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Simplified coefficient class. Monitoring stores params so that they dont need to be passed around. Added support for different params for each timeframe. Updated GUI to show three timeframes for each calculation.

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This commit is contained in:
Jamie Cash
2021-03-10 15:22:17 +00:00
parent 0c17c7e5a9
commit 8c2cbf5df8
4 changed files with 144 additions and 117 deletions
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test/test_correlation.py
+9 -4
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@@ -201,8 +201,12 @@ class TestCorrelation(unittest.TestCase):
# Start the monitor. Run every second. Use ~10 and ~5 seconds of data. Were not testing the overlap and price
# data quality metrics here as that is set elsewhere so these can be set to not take effect. Set cache level
# high and don't use autosave. Timer runs in a separate thread so test can continue after it has started.
cor.start_monitor(interval=1, calculate_from=[0.66, 0.33], min_prices=0, max_set_size_diff_pct=0,
overlap_pct=0, max_p_value=1, cache_time=100, autosave=False)
cor.start_monitor(interval=1, calculation_params=[{'from': 0.66, 'min_prices': 0,
'max_set_size_diff_pct': 0, 'overlap_pct':0,
'max_p_value':1,},
{'from': 0.33, 'min_prices': 0,
'max_set_size_diff_pct': 0, 'overlap_pct':0,
'max_p_value':1,}], cache_time=100, autosave=False)
# Wait 2 seconds so timer runs twice
time.sleep(2)
@@ -250,8 +254,9 @@ class TestCorrelation(unittest.TestCase):
# Start monitor and run for a seconds with a 1 second interval to produce some coefficient history. Then stop
# the monitor
cor.start_monitor(interval=1, calculate_from=0.66, min_prices=0, max_set_size_diff_pct=0,
overlap_pct=0, max_p_value=1, cache_time=100, autosave=False)
cor.start_monitor(interval=1, calculation_params={'from': 0.66, 'min_prices': 0, 'max_set_size_diff_pct': 0,
'overlap_pct': 0, 'max_p_value':1},
cache_time=100, autosave=False)
time.sleep(2)
cor.stop_monitor()