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Cleanup tests.
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Use proper pytest fixtures for shared test data.
Remove two unnecessary array comparison functions.
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@TkTech
TkTech committed Feb 13, 2022
1 parent 7933940 commit a85fe02
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244 changes: 244 additions & 0 deletions tests/conftest.py
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from __future__ import print_function

import pytest
import numpy as np


@pytest.fixture(scope='session')
def ford_2012_dates():
return np.asarray([
20120103, 20120104, 20120105, 20120106, 20120109,
20120110, 20120111, 20120112, 20120113, 20120117, 20120118, 20120119,
20120120, 20120123, 20120124, 20120125, 20120126, 20120127, 20120130,
20120131, 20120201, 20120202, 20120203, 20120206, 20120207, 20120208,
20120209, 20120210, 20120213, 20120214, 20120215, 20120216, 20120217,
20120221, 20120222, 20120223, 20120224, 20120227, 20120228, 20120229,
20120301, 20120302, 20120305, 20120306, 20120307, 20120308, 20120309,
20120312, 20120313, 20120314, 20120315, 20120316, 20120319, 20120320,
20120321, 20120322, 20120323, 20120326, 20120327, 20120328, 20120329,
20120330, 20120402, 20120403, 20120404, 20120405, 20120409, 20120410,
20120411, 20120412, 20120413, 20120416, 20120417, 20120418, 20120419,
20120420, 20120423, 20120424, 20120425, 20120426, 20120427, 20120430,
20120501, 20120502, 20120503, 20120504, 20120507, 20120508, 20120509,
20120510, 20120511, 20120514, 20120515, 20120516, 20120517, 20120518,
20120521, 20120522, 20120523, 20120524, 20120525, 20120529, 20120530,
20120531, 20120601, 20120604, 20120605, 20120606, 20120607, 20120608,
20120611, 20120612, 20120613, 20120614, 20120615, 20120618, 20120619,
20120620, 20120621, 20120622, 20120625, 20120626, 20120627, 20120628,
20120629, 20120702, 20120703, 20120705, 20120706, 20120709, 20120710,
20120711, 20120712, 20120713, 20120716, 20120717, 20120718, 20120719,
20120720, 20120723, 20120724, 20120725, 20120726, 20120727, 20120730,
20120731, 20120801, 20120802, 20120803, 20120806, 20120807, 20120808,
20120809, 20120810, 20120813, 20120814, 20120815, 20120816, 20120817,
20120820, 20120821, 20120822, 20120823, 20120824, 20120827, 20120828,
20120829, 20120830, 20120831, 20120904, 20120905, 20120906, 20120907,
20120910, 20120911, 20120912, 20120913, 20120914, 20120917, 20120918,
20120919, 20120920, 20120921, 20120924, 20120925, 20120926, 20120927,
20120928, 20121001, 20121002, 20121003, 20121004, 20121005, 20121008,
20121009, 20121010, 20121011, 20121012, 20121015, 20121016, 20121017,
20121018, 20121019, 20121022, 20121023, 20121024, 20121025, 20121026,
20121031, 20121101, 20121102, 20121105, 20121106, 20121107, 20121108,
20121109, 20121112, 20121113, 20121114, 20121115, 20121116, 20121119,
20121120, 20121121, 20121123, 20121126, 20121127, 20121128, 20121129,
20121130, 20121203, 20121204, 20121205, 20121206, 20121207, 20121210,
20121211, 20121212, 20121213, 20121214, 20121217, 20121218, 20121219,
20121220, 20121221, 20121224, 20121226, 20121227, 20121228, 20121231
])


@pytest.fixture(scope='session')
def ford_2012():
return {
'open': np.asarray([
11.00, 11.15, 11.33, 11.74, 11.83, 12.00, 11.74, 12.16, 12.01,
12.20, 12.03, 12.48, 12.55, 12.69, 12.56, 12.80, 13.03, 11.96,
12.06, 12.47, 12.73, 12.40, 12.47, 12.85, 12.93, 12.91, 12.89,
12.52, 12.74, 12.46, 12.47, 12.38, 12.84, 12.74, 12.49, 12.27,
12.43, 12.11, 12.34, 12.28, 12.48, 12.74, 12.67, 12.23, 12.21,
12.41, 12.53, 12.57, 12.48, 12.64, 12.90, 12.86, 12.52, 12.48,
12.59, 12.48, 12.31, 12.45, 12.51, 12.35, 12.33, 12.55, 12.50,
12.71, 12.46, 12.38, 12.26, 12.19, 11.99, 11.94, 11.98, 12.01,
11.98, 11.81, 11.81, 11.71, 11.15, 11.61, 11.51, 11.71, 12.03,
11.42, 11.25, 11.16, 11.13, 10.84, 10.53, 10.60, 10.48, 10.83,
10.61, 10.41, 10.34, 10.23, 10.16, 10.08, 10.02, 10.25, 10.32,
10.50, 10.61, 10.69, 10.73, 10.62, 10.33, 10.15, 10.01, 10.29,
10.73, 10.48, 10.77, 10.47, 10.39, 10.27, 10.40, 10.35, 10.37,
10.58, 10.65, 10.35, 10.13, 10.06, 10.05, 9.93, 9.95, 9.50, 9.53,
9.67, 9.47, 9.46, 9.50, 9.33, 9.26, 9.16, 9.22, 9.28, 9.38, 9.45,
9.28, 9.08, 9.17, 9.17, 9.05, 8.99, 9.04, 9.13, 9.29, 8.99, 9.02,
9.13, 9.18, 9.25, 9.31, 9.30, 9.35, 9.45, 9.44, 9.50, 9.65, 9.58,
9.65, 9.50, 9.45, 9.42, 9.51, 9.37, 9.33, 9.30, 9.39, 9.37, 9.45,
9.66, 9.95, 10.08, 10.18, 10.25, 10.20, 10.41, 10.27, 10.30, 10.49,
10.48, 10.53, 10.30, 10.35, 9.98, 10.13, 9.99, 9.89, 10.01, 9.82,
10.06, 10.17, 10.06, 10.21, 10.12, 10.06, 10.14, 10.11, 10.26,
10.31, 10.36, 10.42, 10.14, 10.02, 10.08, 10.42, 10.35, 10.70,
11.19, 11.31, 11.15, 11.33, 11.25, 11.07, 10.76, 11.03, 10.89,
11.02, 10.57, 10.58, 10.65, 10.85, 10.84, 10.98, 11.05, 11.10,
11.05, 11.32, 11.52, 11.56, 11.40, 11.32, 11.26, 11.27, 11.41,
11.51, 11.52, 11.46, 11.27, 11.16, 11.48, 11.79, 11.74, 11.55,
11.67, 12.31, 12.79, 12.55, 12.88
]),
'high': np.asarray([
11.25, 11.53, 11.63, 11.80, 11.95, 12.05, 12.18, 12.18, 12.08,
12.26, 12.37, 12.72, 12.64, 12.84, 12.86, 12.98, 13.05, 12.53,
12.44, 12.51, 12.75, 12.43, 12.84, 13.00, 12.97, 12.96, 12.90,
12.66, 12.74, 12.58, 12.57, 12.77, 12.88, 12.76, 12.51, 12.44,
12.46, 12.36, 12.35, 12.55, 12.77, 12.94, 12.68, 12.25, 12.30,
12.55, 12.73, 12.59, 12.72, 12.90, 13.04, 12.90, 12.68, 12.61,
12.67, 12.54, 12.37, 12.50, 12.61, 12.36, 12.52, 12.58, 12.65,
12.95, 12.52, 12.58, 12.29, 12.28, 12.02, 12.13, 12.03, 12.05,
12.00, 11.85, 11.88, 11.72, 11.40, 11.61, 11.75, 11.93, 12.04,
11.47, 11.34, 11.17, 11.15, 10.87, 10.79, 10.64, 10.81, 10.86,
10.83, 10.53, 10.34, 10.43, 10.25, 10.18, 10.23, 10.40, 10.45,
10.62, 10.68, 10.88, 10.75, 10.68, 10.37, 10.18, 10.24, 10.58,
10.78, 10.68, 10.80, 10.55, 10.49, 10.45, 10.42, 10.40, 10.64,
10.74, 10.68, 10.40, 10.18, 10.08, 10.10, 10.09, 9.98, 9.60, 9.79,
9.74, 9.52, 9.47, 9.55, 9.38, 9.28, 9.32, 9.32, 9.35, 9.52, 9.50,
9.35, 9.21, 9.24, 9.20, 9.11, 9.10, 9.18, 9.28, 9.42, 9.03, 9.15,
9.21, 9.39, 9.38, 9.46, 9.36, 9.42, 9.66, 9.54, 9.67, 9.66, 9.64,
9.70, 9.56, 9.54, 9.52, 9.52, 9.44, 9.40, 9.34, 9.43, 9.47, 9.62,
9.96, 10.23, 10.28, 10.25, 10.30, 10.38, 10.57, 10.42, 10.45, 10.66,
10.52, 10.54, 10.40, 10.37, 10.12, 10.18, 10.00, 10.08, 10.05,
10.02, 10.15, 10.28, 10.12, 10.25, 10.12, 10.26, 10.25, 10.25,
10.32, 10.41, 10.57, 10.43, 10.24, 10.11, 10.29, 10.49, 10.42,
11.17, 11.30, 11.38, 11.35, 11.59, 11.34, 11.23, 11.10, 11.16,
11.10, 11.05, 10.80, 10.64, 10.90, 11.02, 11.00, 11.10, 11.14,
11.27, 11.26, 11.53, 11.60, 11.70, 11.44, 11.40, 11.31, 11.50,
11.53, 11.58, 11.56, 11.50, 11.27, 11.41, 11.68, 11.85, 11.80,
11.86, 12.40, 12.79, 12.81, 12.88, 13.08
]),
'low': np.asarray([
10.99, 11.07, 11.24, 11.52, 11.70, 11.63, 11.65, 11.89, 11.84,
11.96, 12.00, 12.43, 12.45, 12.55, 12.46, 12.70, 12.66, 11.79,
12.00, 12.20, 12.29, 12.20, 12.39, 12.71, 12.83, 12.80, 12.67,
12.37, 12.51, 12.34, 12.33, 12.38, 12.71, 12.46, 12.22, 12.16,
12.19, 11.99, 12.20, 12.25, 12.45, 12.68, 12.41, 12.00, 12.15,
12.32, 12.48, 12.37, 12.40, 12.63, 12.83, 12.51, 12.48, 12.39,
12.55, 12.24, 12.18, 12.39, 12.30, 12.18, 12.24, 12.40, 12.44,
12.46, 12.32, 12.38, 12.11, 11.65, 11.88, 11.86, 11.84, 11.83,
11.88, 11.72, 11.58, 11.39, 11.15, 11.36, 11.43, 11.67, 11.52,
11.15, 11.11, 11.00, 10.85, 10.63, 10.52, 10.40, 10.41, 10.66,
10.56, 10.30, 10.10, 10.15, 10.01, 9.96, 10.00, 10.15, 10.22, 10.38,
10.51, 10.68, 10.52, 10.40, 10.06, 9.91, 9.97, 10.27, 10.52, 10.38,
10.45, 10.31, 10.22, 10.21, 10.26, 10.26, 10.35, 10.52, 10.25,
10.18, 9.95, 9.96, 9.97, 9.93, 9.46, 9.30, 9.49, 9.53, 9.40, 9.31,
9.28, 9.26, 9.12, 9.14, 9.15, 9.12, 9.34, 9.33, 9.18, 9.05, 8.95,
8.91, 8.83, 8.88, 9.01, 9.12, 8.99, 8.82, 8.96, 9.09, 9.18, 9.24,
9.30, 9.23, 9.25, 9.42, 9.41, 9.49, 9.60, 9.51, 9.52, 9.40, 9.42,
9.41, 9.38, 9.31, 9.29, 9.25, 9.31, 9.35, 9.39, 9.66, 9.93, 10.06,
10.13, 10.17, 10.12, 10.39, 10.26, 10.28, 10.45, 10.35, 10.36,
10.26, 10.06, 9.86, 10.02, 9.81, 9.88, 9.71, 9.76, 9.96, 10.13,
9.99, 10.02, 9.95, 10.05, 10.09, 10.09, 10.22, 10.26, 10.33, 10.13,
10.03, 9.97, 10.01, 10.28, 10.22, 10.60, 10.88, 11.15, 11.13, 11.26,
11.04, 10.89, 10.71, 10.96, 10.86, 10.62, 10.46, 10.38, 10.65,
10.76, 10.80, 10.96, 10.97, 11.10, 10.98, 11.32, 11.33, 11.40,
11.23, 11.18, 11.19, 11.26, 11.41, 11.40, 11.43, 11.21, 11.03,
11.14, 11.40, 11.62, 11.58, 11.47, 11.67, 12.31, 12.36, 12.52, 12.76
]),
'close': np.asarray([
11.13, 11.30, 11.59, 11.71, 11.80, 11.80, 12.07, 12.14, 12.04,
12.02, 12.34, 12.61, 12.59, 12.66, 12.82, 12.93, 12.79, 12.21,
12.29, 12.42, 12.33, 12.26, 12.79, 12.96, 12.88, 12.84, 12.69,
12.44, 12.54, 12.48, 12.38, 12.74, 12.75, 12.53, 12.28, 12.40,
12.23, 12.30, 12.25, 12.38, 12.66, 12.72, 12.46, 12.09, 12.24,
12.46, 12.58, 12.43, 12.70, 12.88, 12.90, 12.51, 12.63, 12.54,
12.57, 12.32, 12.32, 12.48, 12.32, 12.32, 12.50, 12.48, 12.62,
12.64, 12.51, 12.47, 12.22, 11.79, 11.91, 12.07, 11.92, 11.88,
11.91, 11.79, 11.66, 11.41, 11.35, 11.39, 11.73, 11.87, 11.60,
11.28, 11.23, 11.10, 10.92, 10.67, 10.66, 10.61, 10.69, 10.71,
10.58, 10.32, 10.15, 10.16, 10.01, 10.01, 10.20, 10.19, 10.41,
10.59, 10.60, 10.84, 10.66, 10.56, 10.12, 10.04, 10.19, 10.57,
10.55, 10.66, 10.45, 10.50, 10.30, 10.41, 10.35, 10.34, 10.56,
10.65, 10.27, 10.19, 10.01, 10.01, 10.02, 10.09, 9.59, 9.39, 9.60,
9.57, 9.50, 9.45, 9.35, 9.33, 9.13, 9.27, 9.26, 9.34, 9.38, 9.35,
9.21, 9.17, 9.06, 8.97, 8.96, 9.00, 9.10, 9.24, 9.04, 8.92, 9.09,
9.15, 9.31, 9.35, 9.34, 9.35, 9.40, 9.44, 9.49, 9.59, 9.63, 9.63,
9.53, 9.49, 9.45, 9.49, 9.39, 9.34, 9.32, 9.31, 9.34, 9.41, 9.57,
9.92, 10.14, 10.11, 10.15, 10.21, 10.34, 10.53, 10.39, 10.42, 10.59,
10.44, 10.40, 10.32, 10.09, 10.01, 10.02, 9.86, 9.93, 9.79, 9.94,
10.11, 10.16, 10.05, 10.10, 9.98, 10.14, 10.12, 10.22, 10.30, 10.41,
10.43, 10.18, 10.17, 10.00, 10.17, 10.39, 10.36, 11.16, 11.25,
11.17, 11.25, 11.42, 11.06, 10.90, 10.93, 10.97, 11.00, 10.67,
10.57, 10.50, 10.83, 10.85, 10.92, 11.10, 11.11, 11.10, 11.25,
11.53, 11.45, 11.41, 11.31, 11.31, 11.24, 11.48, 11.47, 11.49,
11.47, 11.27, 11.10, 11.39, 11.67, 11.73, 11.77, 11.86, 12.40,
12.79, 12.76, 12.87, 12.95
]),
'volume': np.asarray([
45709900, 79725200, 67877500, 59840700, 53981500, 121750600,
63806000, 48687700, 46366700, 44398400, 47102700, 70894200,
43705700, 49379700, 45768400, 54021600, 75470700, 142155300,
57752600, 46412100, 71669000, 48347600, 78851200, 46363300,
39413500, 35352500, 52290500, 52505500, 34474400, 39627900,
38174800, 49164400, 30778000, 38409800, 43326000, 36747600,
31399300, 38703400, 30789000, 62093700, 68262000, 49063500,
28433700, 57374500, 28440900, 37099100, 36159300, 30275700,
42783600, 47578500, 55286600, 77119600, 52445700, 40214400,
27521400, 50117100, 44755000, 26692200, 35070700, 41051700,
51039700, 36381000, 43966900, 97034200, 51505000, 37939500,
42515300, 77370300, 34724400, 26988800, 39675000, 31903500,
35981200, 32314000, 48169200, 52631000, 31269200, 38615200,
45185400, 40889300, 83070300, 46156300, 43959200, 48572900,
40238400, 53268400, 33235200, 46174500, 54501200, 42526100,
36561300, 50225200, 41886500, 44321300, 49648900, 50572000,
38134900, 44295700, 75647800, 45334100, 30430800, 43760600,
44592100, 54297000, 68237000, 57305600, 38326200, 50458000,
33846100, 30811600, 35811400, 35130800, 53471900, 37531800,
39442000, 27361000, 37155900, 40810100, 40062800, 56427300,
44297600, 31871900, 33278900, 38648400, 138138600, 63388600,
49629300, 31783900, 30355400, 37441600, 33516600, 32028700,
55111000, 30248300, 28838200, 29510000, 31010000, 33615000,
27968300, 33773800, 53519200, 44338200, 51798900, 67986800,
40958300, 41360900, 65973000, 45326500, 38631400, 23819100,
43574500, 22630300, 30909800, 19618800, 21122000, 21129500,
21308300, 34323700, 34533900, 38923800, 26281100, 26965500,
23537700, 19574600, 22754200, 23084400, 26115700, 16459400,
28029200, 37965000, 40608800, 67996400, 60617000, 43381300,
28165300, 28046500, 50920200, 55934300, 31922200, 34937000,
42403000, 28755100, 35459800, 28557900, 36866300, 44362600,
25740900, 44586300, 33445600, 63630000, 51023800, 46855500,
40693900, 25473900, 38235700, 33951600, 39328700, 24108500,
26466500, 32788400, 29346300, 44041700, 40493000, 39149700,
32476500, 49339800, 59290900, 43485500, 137960900, 88770100,
53399000, 37995000, 51232200, 56674900, 45948800, 40703600,
25723100, 33342900, 45664700, 48879800, 45346200, 39359100,
34739800, 21181700, 16032200, 26831700, 37610000, 38496900,
57289300, 41329600, 47746300, 37760200, 33152400, 31065800,
38404500, 26025200, 36326900, 31099900, 35443200, 36933500,
46983300, 61810400, 54884700, 47750100, 94489300, 91734900,
140331900, 108315100, 95668600, 106908900
])
}


@pytest.fixture(scope='session')
def series():
return np.array([
91.50, 94.81, 94.38, 95.09, 93.78, 94.62, 92.53, 92.75, 90.31, 92.47,
96.12, 97.25, 98.50, 89.88, 91.00, 92.81, 89.16, 89.34, 91.62, 89.88,
88.38, 87.62, 84.78, 83.00, 83.50, 81.38, 84.44, 89.25, 86.38, 86.25,
85.25, 87.12, 85.81, 88.97, 88.47, 86.88, 86.81, 84.88, 84.19, 83.88,
83.38, 85.50, 89.19, 89.44, 91.09, 90.75, 91.44, 89.00, 91.00, 90.50,
89.03, 88.81, 84.28, 83.50, 82.69, 84.75, 85.66, 86.19, 88.94, 89.28,
88.62, 88.50, 91.97, 91.50, 93.25, 93.50, 93.16, 91.72, 90.00, 89.69,
88.88, 85.19, 83.38, 84.88, 85.94, 97.25, 99.88, 104.94, 106.00, 102.50,
102.41, 104.59, 106.12, 106.00, 106.06, 104.62, 108.62, 109.31, 110.50,
112.75, 123.00, 119.62, 118.75, 119.25, 117.94, 116.44, 115.19, 111.88,
110.59, 118.12, 116.00, 116.00, 112.00, 113.75, 112.94, 116.00, 120.50,
116.62, 117.00, 115.25, 114.31, 115.50, 115.87, 120.69, 120.19, 120.75,
124.75, 123.37, 122.94, 122.56, 123.12, 122.56, 124.62, 129.25, 131.00,
132.25, 131.00, 132.81, 134.00, 137.38, 137.81, 137.88, 137.25, 136.31,
136.25, 134.63, 128.25, 129.00, 123.87, 124.81, 123.00, 126.25, 128.38,
125.37, 125.69, 122.25, 119.37, 118.50, 123.19, 123.50, 122.19, 119.31,
123.31, 121.12, 123.37, 127.37, 128.50, 123.87, 122.94, 121.75, 124.44,
122.00, 122.37, 122.94, 124.00, 123.19, 124.56, 127.25, 125.87, 128.86,
132.00, 130.75, 134.75, 135.00, 132.38, 133.31, 131.94, 130.00, 125.37,
130.13, 127.12, 125.19, 122.00, 125.00, 123.00, 123.50, 120.06, 121.00,
117.75, 119.87, 122.00, 119.19, 116.37, 113.50, 114.25, 110.00, 105.06,
107.00, 107.87, 107.00, 107.12, 107.00, 91.00, 93.94, 93.87, 95.50,
93.00, 94.94, 98.25, 96.75, 94.81, 94.37, 91.56, 90.25, 93.94, 93.62,
97.00, 95.00, 95.87, 94.06, 94.62, 93.75, 98.00, 103.94, 107.87, 106.06,
104.50, 105.00, 104.19, 103.06, 103.42, 105.27, 111.87, 116.00, 116.62,
118.28, 113.37, 109.00, 109.70, 109.25, 107.00, 109.19, 110.00, 109.20,
110.12, 108.00, 108.62, 109.75, 109.81, 109.00, 108.75, 107.87
])
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