.28, 9.38, 9.45,
68+
9.28, 9.08, 9.17, 9.17, 9.05, 8.99, 9.04, 9.13, 9.29, 8.99, 9.02,
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9.13, 9.18, 9.25, 9.31, 9.30, 9.35, 9.45, 9.44, 9.50, 9.65, 9.58,
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9.65, 9.50, 9.45, 9.42, 9.51, 9.37, 9.33, 9.30, 9.39, 9.37, 9.45,
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9.66, 9.95, 10.08, 10.18, 10.25, 10.20, 10.41, 10.27, 10.30, 10.49,
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10.48, 10.53, 10.30, 10.35, 9.98, 10.13, 9.99, 9.89, 10.01, 9.82,
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10.06, 10.17, 10.06, 10.21, 10.12, 10.06, 10.14, 10.11, 10.26,
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10.31, 10.36, 10.42, 10.14, 10.02, 10.08, 10.42, 10.35, 10.70,
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11.19, 11.31, 11.15, 11.33, 11.25, 11.07, 10.76, 11.03, 10.89,
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11.02, 10.57, 10.58, 10.65, 10.85, 10.84, 10.98, 11.05, 11.10,
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11.05, 11.32, 11.52, 11.56, 11.40, 11.32, 11.26, 11.27, 11.41,
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11.51, 11.52, 11.46, 11.27, 11.16, 11.48, 11.79, 11.74, 11.55,
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11.67, 12.31, 12.79, 12.55, 12.88
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]),
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'high': np.asarray([
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11.25, 11.53, 11.63, 11.80, 11.95, 12.05, 12.18, 12.18, 12.08,
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12.26, 12.37, 12.72, 12.64, 12.84, 12.86, 12.98, 13.05, 12.53,
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12.44, 12.51, 12.75, 12.43, 12.84, 13.00, 12.97, 12.96, 12.90,
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12.66, 12.74, 12.58, 12.57, 12.77, 12.88, 12.76, 12.51, 12.44,
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12.46, 12.36, 12.35, 12.55, 12.77, 12.94, 12.68, 12.25, 12.30,
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12.55, 12.73, 12.59, 12.72, 12.90, 13.04, 12.90, 12.68, 12.61,
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12.67, 12.54, 12.37, 12.50, 12.61, 12.36, 12.52, 12.58, 12.65,
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12.95, 12.52, 12.58, 12.29, 12.28, 12.02, 12.13, 12.03, 12.05,
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12.00, 11.85, 11.88, 11.72, 11.40, 11.61, 11.75, 11.93, 12.04,
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11.47, 11.34, 11.17, 11.15, 10.87, 10.79, 10.64, 10.81, 10.86,
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10.83, 10.53, 10.34, 10.43, 10.25, 10.18, 10.23, 10.40, 10.45,
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10.62, 10.68, 10.88, 10.75, 10.68, 10.37, 10.18, 10.24, 10.58,
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10.78, 10.68, 10.80, 10.55, 10.49, 10.45, 10.42, 10.40, 10.64,
95+
10.74, 10.68, 10.40, 10.18, 10.08, 10.10, 10.09, 9.98, 9.60, 9.79,
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9.74, 9.52, 9.47, 9.55, 9.38, 9.28, 9.32, 9.32, 9.35, 9.52, 9.50,
97+
9.35, 9.21, 9.24, 9.20, 9.11, 9.10, 9.18, 9.28, 9.42, 9.03, 9.15,
98+
9.21, 9.39, 9.38, 9.46, 9.36, 9.42, 9.66, 9.54, 9.67, 9.66, 9.64,
99+
9.70, 9.56, 9.54, 9.52, 9.52, 9.44, 9.40, 9.34, 9.43, 9.47, 9.62,
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9.96, 10.23, 10.28, 10.25, 10.30, 10.38, 10.57, 10.42, 10.45, 10.66,
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10.52, 10.54, 10.40, 10.37, 10.12, 10.18, 10.00, 10.08, 10.05,
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10.02, 10.15, 10.28, 10.12, 10.25, 10.12, 10.26, 10.25, 10.25,
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10.32, 10.41, 10.57, 10.43, 10.24, 10.11, 10.29, 10.49, 10.42,
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11.17, 11.30, 11.38, 11.35, 11.59, 11.34, 11.23, 11.10, 11.16,
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11.10, 11.05, 10.80, 10.64, 10.90, 11.02, 11.00, 11.10, 11.14,
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11.27, 11.26, 11.53, 11.60, 11.70, 11.44, 11.40, 11.31, 11.50,
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11.53, 11.58, 11.56, 11.50, 11.27, 11.41, 11.68, 11.85, 11.80,
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11.86, 12.40, 12.79, 12.81, 12.88, 13.08
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]),
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'low': np.asarray([
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10.99, 11.07, 11.24, 11.52, 11.70, 11.63, 11.65, 11.89, 11.84,
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11.96, 12.00, 12.43, 12.45, 12.55, 12.46, 12.70, 12.66, 11.79,
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12.00, 12.20, 12.29, 12.20, 12.39, 12.71, 12.83, 12.80, 12.67,
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12.37, 12.51, 12.34, 12.33, 12.38, 12.71, 12.46, 12.22, 12.16,
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12.19, 11.99, 12.20, 12.25, 12.45, 12.68, 12.41, 12.00, 12.15,
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12.32, 12.48, 12.37, 12.40, 12.63, 12.83, 12.51, 12.48, 12.39,
117+
12.55, 12.24, 12.18, 12.39, 12.30, 12.18, 12.24, 12.40, 12.44,
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12.46, 12.32, 12.38, 12.11, 11.65, 11.88, 11.86, 11.84, 11.83,
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11.88, 11.72, 11.58, 11.39, 11.15, 11.36, 11.43, 11.67, 11.52,
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11.15, 11.11, 11.00, 10.85, 10.63, 10.52, 10.40, 10.41, 10.66,
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10.56, 10.30, 10.10, 10.15, 10.01, 9.96, 10.00, 10.15, 10.22, 10.38,
122+
10.51, 10.68, 10.52, 10.40, 10.06, 9.91, 9.97, 10.27, 10.52, 10.38,
123+
10.45, 10.31, 10.22, 10.21, 10.26, 10.26, 10.35, 10.52, 10.25,
124+
10.18, 9.95, 9.96, 9.97, 9.93, 9.46, 9.30, 9.49, 9.53, 9.40, 9.31,
125+
9.28, 9.26, 9.12, 9.14, 9.15, 9.12, 9.34, 9.33, 9.18, 9.05, 8.95,
126+
8.91, 8.83, 8.88, 9.01, 9.12, 8.99, 8.82, 8.96, 9.09, 9.18, 9.24,
127+
9.30, 9.23, 9.25, 9.42, 9.41, 9.49, 9.60, 9.51, 9.52, 9.40, 9.42,
128+
9.41, 9.38, 9.31, 9.29, 9.25, 9.31, 9.35, 9.39, 9.66, 9.93, 10.06,
129+
10.13, 10.17, 10.12, 10.39, 10.26, 10.28, 10.45, 10.35, 10.36,
130+
10.26, 10.06, 9.86, 10.02, 9.81, 9.88, 9.71, 9.76, 9.96, 10.13,
131+
9.99, 10.02, 9.95, 10.05, 10.09, 10.09, 10.22, 10.26, 10.33, 10.13,
132+
10.03, 9.97, 10.01, 10.28, 10.22, 10.60, 10.88, 11.15, 11.13, 11.26,
133+
11.04, 10.89, 10.71, 10.96, 10.86, 10.62, 10.46, 10.38, 10.65,
134+
10.76, 10.80, 10.96, 10.97, 11.10, 10.98, 11.32, 11.33, 11.40,
135+
11.23, 11.18, 11.19, 11.26, 11.41, 11.40, 11.43, 11.21, 11.03,
136+
11.14, 11.40, 11.62, 11.58, 11.47, 11.67, 12.31, 12.36, 12.52, 12.76
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]),
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'close': np.asarray([
139+
11.13, 11.30, 11.59, 11.71, 11.80, 11.80, 12.07, 12.14, 12.04,
140+
12.02, 12.34, 12.61, 12.59, 12.66, 12.82, 12.93, 12.79, 12.21,
141+
12.29, 12.42, 12.33, 12.26, 12.79, 12.96, 12.88, 12.84, 12.69,
142+
12.44, 12.54, 12.48, 12.38, 12.74, 12.75, 12.53, 12.28, 12.40,
143+
12.23, 12.30, 12.25, 12.38, 12.66, 12.72, 12.46, 12.09, 12.24,
144+
12.46, 12.58, 12.43, 12.70, 12.88, 12.90, 12.51, 12.63, 12.54,
145+
12.57, 12.32, 12.32, 12.48, 12.32, 12.32, 12.50, 12.48, 12.62,
146+
12.64, 12.51, 12.47, 12.22, 11.79, 11.91, 12.07, 11.92, 11.88,
147+
11.91, 11.79, 11.66, 11.41, 11.35, 11.39, 11.73, 11.87, 11.60,
148+
11.28, 11.23, 11.10, 10.92, 10.67, 10.66, 10.61, 10.69, 10.71,
149+
10.58, 10.32, 10.15, 10.16, 10.01, 10.01, 10.20, 10.19, 10.41,
150+
10.59, 10.60, 10.84, 10.66, 10.56, 10.12, 10.04, 10.19, 10.57,
151+
10.55, 10.66, 10.45, 10.50, 10.30, 10.41, 10.35, 10.34, 10.56,
152+
10.65, 10.27, 10.19, 10.01, 10.01, 10.02, 10.09, 9.59, 9.39, 9.60,
153+
9.57, 9.50, 9.45, 9.35, 9.33, 9.13, 9.27, 9.26, 9.34, 9.38, 9.35,
154+
9.21, 9.17, 9.06, 8.97, 8.96, 9.00, 9.10, 9.24, 9.04, 8.92, 9.09,
155+
9.15, 9.31, 9.35, 9.34, 9.35, 9.40, 9.44, 9.49, 9.59, 9.63, 9.63,
156+
9.53, 9.49, 9.45, 9.49, 9.39, 9.34, 9.32, 9.31, 9.34, 9.41, 9.57,
157+
9.92, 10.14, 10.11, 10.15, 10.21, 10.34, 10.53, 10.39, 10.42, 10.59,
158+
10.44, 10.40, 10.32, 10.09, 10.01, 10.02, 9.86, 9.93, 9.79, 9.94,
159+
10.11, 10.16, 10.05, 10.10, 9.98, 10.14, 10.12, 10.22, 10.30, 10.41,
160+
10.43, 10.18, 10.17, 10.00, 10.17, 10.39, 10.36, 11.16, 11.25,
161+
11.17, 11.25, 11.42, 11.06, 10.90, 10.93, 10.97, 11.00, 10.67,
162+
10.57, 10.50, 10.83, 10.85, 10.92, 11.10, 11.11, 11.10, 11.25,
163+
11.53, 11.45, 11.41, 11.31, 11.31, 11.24, 11.48, 11.47, 11.49,
164+
11.47, 11.27, 11.10, 11.39, 11.67, 11.73, 11.77, 11.86, 12.40,
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12.79, 12.76, 12.87, 12.95
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]),
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'volume': np.asarray([
168+
45709900, 79725200, 67877500, 59840700, 53981500, 121750600,
169+
63806000, 48687700, 46366700, 44398400, 47102700, 70894200,
170+
43705700, 49379700, 45768400, 54021600, 75470700, 142155300,
171+
57752600, 46412100, 71669000, 48347600, 78851200, 46363300,
172+
39413500, 35352500, 52290500, 52505500, 34474400, 39627900,
173+
38174800, 49164400, 30778000, 38409800, 43326000, 36747600,
174+
31399300, 38703400, 30789000, 62093700, 68262000, 49063500,
175+
28433700, 57374500, 28440900, 37099100, 36159300, 30275700,
176+
42783600, 47578500, 55286600, 77119600, 52445700, 40214400,
177+
27521400, 50117100, 44755000, 26692200, 35070700, 41051700,
178+
51039700, 36381000, 43966900, 97034200, 51505000, 37939500,
179+
42515300, 77370300, 34724400, 26988800, 39675000, 31903500,
180+
35981200, 32314000, 48169200, 52631000, 31269200, 38615200,
181+
45185400, 40889300, 83070300, 46156300, 43959200, 48572900,
182+
40238400, 53268400, 33235200, 46174500, 54501200, 42526100,
183+
36561300, 50225200, 41886500, 44321300, 49648900, 50572000,
184+
38134900, 44295700, 75647800, 45334100, 30430800, 43760600,
185+
44592100, 54297000, 68237000, 57305600, 38326200, 50458000,
186+
33846100, 30811600, 35811400, 35130800, 53471900, 37531800,
187+
39442000, 27361000, 37155900, 40810100, 40062800, 56427300,
188+
44297600, 31871900, 33278900, 38648400, 138138600, 63388600,
189+
49629300, 31783900, 30355400, 37441600, 33516600, 32028700,
190+
55111000, 30248300, 28838200, 29510000, 31010000, 33615000,
191+
27968300, 33773800, 53519200, 44338200, 51798900, 67986800,
192+
40958300, 41360900, 65973000, 45326500, 38631400, 23819100,
193+
43574500, 22630300, 30909800, 19618800, 21122000, 21129500,
194+
21308300, 34323700, 34533900, 38923800, 26281100, 26965500,
195+
23537700, 19574600, 22754200, 23084400, 26115700, 16459400,
196+
28029200, 37965000, 40608800, 67996400, 60617000, 43381300,
197+
28165300, 28046500, 50920200, 55934300, 31922200, 34937000,
198+
42403000, 28755100, 35459800, 28557900, 36866300, 44362600,
199+
25740900, 44586300, 33445600, 63630000, 51023800, 46855500,
200+
40693900, 25473900, 38235700, 33951600, 39328700, 24108500,
201+
26466500, 32788400, 29346300, 44041700, 40493000, 39149700,
202+
32476500, 49339800, 59290900, 43485500, 137960900, 88770100,
203+
53399000, 37995000, 51232200, 56674900, 45948800, 40703600,
204+
25723100, 33342900, 45664700, 48879800, 45346200, 39359100,
205+
34739800, 21181700, 16032200, 26831700, 37610000, 38496900,
206+
57289300, 41329600, 47746300, 37760200, 33152400, 31065800,
207+
38404500, 26025200, 36326900, 31099900, 35443200, 36933500,
208+
46983300, 61810400, 54884700, 47750100, 94489300, 91734900,
209+
140331900, 108315100, 95668600, 106908900
210+
])
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}
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@pytest.fixture(scope='session')
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def series():
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return np.array([
217+
91.50, 94.81, 94.38, 95.09, 93.78, 94.62, 92.53, 92.75, 90.31, 92.47,
218+
96.12, 97.25, 98.50, 89.88, 91.00, 92.81, 89.16, 89.34, 91.62, 89.88,
219+
88.38, 87.62, 84.78, 83.00, 83.50, 81.38, 84.44, 89.25, 86.38, 86.25,
220+
85.25, 87.12, 85.81, 88.97, 88.47, 86.88, 86.81, 84.88, 84.19, 83.88,
221+
83.38, 85.50, 89.19, 89.44, 91.09, 90.75, 91.44, 89.00, 91.00, 90.50,
222+
89.03, 88.81, 84.28, 83.50, 82.69, 84.75, 85.66, 86.19, 88.94, 89.28,
223+
88.62, 88.50, 91.97, 91.50, 93.25, 93.50, 93.16, 91.72, 90.00, 89.69,
224+
88.88, 85.19, 83.38, 84.88, 85.94, 97.25, 99.88, 104.94, 106.00, 102.50,
225+
102.41, 104.59, 106.12, 106.00, 106.06, 104.62, 108.62, 109.31, 110.50,
226+
112.75, 123.00, 119.62, 118.75, 119.25, 117.94, 116.44, 115.19, 111.88,
227+
110.59, 118.12, 116.00, 116.00, 112.00, 113.75, 112.94, 116.00, 120.50,
228+
116.62, 117.00, 115.25, 114.31, 115.50, 115.87, 120.69, 120.19, 120.75,
229+
124.75, 123.37, 122.94, 122.56, 123.12, 122.56, 124.62, 129.25, 131.00,
230+
132.25, 131.00, 132.81, 134.00, 137.38, 137.81, 137.88, 137.25, 136.31,
231+
136.25, 134.63, 128.25, 129.00, 123.87, 124.81, 123.00, 126.25, 128.38,
232+
125.37, 125.69, 122.25, 119.37, 118.50, 123.19, 123.50, 122.19, 119.31,
233+
123.31, 121.12, 123.37, 127.37, 128.50, 123.87, 122.94, 121.75, 124.44,
234+
122.00, 122.37, 122.94, 124.00, 123.19, 124.56, 127.25, 125.87, 128.86,
235+
132.00, 130.75, 134.75, 135.00, 132.38, 133.31, 131.94, 130.00, 125.37,
236+
130.13, 127.12, 125.19, 122.00, 125.00, 123.00, 123.50, 120.06, 121.00,
237+
117.75, 119.87, 122.00, 119.19, 116.37, 113.50, 114.25, 110.00, 105.06,
238+
107.00, 107.87, 107.00, 107.12, 107.00, 91.00, 93.94, 93.87, 95.50,
239+
93.00, 94.94, 98.25, 96.75, 94.81, 94.37, 91.56, 90.25, 93.94, 93.62,
240+
97.00, 95.00, 95.87, 94.06, 94.62, 93.75, 98.00, 103.94, 107.87, 106.06,
241+
104.50, 105.00, 104.19, 103.06, 103.42, 105.27, 111.87, 116.00, 116.62,
242+
118.28, 113.37, 109.00, 109.70, 109.25, 107.00, 109.19, 110.00, 109.20,
243+
110.12, 108.00, 108.62, 109.75, 109.81, 109.00, 108.75, 107.87
244+
])

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