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cusumtest.py
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import unittest as ut
import cusum as cs
import csv
import numpy as np
import scikits.timeseries as ts
class cusumtest(ut.TestCase):
def setUp(self):
self.pdssuite = []
self.pyssuite = []
data = np.matrix(list(csv.reader(open("test.csv", "r"))))
data = cs.dataFormat(data)
self.pdssuite.append(cs.Cusum(data[0], 1000, fcn = "pds", para = (1,"twoside", 36)))
self.pdssuite.append(cs.Cusum(data[1], 1000, fcn = "pds", para = (1,"upper", 36)))
self.pdssuite.append(cs.Cusum(data[2], 1000, fcn = "pds", para = (1,"lower", 36)))
self.pyssuite.append(cs.Cusum(data[3], 1000, fcn = "pys", para = (7.5, 0.5, 0., 0.9, 1.0)))
def testPds(self):
print "testPds"
cusum = list(csv.reader(open("cusumpds.csv", "r")))
outof = len(self.pdssuite)
for n, case in enumerate(self.pdssuite):
print n+1, '/', outof
case.train()
progsum = case.cusum.data.tolist()
truesum = cusum[n]
if len(progsum) != len(truesum):
raise AssertionError
for n, i in enumerate(progsum):
self.assertAlmostEqual(i, float(truesum[n]))
def testPys(self):
print "testPys"
cusum = list(csv.reader(open("cusumpys.csv", "r")))
outof = len(self.pyssuite)
for n, case in enumerate(self.pyssuite):
print n+1, '/', outof
case.train()
progsum = case.cusum.data.tolist()
truesum = cusum[n]
if len(progsum) != len(truesum):
raise AssertionError
for n, i in enumerate(progsum):
self.assertAlmostEqual(i, float(truesum[n]))
def testPdsDate(self):
print "testPdsDate"
cusum = list(csv.reader(open("cusumpds.csv", "r")))
outof = len(self.pdssuite)
for n, case in enumerate(self.pdssuite):
print n+1, '/', outof
case.train()
progdate = case.cusum.dates.tolist()
if progdate[0] != ts.Date('M', '2001-8'):
raise AssertionError
def testPysDate(self):
print "testPysDate"
cusum = list(csv.reader(open("cusumpys.csv", "r")))
outof = len(self.pyssuite)
for n, case in enumerate(self.pyssuite):
print n+1, '/', outof
case.train()
progdate = case.cusum.dates.tolist()
print progdate[0]
print ts.Date('M', '1999-1')
if progdate[0] != ts.Date('M', '1999-1'):
raise AssertionError
class thresholdtest(ut.TestCase):
def setUp(self):
self.pdssuite = []
self.pyssuite = []
self.pdscross = {0:ts.Date('M', '2002-11'), 1:ts.Date('M', '2002-2'), 2:ts.Date('M', '2001-12')}
self.pyscross = {0:ts.Date('M', '1999-10')}
data = np.matrix(list(csv.reader(open("test.csv", "r"))))
data = cs.dataFormat(data)
self.pdssuite.append(cs.Cusum(data[0], 4, fcn = "pds", para = (1,"twoside", 36)))
self.pdssuite.append(cs.Cusum(data[1], 4, fcn = "pds", para = (1,"upper", 36)))
self.pdssuite.append(cs.Cusum(data[2], 4, fcn = "pds", para = (1,"lower", 36)))
self.pyssuite.append(cs.Cusum(data[3], 4, fcn = "pys", para = (7.5, 0.5, 0., 0.9, 1.0)))
def testPds(self):
print "testPdsThresh"
cusum = list(csv.reader(open("threshpds.csv", "r")))
outof = len(self.pdssuite)
for n, case in enumerate(self.pdssuite):
print n+1, '/', outof
case.train()
progsum = case.cusum.data.tolist()
truesum = cusum[n]
if len(progsum) != len(truesum):
raise AssertionError
for n, i in enumerate(progsum):
self.assertAlmostEqual(i, float(truesum[n]))
def testPys(self):
print "testPysThresh"
cusum = list(csv.reader(open("threshpys.csv", "r")))
outof = len(self.pyssuite)
for n, case in enumerate(self.pyssuite):
print n+1, '/', outof
case.train()
progsum = case.cusum.data.tolist()
truesum = cusum[n]
if len(progsum) != len(truesum):
raise AssertionError
for n, i in enumerate(progsum):
self.assertAlmostEqual(i, float(truesum[n]))
def testPysCrossRecord(self):
print "testPysCrossRecord"
cusum = list(csv.reader(open("cusumpys.csv", "r")))
outof = len(self.pyssuite)
for n, case in enumerate(self.pyssuite):
print n+1, '/', outof
case.train()
truesum = cusum[n]
ind = 0
while abs(float(truesum[ind])) <= case.threshold and ind < len(truesum):
ind += 1
self.assertAlmostEqual(float(truesum[ind]), case.crossRecord[0][1][1])
progdate = case.cusum.dates.tolist()
if progdate[ind] != self.pyscross[n]:
raise AssertionError
def testPdsCrossRecord(self):
print "testPdsCrossRecord"
cusum = list(csv.reader(open("cusumpds.csv", "r")))
outof = len(self.pdssuite)
for n, case in enumerate(self.pdssuite):
print n+1, '/', outof
case.train()
truesum = cusum[n]
ind = 0
while abs(float(truesum[ind])) < case.threshold and ind < len(truesum):
ind += 1
self.assertAlmostEqual(float(truesum[ind]), case.crossRecord[0][1][1])
if progdate[ind] != self.pdscross[n]:
raise AssertionError
class handletest(ut.TestCase):
def setUp(self):
data = np.matrix(list(csv.reader(open("handletest.csv", "r"))))
self.data = cs.dataFormat(data)
self.na = cs.Cusum(self.data[0], 4, fcn = "pds", para = (1, "twoside", 36))
def testNA(self):
print "testNA"
proger = self.na.er
trueer = [n + 1 for n in range(100)]
if len(proger) != len(trueer):
raise AssertionError
for n, i in enumerate(proger):
self.assertAlmostEqual(i, float(trueer[n]))
def testLimit(self):
print "testLimit"
try:
self.limit = cs.Cusum(self.data[1], 4, fcn = "pds", para = (1, "twoside", 36))
self.assertEqual(self.limit.er, [])
except IndexError:
pass
if __name__ == '__main__':
ut.main()