增加vectorbt源码

vectorbt/tests/utils.py

@@ -0,0 +1,21 @@
+import hashlib
+
+import numpy as np
+
+# non-randomized hash function
+hash = lambda s: int(hashlib.sha512(s.encode('utf-8')).hexdigest()[:16], 16)
+
+
+def isclose(a, b, rel_tol=1e-06, abs_tol=0.0):
+    if np.isnan(a) == np.isnan(b):
+        return True
+    if np.isinf(a) == np.isinf(b):
+        return True
+    if a == b:
+        return True
+    return abs(a - b) <= max(rel_tol * max(abs(a), abs(b)), abs_tol)
+
+
+def record_arrays_close(x, y):
+    for field in x.dtype.names:
+        np.testing.assert_allclose(x[field], y[field], rtol=1e-06)