wassname/pandas-ta
1
0
Fork 0
mirror of https://github.com/wassname/pandas-ta.git synced 2026-09-09 11:28:26 +08:00
Code Issues Packages Projects Releases Wiki Activity

STY fix weird formatting DOC rsi length default fix

Browse Source
This commit is contained in:
Kevin Johnson
2020-10-13 10:12:10 -07:00
parent 286aea7e63
commit 25cae024f9
21 changed files with 171 additions and 539 deletions
Download Patch File Download Diff File Expand all files Collapse all files
pandas_ta/momentum/rsi.py
+4 -4
View File
@@ -89,10 +89,10 @@ Calculation:
Args:
close (pd.Series): Series of 'close's
length (int): It's period. Default: 1
scalar (float): How much to magnify. Default: 100
drift (int): The difference period. Default: 1
offset (int): How many periods to offset the result. Default: 0
length (int): It's period. Default: 14
scalar (float): How much to magnify. Default: 100
drift (int): The difference period. Default: 1
offset (int): How many periods to offset the result. Default: 0
Kwargs:
fillna (value, optional): pd.DataFrame.fillna(value)
tests/config.py
+1 -3
View File
@@ -16,9 +16,7 @@ sample_data = read_csv(
infer_datetime_format=True,
keep_date_col=True,
)
sample_data.set_index(DatetimeIndex(sample_data["date"]),
inplace=True,
drop=True)
sample_data.set_index(DatetimeIndex(sample_data["date"]), inplace=True, drop=True)
sample_data.drop("date", axis=1, inplace=True)
tests/context.py
+1 -2
View File
@@ -1,7 +1,6 @@
import os
import sys
sys.path.insert(0, os.path.abspath(os.path.join(os.path.dirname(__file__),
"..")))
sys.path.insert(0, os.path.abspath(os.path.join(os.path.dirname(__file__), "..")))
import pandas_ta
tests/test_ext_indicator_candle.py
+3 -7
View File
@@ -6,7 +6,6 @@ from pandas import DataFrame
class TestCandleExtension(TestCase):
@classmethod
def setUpClass(cls):
cls.data = sample_data
@@ -15,11 +14,9 @@ class TestCandleExtension(TestCase):
def tearDownClass(cls):
del cls.data
def setUp(self):
pass
def setUp(self): pass
def tearDown(self): pass
def tearDown(self):
pass
def test_cdl_doji_ext(self):
self.data.ta.cdl_doji(append=True)
@@ -34,5 +31,4 @@ class TestCandleExtension(TestCase):
def test_ha_ext(self):
self.data.ta.ha(append=True)
self.assertIsInstance(self.data, DataFrame)
self.assertEqual(list(self.data.columns[-4:]),
["HA_open", "HA_high", "HA_low", "HA_close"])
self.assertEqual(list(self.data.columns[-4:]), ["HA_open", "HA_high", "HA_low", "HA_close"])
tests/test_ext_indicator_momentum.py
+16 -42
View File
@@ -6,7 +6,6 @@ from pandas import DataFrame
class TestMomentumExtension(TestCase):
@classmethod
def setUpClass(cls):
cls.data = sample_data
@@ -15,11 +14,9 @@ class TestMomentumExtension(TestCase):
def tearDownClass(cls):
del cls.data
def setUp(self):
pass
def setUp(self): pass
def tearDown(self): pass
def tearDown(self):
pass
def test_ao_ext(self):
self.data.ta.ao(append=True)
@@ -84,8 +81,7 @@ class TestMomentumExtension(TestCase):
def test_fisher_ext(self):
self.data.ta.fisher(append=True)
self.assertIsInstance(self.data, DataFrame)
self.assertEqual(list(self.data.columns[-2:]),
["FISHERT_9_1", "FISHERTs_9_1"])
self.assertEqual(list(self.data.columns[-2:]), ["FISHERT_9_1", "FISHERTs_9_1"])
def test_inertia_ext(self):
self.data.ta.inertia(append=True)
@@ -105,22 +101,17 @@ class TestMomentumExtension(TestCase):
def test_kdj_ext(self):
self.data.ta.kdj(append=True)
self.assertIsInstance(self.data, DataFrame)
self.assertEqual(list(self.data.columns[-3:]),
["K_9_3", "D_9_3", "J_9_3"])
self.assertEqual(list(self.data.columns[-3:]), ["K_9_3", "D_9_3", "J_9_3"])
def test_kst_ext(self):
self.data.ta.kst(append=True)
self.assertIsInstance(self.data, DataFrame)
self.assertEqual(list(self.data.columns[-2:]),
["KST_10_15_20_30_10_10_10_15", "KSTs_9"])
self.assertEqual(list(self.data.columns[-2:]), ["KST_10_15_20_30_10_10_10_15", "KSTs_9"])
def test_macd_ext(self):
self.data.ta.macd(append=True)
self.assertIsInstance(self.data, DataFrame)
self.assertEqual(
list(self.data.columns[-3:]),
["MACD_12_26_9", "MACDh_12_26_9", "MACDs_12_26_9"],
)
self.assertEqual(list(self.data.columns[-3:]), ["MACD_12_26_9", "MACDh_12_26_9", "MACDs_12_26_9"])
def test_mom_ext(self):
self.data.ta.mom(append=True)
@@ -135,10 +126,7 @@ class TestMomentumExtension(TestCase):
def test_ppo_ext(self):
self.data.ta.ppo(append=True)
self.assertIsInstance(self.data, DataFrame)
self.assertEqual(
list(self.data.columns[-3:]),
["PPO_12_26_9", "PPOh_12_26_9", "PPOs_12_26_9"],
)
self.assertEqual(list(self.data.columns[-3:]), ["PPO_12_26_9", "PPOh_12_26_9", "PPOs_12_26_9"])
def test_psl_ext(self):
self.data.ta.psl(append=True)
@@ -148,10 +136,7 @@ class TestMomentumExtension(TestCase):
def test_pvo_ext(self):
self.data.ta.pvo(append=True)
self.assertIsInstance(self.data, DataFrame)
self.assertEqual(
list(self.data.columns[-3:]),
["PVO_12_26_9", "PVOh_12_26_9", "PVOs_12_26_9"],
)
self.assertEqual(list(self.data.columns[-3:]), ["PVO_12_26_9", "PVOh_12_26_9", "PVOs_12_26_9"])
def test_roc_ext(self):
self.data.ta.roc(append=True)
@@ -166,8 +151,7 @@ class TestMomentumExtension(TestCase):
def test_rvgi_ext(self):
self.data.ta.rvgi(append=True)
self.assertIsInstance(self.data, DataFrame)
self.assertEqual(list(self.data.columns[-2:]),
["RVGI_14_4", "RVGIs_14_4"])
self.assertEqual(list(self.data.columns[-2:]), ["RVGI_14_4", "RVGIs_14_4"])
def test_slope_ext(self):
self.data.ta.slope(append=True)
@@ -185,48 +169,38 @@ class TestMomentumExtension(TestCase):
def test_smi_ext(self):
self.data.ta.smi(append=True)
self.assertIsInstance(self.data, DataFrame)
self.assertEqual(list(self.data.columns[-3:]),
["SMI_5_20_5", "SMIs_5_20_5", "SMIo_5_20_5"])
self.assertEqual(list(self.data.columns[-3:]), ["SMI_5_20_5", "SMIs_5_20_5", "SMIo_5_20_5"])
self.data.ta.smi(scalar=10, append=True)
self.assertIsInstance(self.data, DataFrame)
self.assertEqual(
list(self.data.columns[-3:]),
["SMI_5_20_5_10.0", "SMIs_5_20_5_10.0", "SMIo_5_20_5_10.0"],
)
self.assertEqual(list(self.data.columns[-3:]), ["SMI_5_20_5_10.0", "SMIs_5_20_5_10.0", "SMIo_5_20_5_10.0"])
def test_squeeze_ext(self):
self.data.ta.squeeze(append=True)
self.assertIsInstance(self.data, DataFrame)
self.assertEqual(
list(self.data.columns[-4:]),
["SQZ_20_2.0_20_1.5", "SQZ_ON", "SQZ_OFF", "SQZ_NO"],
)
self.assertEqual(list(self.data.columns[-4:]), ["SQZ_20_2.0_20_1.5", "SQZ_ON", "SQZ_OFF", "SQZ_NO"])
self.data.ta.squeeze(tr=False, append=True)
self.assertIsInstance(self.data, DataFrame)
self.assertEqual(
list(self.data.columns[-4:]),
["SQZ_ON", "SQZ_OFF", "SQZ_NO", "SQZhlr_20_2.0_20_1.5"],
["SQZ_ON", "SQZ_OFF", "SQZ_NO", "SQZhlr_20_2.0_20_1.5"]
)
def test_stoch_ext(self):
self.data.ta.stoch(append=True)
self.assertIsInstance(self.data, DataFrame)
self.assertEqual(list(self.data.columns[-2:]),
["STOCHk_14_3_3", "STOCHd_14_3_3"])
self.assertEqual(list(self.data.columns[-2:]), ["STOCHk_14_3_3", "STOCHd_14_3_3"])
def test_stochrsi_ext(self):
self.data.ta.stochrsi(append=True)
self.assertIsInstance(self.data, DataFrame)
self.assertEqual(list(self.data.columns[-2:]),
["STOCHRSIk_14_14_3_3", "STOCHRSId_14_14_3_3"])
self.assertEqual(list(self.data.columns[-2:]), ["STOCHRSIk_14_14_3_3", "STOCHRSId_14_14_3_3"])
def test_trix_ext(self):
self.data.ta.trix(append=True)
self.assertIsInstance(self.data, DataFrame)
self.assertEqual(list(self.data.columns[-2:]),
["TRIX_30_9", "TRIXs_30_9"])
self.assertEqual(list(self.data.columns[-2:]), ["TRIX_30_9", "TRIXs_30_9"])
def test_tsi_ext(self):
self.data.ta.tsi(append=True)
tests/test_ext_indicator_overlap_ext.py
+5 -15
View File
@@ -6,7 +6,6 @@ from pandas import DataFrame
class TestOverlapExtension(TestCase):
@classmethod
def setUpClass(cls):
cls.data = sample_data
@@ -15,11 +14,9 @@ class TestOverlapExtension(TestCase):
def tearDownClass(cls):
del cls.data
def setUp(self):
pass
def setUp(self): pass
def tearDown(self): pass
def tearDown(self):
pass
def test_dema_ext(self):
self.data.ta.dema(append=True)
@@ -39,8 +36,7 @@ class TestOverlapExtension(TestCase):
def test_hilo_ext(self):
self.data.ta.hilo(append=True)
self.assertIsInstance(self.data, DataFrame)
self.assertEqual(list(self.data.columns[-3:]),
["HILO_13_21", "HILOl_13_21", "HILOs_13_21"])
self.assertEqual(list(self.data.columns[-3:]), ["HILO_13_21", "HILOl_13_21", "HILOs_13_21"])
def test_hl2_ext(self):
self.data.ta.hl2(append=True)
@@ -65,10 +61,7 @@ class TestOverlapExtension(TestCase):
def test_ichimoku_ext(self):
self.data.ta.ichimoku(append=True)
self.assertIsInstance(self.data, DataFrame)
self.assertEqual(
list(self.data.columns[-5:]),
["ISA_9", "ISB_26", "ITS_9", "IKS_26", "ICS_26"],
)
self.assertEqual(list(self.data.columns[-5:]), ["ISA_9", "ISB_26", "ITS_9", "IKS_26", "ICS_26"])
def test_linreg_ext(self):
self.data.ta.linreg(append=True)
@@ -118,10 +111,7 @@ class TestOverlapExtension(TestCase):
def test_supertrend_ext(self):
self.data.ta.supertrend(append=True)
self.assertIsInstance(self.data, DataFrame)
self.assertEqual(
list(self.data.columns[-4:]),
["SUPERT_7_3.0", "SUPERTd_7_3.0", "SUPERTl_7_3.0", "SUPERTs_7_3.0"],
)
self.assertEqual(list(self.data.columns[-4:]), ["SUPERT_7_3.0", "SUPERTd_7_3.0", "SUPERTl_7_3.0", "SUPERTs_7_3.0"])
def test_t3_ext(self):
self.data.ta.t3(append=True)
tests/test_ext_indicator_performance.py
+7 -23
View File
@@ -6,23 +6,19 @@ from pandas import DataFrame
class TestPerformaceExtension(TestCase):
@classmethod
def setUpClass(cls):
cls.data = sample_data
cls.islong = cls.data["close"] > pandas_ta.sma(cls.data["close"],
length=50)
cls.islong = cls.data["close"] > pandas_ta.sma(cls.data["close"], length=50)
@classmethod
def tearDownClass(cls):
del cls.data
del cls.islong
def setUp(self):
pass
def setUp(self): pass
def tearDown(self): pass
def tearDown(self):
pass
def test_log_return_ext(self):
self.data.ta.log_return(append=True)
@@ -45,29 +41,17 @@ class TestPerformaceExtension(TestCase):
self.assertEqual(self.data.columns[-1], "CUMPCTRET_1")
def test_log_trend_return_ext(self):
self.data.ta.trend_return(trend=self.islong,
log=True,
cumulative=False,
append=True)
self.data.ta.trend_return(trend=self.islong, log=True, cumulative=False, append=True)
self.assertIsInstance(self.data, DataFrame)
def test_cum_log_trend_return_ext(self):
self.data.ta.trend_return(trend=self.islong,
log=True,
cumulative=True,
append=True)
self.data.ta.trend_return(trend=self.islong, log=True, cumulative=True, append=True)
self.assertIsInstance(self.data, DataFrame)
def test_pct_trend_return_ext(self):
self.data.ta.trend_return(trend=self.islong,
log=False,
cumulative=False,
append=True)
self.data.ta.trend_return(trend=self.islong, log=False, cumulative=False, append=True)
self.assertIsInstance(self.data, DataFrame)
def test_cum_pct_trend_return_ext(self):
self.data.ta.trend_return(trend=self.islong,
log=False,
cumulative=True,
append=True)
self.data.ta.trend_return(trend=self.islong, log=False, cumulative=True, append=True)
self.assertIsInstance(self.data, DataFrame)
tests/test_ext_indicator_statistics.py
+2 -5
View File
@@ -6,7 +6,6 @@ from pandas import DataFrame
class TestStatisticsExtension(TestCase):
@classmethod
def setUpClass(cls):
cls.data = sample_data
@@ -15,11 +14,9 @@ class TestStatisticsExtension(TestCase):
def tearDownClass(cls):
del cls.data
def setUp(self):
pass
def setUp(self): pass
def tearDown(self): pass
def tearDown(self):
pass
def test_entropy_ext(self):
self.data.ta.entropy(append=True)
tests/test_ext_indicator_trend.py
+7 -19
View File
@@ -6,7 +6,6 @@ from pandas import DataFrame
class TestTrendExtension(TestCase):
@classmethod
def setUpClass(cls):
cls.data = sample_data
@@ -15,29 +14,24 @@ class TestTrendExtension(TestCase):
def tearDownClass(cls):
del cls.data
def setUp(self):
pass
def setUp(self): pass
def tearDown(self): pass
def tearDown(self):
pass
def test_adx_ext(self):
self.data.ta.adx(append=True)
self.assertIsInstance(self.data, DataFrame)
self.assertEqual(list(self.data.columns[-3:]),
["ADX_14", "DMP_14", "DMN_14"])
self.assertEqual(list(self.data.columns[-3:]), ["ADX_14", "DMP_14", "DMN_14"])
def test_amat_ext(self):
self.data.ta.amat(append=True)
self.assertIsInstance(self.data, DataFrame)
self.assertEqual(list(self.data.columns[-2:]),
["AMAT_LR_2", "AMAT_SR_2"])
self.assertEqual(list(self.data.columns[-2:]), ["AMAT_LR_2", "AMAT_SR_2"])
def test_aroon_ext(self):
self.data.ta.aroon(append=True)
self.assertIsInstance(self.data, DataFrame)
self.assertEqual(list(self.data.columns[-3:]),
["AROOND_14", "AROONU_14", "AROONOSC_14"])
self.assertEqual(list(self.data.columns[-3:]), ["AROOND_14", "AROONU_14", "AROONOSC_14"])
def test_chop_ext(self):
self.data.ta.chop(append=True)
@@ -75,8 +69,7 @@ class TestTrendExtension(TestCase):
def test_long_run_ext(self):
# Nothing passed, return self
self.assertEqual(
self.data.ta.long_run(append=True).shape, self.data.shape)
self.assertEqual(self.data.ta.long_run(append=True).shape, self.data.shape)
fast = self.data.ta.ema(8)
slow = self.data.ta.ema(21)
@@ -88,12 +81,7 @@ class TestTrendExtension(TestCase):
self.data.ta.psar(append=True)
self.assertIsInstance(self.data, DataFrame)
self.assertEqual(
list(self.data.columns[-4:]),
[
"PSARl_0.02_0.2", "PSARs_0.02_0.2", "PSARaf_0.02_0.2",
"PSARr_0.02_0.2"
],
)
list(self.data.columns[-4:]), ["PSARl_0.02_0.2", "PSARs_0.02_0.2", "PSARaf_0.02_0.2", "PSARr_0.02_0.2"])
def test_qstick_ext(self):
self.data.ta.qstick(append=True)
tests/test_ext_indicator_volatility.py
+7 -17
View File
@@ -6,7 +6,6 @@ from pandas import DataFrame
class TestVolatilityExtension(TestCase):
@classmethod
def setUpClass(cls):
cls.data = sample_data
@@ -15,25 +14,19 @@ class TestVolatilityExtension(TestCase):
def tearDownClass(cls):
del cls.data
def setUp(self):
pass
def setUp(self): pass
def tearDown(self): pass
def tearDown(self):
pass
def test_aberration_ext(self):
self.data.ta.aberration(append=True)
self.assertIsInstance(self.data, DataFrame)
self.assertEqual(
list(self.data.columns[-4:]),
["ABER_ZG_5_15", "ABER_SG_5_15", "ABER_XG_5_15", "ABER_ATR_5_15"],
)
self.assertEqual(list(self.data.columns[-4:]), ["ABER_ZG_5_15", "ABER_SG_5_15", "ABER_XG_5_15", "ABER_ATR_5_15"])
def test_accbands_ext(self):
self.data.ta.accbands(append=True)
self.assertIsInstance(self.data, DataFrame)
self.assertEqual(list(self.data.columns[-3:]),
["ACCBL_20", "ACCBM_20", "ACCBU_20"])
self.assertEqual(list(self.data.columns[-3:]), ["ACCBL_20", "ACCBM_20", "ACCBU_20"])
def test_atr_ext(self):
self.data.ta.atr(append=True)
@@ -43,20 +36,17 @@ class TestVolatilityExtension(TestCase):
def test_bbands_ext(self):
self.data.ta.bbands(append=True)
self.assertIsInstance(self.data, DataFrame)
self.assertEqual(list(self.data.columns[-3:]),
["BBL_5_2.0", "BBM_5_2.0", "BBU_5_2.0"])
self.assertEqual(list(self.data.columns[-3:]), ["BBL_5_2.0", "BBM_5_2.0", "BBU_5_2.0"])
def test_donchian_ext(self):
self.data.ta.donchian(append=True)
self.assertIsInstance(self.data, DataFrame)
self.assertEqual(list(self.data.columns[-3:]),
["DCL_20_20", "DCM_20_20", "DCU_20_20"])
self.assertEqual(list(self.data.columns[-3:]), ["DCL_20_20", "DCM_20_20", "DCU_20_20"])
def test_kc_ext(self):
self.data.ta.kc(append=True)
self.assertIsInstance(self.data, DataFrame)
self.assertEqual(list(self.data.columns[-3:]),
["KCL_20_2", "KCB_20_2", "KCU_20_2"])
self.assertEqual(list(self.data.columns[-3:]), ["KCL_20_2", "KCB_20_2", "KCU_20_2"])
def test_massi_ext(self):
self.data.ta.massi(append=True)
tests/test_ext_indicator_volume.py
+2 -5
View File
@@ -6,7 +6,6 @@ from pandas import DataFrame
class TestVolumeExtension(TestCase):
@classmethod
def setUpClass(cls):
cls.data = sample_data
@@ -17,11 +16,9 @@ class TestVolumeExtension(TestCase):
del cls.data
del cls.open
def setUp(self):
pass
def setUp(self): pass
def tearDown(self): pass
def tearDown(self):
pass
def test_ad_ext(self):
self.data.ta.ad(append=True)
tests/test_indicator_candle.py
+4 -17
View File
@@ -1,10 +1,4 @@
from .config import (
error_analysis,
sample_data,
CORRELATION,
CORRELATION_THRESHOLD,
VERBOSE,
)
from .config import error_analysis, sample_data, CORRELATION, CORRELATION_THRESHOLD, VERBOSE
from .context import pandas_ta
from unittest import TestCase, skip
@@ -58,23 +52,16 @@ class TestCandle(TestCase):
pdt.assert_series_equal(result, expected, check_names=False)
except AssertionError as ae:
try:
corr = pandas_ta.utils.df_error_analysis(result,
expected,
col=CORRELATION)
corr = pandas_ta.utils.df_error_analysis(result, expected, col=CORRELATION)
self.assertGreater(corr, CORRELATION_THRESHOLD)
except Exception as ex:
error_analysis(result, CORRELATION, ex)
def test_cdl_inside(self):
result = pandas_ta.cdl_inside(self.open, self.high, self.low,
self.close)
result = pandas_ta.cdl_inside(self.open, self.high, self.low, self.close)
self.assertIsInstance(result, Series)
self.assertEqual(result.name, "CDL_INSIDE")
result = pandas_ta.cdl_inside(self.open,
self.high,
self.low,
self.close,
asbool=True)
result = pandas_ta.cdl_inside(self.open, self.high, self.low, self.close, asbool=True)
self.assertIsInstance(result, Series)
self.assertEqual(result.name, "CDL_INSIDE")
tests/test_indicator_momentum.py
+21 -72
View File
@@ -1,10 +1,4 @@
from .config import (
error_analysis,
sample_data,
CORRELATION,
CORRELATION_THRESHOLD,
VERBOSE,
)
from .config import error_analysis, sample_data, CORRELATION, CORRELATION_THRESHOLD, VERBOSE
from .context import pandas_ta
from unittest import TestCase, skip
@@ -83,9 +77,7 @@ class TestMomentum(TestCase):
pdt.assert_series_equal(result, expected, check_names=False)
except AssertionError as ae:
try:
corr = pandas_ta.utils.df_error_analysis(result,
expected,
col=CORRELATION)
corr = pandas_ta.utils.df_error_analysis(result, expected, col=CORRELATION)
self.assertGreater(corr, CORRELATION_THRESHOLD)
except Exception as ex:
error_analysis(result, CORRELATION, ex)
@@ -105,9 +97,7 @@ class TestMomentum(TestCase):
pdt.assert_series_equal(result, expected, check_names=False)
except AssertionError as ae:
try:
corr = pandas_ta.utils.df_error_analysis(result,
expected,
col=CORRELATION)
corr = pandas_ta.utils.df_error_analysis(result, expected, col=CORRELATION)
self.assertGreater(corr, CORRELATION_THRESHOLD)
except Exception as ex:
error_analysis(result, CORRELATION, ex)
@@ -127,9 +117,7 @@ class TestMomentum(TestCase):
pdt.assert_series_equal(result, expected, check_names=False)
except AssertionError as ae:
try:
corr = pandas_ta.utils.df_error_analysis(result,
expected,
col=CORRELATION)
corr = pandas_ta.utils.df_error_analysis(result, expected, col=CORRELATION)
self.assertGreater(corr, CORRELATION_THRESHOLD)
except Exception as ex:
error_analysis(result, CORRELATION, ex)
@@ -154,9 +142,7 @@ class TestMomentum(TestCase):
pdt.assert_series_equal(result, expected, check_names=False)
except AssertionError as ae:
try:
corr = pandas_ta.utils.df_error_analysis(result,
expected,
col=CORRELATION)
corr = pandas_ta.utils.df_error_analysis(result, expected, col=CORRELATION)
self.assertGreater(corr, CORRELATION_THRESHOLD)
except Exception as ex:
error_analysis(result, CORRELATION, ex)
@@ -186,10 +172,7 @@ class TestMomentum(TestCase):
self.assertIsInstance(result, Series)
self.assertEqual(result.name, "INERTIA_20_14")
result = pandas_ta.inertia(self.close,
self.high,
self.low,
refined=True)
result = pandas_ta.inertia(self.close, self.high, self.low, refined=True)
self.assertIsInstance(result, Series)
self.assertEqual(result.name, "INERTIAr_20_14")
@@ -214,39 +197,26 @@ class TestMomentum(TestCase):
try:
expected = tal.MACD(self.close)
expecteddf = DataFrame({
"MACD_12_26_9": expected[0],
"MACDh_12_26_9": expected[2],
"MACDs_12_26_9": expected[1],
})
expecteddf = DataFrame({"MACD_12_26_9": expected[0], "MACDh_12_26_9": expected[2], "MACDs_12_26_9": expected[1]})
pdt.assert_frame_equal(result, expecteddf)
except AssertionError as ae:
try:
macd_corr = pandas_ta.utils.df_error_analysis(
result.iloc[:, 0], expecteddf.iloc[:, 0], col=CORRELATION)
macd_corr = pandas_ta.utils.df_error_analysis(result.iloc[:, 0], expecteddf.iloc[:, 0], col=CORRELATION)
self.assertGreater(macd_corr, CORRELATION_THRESHOLD)
except Exception as ex:
error_analysis(result.iloc[:, 0], CORRELATION, ex)
try:
history_corr = pandas_ta.utils.df_error_analysis(
result.iloc[:, 1], expecteddf.iloc[:, 1], col=CORRELATION)
history_corr = pandas_ta.utils.df_error_analysis(result.iloc[:, 1], expecteddf.iloc[:, 1], col=CORRELATION)
self.assertGreater(history_corr, CORRELATION_THRESHOLD)
except Exception as ex:
error_analysis(result.iloc[:, 1],
CORRELATION,
ex,
newline=False)
error_analysis(result.iloc[:, 1], CORRELATION, ex, newline=False)
try:
signal_corr = pandas_ta.utils.df_error_analysis(
result.iloc[:, 2], expecteddf.iloc[:, 2], col=CORRELATION)
signal_corr = pandas_ta.utils.df_error_analysis(result.iloc[:, 2], expecteddf.iloc[:, 2], col=CORRELATION)
self.assertGreater(signal_corr, CORRELATION_THRESHOLD)
except Exception as ex:
error_analysis(result.iloc[:, 2],
CORRELATION,
ex,
newline=False)
error_analysis(result.iloc[:, 2], CORRELATION, ex, newline=False)
def test_mom(self):
result = pandas_ta.mom(self.close)
@@ -258,9 +228,7 @@ class TestMomentum(TestCase):
pdt.assert_series_equal(result, expected, check_names=False)
except AssertionError as ae:
try:
corr = pandas_ta.utils.df_error_analysis(result,
expected,
col=CORRELATION)
corr = pandas_ta.utils.df_error_analysis(result, expected, col=CORRELATION)
self.assertGreater(corr, CORRELATION_THRESHOLD)
except Exception as ex:
error_analysis(result, CORRELATION, ex)
@@ -277,14 +245,10 @@ class TestMomentum(TestCase):
try:
expected = tal.PPO(self.close)
pdt.assert_series_equal(result["PPO_12_26_9"],
expected,
check_names=False)
pdt.assert_series_equal(result["PPO_12_26_9"], expected, check_names=False)
except AssertionError as ae:
try:
corr = pandas_ta.utils.df_error_analysis(result["PPO_12_26_9"],
expected,
col=CORRELATION)
corr = pandas_ta.utils.df_error_analysis(result["PPO_12_26_9"], expected, col=CORRELATION)
self.assertGreater(corr, CORRELATION_THRESHOLD)
except Exception as ex:
error_analysis(result["PPO_12_26_9"], CORRELATION, ex)
@@ -309,9 +273,7 @@ class TestMomentum(TestCase):
pdt.assert_series_equal(result, expected, check_names=False)
except AssertionError as ae:
try:
corr = pandas_ta.utils.df_error_analysis(result,
expected,
col=CORRELATION)
corr = pandas_ta.utils.df_error_analysis(result, expected, col=CORRELATION)
self.assertGreater(corr, CORRELATION_THRESHOLD)
except Exception as ex:
error_analysis(result, CORRELATION, ex)
@@ -326,9 +288,7 @@ class TestMomentum(TestCase):
pdt.assert_series_equal(result, expected, check_names=False)
except AssertionError as ae:
try:
corr = pandas_ta.utils.df_error_analysis(result,
expected,
col=CORRELATION)
corr = pandas_ta.utils.df_error_analysis(result, expected, col=CORRELATION)
self.assertGreater(corr, CORRELATION_THRESHOLD)
except Exception as ex:
error_analysis(result, CORRELATION, ex)
@@ -374,18 +334,11 @@ class TestMomentum(TestCase):
self.assertIsInstance(result, DataFrame)
self.assertEqual(result.name, "SQZhlr_20_2.0_20_1.5")
result = pandas_ta.squeeze(self.high,
self.low,
self.close,
lazybear=True)
result = pandas_ta.squeeze(self.high, self.low, self.close, lazybear=True)
self.assertIsInstance(result, DataFrame)
self.assertEqual(result.name, "SQZ_20_2.0_20_1.5_LB")
result = pandas_ta.squeeze(self.high,
self.low,
self.close,
tr=False,
lazybear=True)
result = pandas_ta.squeeze(self.high, self.low, self.close, tr=False, lazybear=True)
self.assertIsInstance(result, DataFrame)
self.assertEqual(result.name, "SQZhlr_20_2.0_20_1.5_LB")
@@ -422,9 +375,7 @@ class TestMomentum(TestCase):
pdt.assert_series_equal(result, expected, check_names=False)
except AssertionError as ae:
try:
corr = pandas_ta.utils.df_error_analysis(result,
expected,
col=CORRELATION)
corr = pandas_ta.utils.df_error_analysis(result, expected, col=CORRELATION)
self.assertGreater(corr, CORRELATION_THRESHOLD)
except Exception as ex:
error_analysis(result, CORRELATION, ex)
@@ -439,9 +390,7 @@ class TestMomentum(TestCase):
pdt.assert_series_equal(result, expected, check_names=False)
except AssertionError as ae:
try:
corr = pandas_ta.utils.df_error_analysis(result,
expected,
col=CORRELATION)
corr = pandas_ta.utils.df_error_analysis(result, expected, col=CORRELATION)
self.assertGreater(corr, CORRELATION_THRESHOLD)
except Exception as ex:
error_analysis(result, CORRELATION, ex)
tests/test_indicator_overlap.py
+16 -52
View File
@@ -1,10 +1,4 @@
from .config import (
CORRELATION,
CORRELATION_THRESHOLD,
error_analysis,
sample_data,
VERBOSE,
)
from .config import CORRELATION, CORRELATION_THRESHOLD, error_analysis, sample_data, VERBOSE
from .context import pandas_ta
from unittest import TestCase
@@ -54,9 +48,7 @@ class TestOverlap(TestCase):
pdt.assert_series_equal(result, expected, check_names=False)
except AssertionError as ae:
try:
corr = pandas_ta.utils.df_error_analysis(result,
expected,
col=CORRELATION)
corr = pandas_ta.utils.df_error_analysis(result, expected, col=CORRELATION)
self.assertGreater(corr, CORRELATION_THRESHOLD)
except Exception as ex:
error_analysis(result, CORRELATION, ex)
@@ -71,9 +63,7 @@ class TestOverlap(TestCase):
pdt.assert_series_equal(result, expected, check_names=False)
except AssertionError as ae:
try:
corr = pandas_ta.utils.df_error_analysis(result,
expected,
col=CORRELATION)
corr = pandas_ta.utils.df_error_analysis(result, expected, col=CORRELATION)
self.assertGreater(corr, CORRELATION_THRESHOLD)
except Exception as ex:
error_analysis(result, CORRELATION, ex)
@@ -103,9 +93,7 @@ class TestOverlap(TestCase):
pdt.assert_series_equal(result, expected, check_names=False)
except AssertionError as ae:
try:
corr = pandas_ta.utils.df_error_analysis(result,
expected,
col=CORRELATION)
corr = pandas_ta.utils.df_error_analysis(result, expected, col=CORRELATION)
self.assertGreater(corr, CORRELATION_THRESHOLD)
except Exception as ex:
error_analysis(result, CORRELATION, ex)
@@ -137,9 +125,7 @@ class TestOverlap(TestCase):
pdt.assert_series_equal(result, expected, check_names=False)
except AssertionError as ae:
try:
corr = pandas_ta.utils.df_error_analysis(result,
expected,
col=CORRELATION)
corr = pandas_ta.utils.df_error_analysis(result, expected, col=CORRELATION)
self.assertGreater(corr, CORRELATION_THRESHOLD)
except Exception as ex:
error_analysis(result, CORRELATION, ex)
@@ -154,9 +140,7 @@ class TestOverlap(TestCase):
pdt.assert_series_equal(result, expected, check_names=False)
except AssertionError as ae:
try:
corr = pandas_ta.utils.df_error_analysis(result,
expected,
col=CORRELATION)
corr = pandas_ta.utils.df_error_analysis(result, expected, col=CORRELATION)
self.assertGreater(corr, CORRELATION_THRESHOLD)
except Exception as ex:
error_analysis(result, CORRELATION, ex)
@@ -171,9 +155,7 @@ class TestOverlap(TestCase):
pdt.assert_series_equal(result, expected, check_names=False)
except AssertionError as ae:
try:
corr = pandas_ta.utils.df_error_analysis(result,
expected,
col=CORRELATION)
corr = pandas_ta.utils.df_error_analysis(result, expected, col=CORRELATION)
self.assertGreater(corr, CORRELATION_THRESHOLD)
except Exception as ex:
error_analysis(result, CORRELATION, ex)
@@ -193,9 +175,7 @@ class TestOverlap(TestCase):
pdt.assert_series_equal(result, expected, check_names=False)
except AssertionError as ae:
try:
corr = pandas_ta.utils.df_error_analysis(result,
expected,
col=CORRELATION)
corr = pandas_ta.utils.df_error_analysis(result, expected, col=CORRELATION)
self.assertGreater(corr, CORRELATION_THRESHOLD)
except Exception as ex:
error_analysis(result, CORRELATION, ex)
@@ -210,9 +190,7 @@ class TestOverlap(TestCase):
pdt.assert_series_equal(result, expected, check_names=False)
except AssertionError as ae:
try:
corr = pandas_ta.utils.df_error_analysis(result,
expected,
col=CORRELATION)
corr = pandas_ta.utils.df_error_analysis(result, expected, col=CORRELATION)
self.assertGreater(corr, CORRELATION_THRESHOLD)
except Exception as ex:
error_analysis(result, CORRELATION, ex)
@@ -227,9 +205,7 @@ class TestOverlap(TestCase):
pdt.assert_series_equal(result, expected, check_names=False)
except AssertionError as ae:
try:
corr = pandas_ta.utils.df_error_analysis(result,
expected,
col=CORRELATION)
corr = pandas_ta.utils.df_error_analysis(result, expected, col=CORRELATION)
self.assertGreater(corr, CORRELATION_THRESHOLD)
except Exception as ex:
error_analysis(result, CORRELATION, ex)
@@ -264,9 +240,7 @@ class TestOverlap(TestCase):
pdt.assert_series_equal(result, expected, check_names=False)
except AssertionError as ae:
try:
corr = pandas_ta.utils.df_error_analysis(result,
expected,
col=CORRELATION)
corr = pandas_ta.utils.df_error_analysis(result, expected, col=CORRELATION)
self.assertGreater(corr, CORRELATION_THRESHOLD)
except Exception as ex:
error_analysis(result, CORRELATION, ex)
@@ -291,9 +265,7 @@ class TestOverlap(TestCase):
pdt.assert_series_equal(result, expected, check_names=False)
except AssertionError as ae:
try:
corr = pandas_ta.utils.df_error_analysis(result,
expected,
col=CORRELATION)
corr = pandas_ta.utils.df_error_analysis(result, expected, col=CORRELATION)
self.assertGreater(corr, CORRELATION_THRESHOLD)
except Exception as ex:
error_analysis(result, CORRELATION, ex)
@@ -308,9 +280,7 @@ class TestOverlap(TestCase):
pdt.assert_series_equal(result, expected, check_names=False)
except AssertionError as ae:
try:
corr = pandas_ta.utils.df_error_analysis(result,
expected,
col=CORRELATION)
corr = pandas_ta.utils.df_error_analysis(result, expected, col=CORRELATION)
self.assertGreater(corr, CORRELATION_THRESHOLD)
except Exception as ex:
error_analysis(result, CORRELATION, ex)
@@ -325,9 +295,7 @@ class TestOverlap(TestCase):
pdt.assert_series_equal(result, expected, check_names=False)
except AssertionError as ae:
try:
corr = pandas_ta.utils.df_error_analysis(result,
expected,
col=CORRELATION)
corr = pandas_ta.utils.df_error_analysis(result, expected, col=CORRELATION)
self.assertGreater(corr, CORRELATION_THRESHOLD)
except Exception as ex:
error_analysis(result, CORRELATION, ex)
@@ -352,9 +320,7 @@ class TestOverlap(TestCase):
pdt.assert_series_equal(result, expected, check_names=False)
except AssertionError as ae:
try:
corr = pandas_ta.utils.df_error_analysis(result,
expected,
col=CORRELATION)
corr = pandas_ta.utils.df_error_analysis(result, expected, col=CORRELATION)
self.assertGreater(corr, CORRELATION_THRESHOLD)
except Exception as ex:
error_analysis(result, CORRELATION, ex)
@@ -369,9 +335,7 @@ class TestOverlap(TestCase):
pdt.assert_series_equal(result, expected, check_names=False)
except AssertionError as ae:
try:
corr = pandas_ta.utils.df_error_analysis(result,
expected,
col=CORRELATION)
corr = pandas_ta.utils.df_error_analysis(result, expected, col=CORRELATION)
self.assertGreater(corr, CORRELATION_THRESHOLD)
except Exception as ex:
error_analysis(result, CORRELATION, ex)
tests/test_indicator_performance.py
+6 -26
View File
@@ -48,45 +48,25 @@ class TestPerformace(TestCase):
self.assertEqual(result.name, "CUMPCTRET_1")
def test_log_trend_return(self):
result = pandas_ta.trend_return(self.close,
self.islong,
log=True,
cumulative=False)
result = pandas_ta.trend_return(self.close, self.islong, log=True, cumulative=False)
self.assertEqual(result.name, "LTR")
def test_cum_log_trend_return(self):
result = pandas_ta.trend_return(self.close,
self.islong,
log=True,
cumulative=True)
result = pandas_ta.trend_return(self.close, self.islong, log=True, cumulative=True)
self.assertEqual(result.name, "CLTR")
def test_variable_cum_log_trend_return(self):
result = pandas_ta.trend_return(self.close,
self.islong,
log=True,
cumulative=True,
variable=True)
result = pandas_ta.trend_return(self.close, self.islong, log=True, cumulative=True, variable=True)
self.assertEqual(result.name, "CLTR")
def test_pct_trend_return(self):
result = pandas_ta.trend_return(self.close,
self.islong,
log=False,
cumulative=False)
result = pandas_ta.trend_return(self.close, self.islong, log=False, cumulative=False)
self.assertEqual(result.name, "PTR")
def test_cum_pct_trend_return(self):
result = pandas_ta.trend_return(self.close,
self.islong,
log=False,
cumulative=True)
result = pandas_ta.trend_return(self.close, self.islong, log=False, cumulative=True)
self.assertEqual(result.name, "CPTR")
def test_variable_pct_log_trend_return(self):
result = pandas_ta.trend_return(self.close,
self.islong,
log=False,
cumulative=True,
variable=True)
result = pandas_ta.trend_return(self.close, self.islong, log=False, cumulative=True, variable=True)
self.assertEqual(result.name, "CPTR")
tests/test_indicator_statistics.py
+3 -13
View File
@@ -1,10 +1,4 @@
from .config import (
error_analysis,
sample_data,
CORRELATION,
CORRELATION_THRESHOLD,
VERBOSE,
)
from .config import error_analysis, sample_data, CORRELATION, CORRELATION_THRESHOLD, VERBOSE
from .context import pandas_ta
from unittest import TestCase, skip
@@ -83,9 +77,7 @@ class TestStatistics(TestCase):
pdt.assert_series_equal(result, expected, check_names=False)
except AssertionError as ae:
try:
corr = pandas_ta.utils.df_error_analysis(result,
expected,
col=CORRELATION)
corr = pandas_ta.utils.df_error_analysis(result, expected, col=CORRELATION)
self.assertGreater(corr, CORRELATION_THRESHOLD)
except Exception as ex:
error_analysis(result, CORRELATION, ex)
@@ -100,9 +92,7 @@ class TestStatistics(TestCase):
pdt.assert_series_equal(result, expected, check_names=False)
except AssertionError as ae:
try:
corr = pandas_ta.utils.df_error_analysis(result,
expected,
col=CORRELATION)
corr = pandas_ta.utils.df_error_analysis(result, expected, col=CORRELATION)
self.assertGreater(corr, CORRELATION_THRESHOLD)
except Exception as ex:
error_analysis(result, CORRELATION, ex)
tests/test_indicator_trend.py
+8 -29
View File
@@ -1,10 +1,4 @@
from .config import (
error_analysis,
sample_data,
CORRELATION,
CORRELATION_THRESHOLD,
VERBOSE,
)
from .config import error_analysis, sample_data, CORRELATION, CORRELATION_THRESHOLD, VERBOSE
from .context import pandas_ta
from unittest import TestCase, skip
@@ -53,9 +47,7 @@ class TestTrend(TestCase):
pdt.assert_series_equal(result.iloc[:, 0], expected)
except AssertionError as ae:
try:
corr = pandas_ta.utils.df_error_analysis(result.iloc[:, 0],
expected,
col=CORRELATION)
corr = pandas_ta.utils.df_error_analysis(result.iloc[:, 0], expected, col=CORRELATION)
self.assertGreater(corr, CORRELATION_THRESHOLD)
except Exception as ex:
error_analysis(result, CORRELATION, ex)
@@ -72,28 +64,20 @@ class TestTrend(TestCase):
try:
expected = tal.AROON(self.high, self.low)
expecteddf = DataFrame({
"AROOND_14": expected[0],
"AROONU_14": expected[1]
})
expecteddf = DataFrame({"AROOND_14": expected[0], "AROONU_14": expected[1]})
pdt.assert_frame_equal(result, expecteddf)
except AssertionError as ae:
try:
aroond_corr = pandas_ta.utils.df_error_analysis(
result.iloc[:, 0], expecteddf.iloc[:, 0], col=CORRELATION)
aroond_corr = pandas_ta.utils.df_error_analysis(result.iloc[:, 0], expecteddf.iloc[:, 0], col=CORRELATION)
self.assertGreater(aroond_corr, CORRELATION_THRESHOLD)
except Exception as ex:
error_analysis(result.iloc[:, 0], CORRELATION, ex)
try:
aroonu_corr = pandas_ta.utils.df_error_analysis(
result.iloc[:, 1], expecteddf.iloc[:, 1], col=CORRELATION)
aroonu_corr = pandas_ta.utils.df_error_analysis(result.iloc[:, 1], expecteddf.iloc[:, 1], col=CORRELATION)
self.assertGreater(aroonu_corr, CORRELATION_THRESHOLD)
except Exception as ex:
error_analysis(result.iloc[:, 1],
CORRELATION,
ex,
newline=False)
error_analysis(result.iloc[:, 1], CORRELATION, ex, newline=False)
def test_aroon_osc(self):
result = pandas_ta.aroon(self.high, self.low)
@@ -103,10 +87,7 @@ class TestTrend(TestCase):
pdt.assert_series_equal(result.iloc[:, 2], expected)
except AssertionError as ae:
try:
aroond_corr = pandas_ta.utils.df_error_analysis(result.iloc[:,
2],
expected,
col=CORRELATION)
aroond_corr = pandas_ta.utils.df_error_analysis(result.iloc[:,2], expected,col=CORRELATION)
self.assertGreater(aroond_corr, CORRELATION_THRESHOLD)
except Exception as ex:
error_analysis(result.iloc[:, 0], CORRELATION, ex)
@@ -165,9 +146,7 @@ class TestTrend(TestCase):
pdt.assert_series_equal(psar, expected)
except AssertionError as ae:
try:
psar_corr = pandas_ta.utils.df_error_analysis(psar,
expected,
col=CORRELATION)
psar_corr = pandas_ta.utils.df_error_analysis(psar, expected, col=CORRELATION)
self.assertGreater(psar_corr, CORRELATION_THRESHOLD)
except Exception as ex:
error_analysis(psar, CORRELATION, ex)
tests/test_indicator_volatility.py
+11 -45
View File
@@ -1,10 +1,4 @@
from .config import (
error_analysis,
sample_data,
CORRELATION,
CORRELATION_THRESHOLD,
VERBOSE,
)
from .config import error_analysis, sample_data, CORRELATION, CORRELATION_THRESHOLD, VERBOSE
from .context import pandas_ta
from unittest import TestCase, skip
@@ -63,9 +57,7 @@ class TestVolatility(TestCase):
pdt.assert_series_equal(result, expected, check_names=False)
except AssertionError as ae:
try:
corr = pandas_ta.utils.df_error_analysis(result,
expected,
col=CORRELATION)
corr = pandas_ta.utils.df_error_analysis(result, expected, col=CORRELATION)
self.assertGreater(corr, CORRELATION_THRESHOLD)
except Exception as ex:
error_analysis(result, CORRELATION, ex)
@@ -77,55 +69,33 @@ class TestVolatility(TestCase):
try:
expected = tal.BBANDS(self.close)
expecteddf = DataFrame({
"BBL_5_2.0": expected[0],
"BBM_5_2.0": expected[1],
"BBU_5_2.0": expected[2],
})
expecteddf = DataFrame({"BBL_5_2.0": expected[0], "BBM_5_2.0": expected[1], "BBU_5_2.0": expected[2]})
pdt.assert_frame_equal(result, expecteddf)
except AssertionError as ae:
try:
bbl_corr = pandas_ta.utils.df_error_analysis(result.iloc[:, 0],
expecteddf.iloc[:,
0],
col=CORRELATION)
bbl_corr = pandas_ta.utils.df_error_analysis(result.iloc[:, 0], expecteddf.iloc[:,0], col=CORRELATION)
self.assertGreater(bbl_corr, CORRELATION_THRESHOLD)
except Exception as ex:
error_analysis(result.iloc[:, 0], CORRELATION, ex)
try:
bbm_corr = pandas_ta.utils.df_error_analysis(result.iloc[:, 1],
expecteddf.iloc[:,
1],
col=CORRELATION)
bbm_corr = pandas_ta.utils.df_error_analysis(result.iloc[:, 1], expecteddf.iloc[:,1], col=CORRELATION)
self.assertGreater(bbm_corr, CORRELATION_THRESHOLD)
except Exception as ex:
error_analysis(result.iloc[:, 1],
CORRELATION,
ex,
newline=False)
error_analysis(result.iloc[:, 1], CORRELATION, ex, newline=False)
try:
bbu_corr = pandas_ta.utils.df_error_analysis(result.iloc[:, 2],
expecteddf.iloc[:,
2],
col=CORRELATION)
bbu_corr = pandas_ta.utils.df_error_analysis(result.iloc[:, 2], expecteddf.iloc[:,2], col=CORRELATION)
self.assertGreater(bbu_corr, CORRELATION_THRESHOLD)
except Exception as ex:
error_analysis(result.iloc[:, 2],
CORRELATION,
ex,
newline=False)
error_analysis(result.iloc[:, 2], CORRELATION, ex, newline=False)
def test_donchian(self):
result = pandas_ta.donchian(self.high, self.low)
self.assertIsInstance(result, DataFrame)
self.assertEqual(result.name, "DC_20_20")
result = pandas_ta.donchian(self.high,
self.low,
lower_length=20,
upper_length=5)
result = pandas_ta.donchian(self.high, self.low, lower_length=20, upper_length=5)
self.assertIsInstance(result, DataFrame)
self.assertEqual(result.name, "DC_20_5")
@@ -153,9 +123,7 @@ class TestVolatility(TestCase):
pdt.assert_series_equal(result, expected, check_names=False)
except AssertionError as ae:
try:
corr = pandas_ta.utils.df_error_analysis(result,
expected,
col=CORRELATION)
corr = pandas_ta.utils.df_error_analysis(result, expected, col=CORRELATION)
self.assertGreater(corr, CORRELATION_THRESHOLD)
except Exception as ex:
error_analysis(result, CORRELATION, ex)
@@ -193,9 +161,7 @@ class TestVolatility(TestCase):
pdt.assert_series_equal(result, expected, check_names=False)
except AssertionError as ae:
try:
corr = pandas_ta.utils.df_error_analysis(result,
expected,
col=CORRELATION)
corr = pandas_ta.utils.df_error_analysis(result, expected, col=CORRELATION)
self.assertGreater(corr, CORRELATION_THRESHOLD)
except Exception as ex:
error_analysis(result, CORRELATION, ex)
tests/test_indicator_volume.py
+6 -21
View File
@@ -1,10 +1,4 @@
from .config import (
error_analysis,
sample_data,
CORRELATION,
CORRELATION_THRESHOLD,
VERBOSE,
)
from .config import error_analysis, sample_data, CORRELATION, CORRELATION_THRESHOLD, VERBOSE
from .context import pandas_ta
from unittest import TestCase, skip
@@ -53,16 +47,13 @@ class TestVolume(TestCase):
pdt.assert_series_equal(result, expected, check_names=False)
except AssertionError as ae:
try:
corr = pandas_ta.utils.df_error_analysis(result,
expected,
col=CORRELATION)
corr = pandas_ta.utils.df_error_analysis(result, expected, col=CORRELATION)
self.assertGreater(corr, CORRELATION_THRESHOLD)
except Exception as ex:
error_analysis(result, CORRELATION, ex)
def test_ad_open(self):
result = pandas_ta.ad(self.high, self.low, self.close, self.volume_,
self.open)
result = pandas_ta.ad(self.high, self.low, self.close, self.volume_, self.open)
self.assertIsInstance(result, Series)
self.assertEqual(result.name, "ADo")
@@ -76,9 +67,7 @@ class TestVolume(TestCase):
pdt.assert_series_equal(result, expected, check_names=False)
except AssertionError as ae:
try:
corr = pandas_ta.utils.df_error_analysis(result,
expected,
col=CORRELATION)
corr = pandas_ta.utils.df_error_analysis(result, expected, col=CORRELATION)
self.assertGreater(corr, CORRELATION_THRESHOLD)
except Exception as ex:
error_analysis(result, CORRELATION, ex)
@@ -113,9 +102,7 @@ class TestVolume(TestCase):
pdt.assert_series_equal(result, expected, check_names=False)
except AssertionError as ae:
try:
corr = pandas_ta.utils.df_error_analysis(result,
expected,
col=CORRELATION)
corr = pandas_ta.utils.df_error_analysis(result, expected, col=CORRELATION)
self.assertGreater(corr, CORRELATION_THRESHOLD)
except Exception as ex:
error_analysis(result, CORRELATION, ex)
@@ -135,9 +122,7 @@ class TestVolume(TestCase):
pdt.assert_series_equal(result, expected, check_names=False)
except AssertionError as ae:
try:
corr = pandas_ta.utils.df_error_analysis(result,
expected,
col=CORRELATION)
corr = pandas_ta.utils.df_error_analysis(result, expected, col=CORRELATION)
self.assertGreater(corr, CORRELATION_THRESHOLD)
except Exception as ex:
error_analysis(result, CORRELATION, ex)
tests/test_strategy.py
+23 -74
View File
@@ -48,10 +48,8 @@ class TestStrategyMethods(TestCase):
self.init_cols = len(self.data.columns)
self.time_diff = 0
self.result = None
if verbose:
print()
if timed:
self.stime = perf_counter()
if verbose: print()
if timed: self.stime = perf_counter()
def tearDown(self):
if timed:
@@ -72,64 +70,35 @@ class TestStrategyMethods(TestCase):
@skip
def test_all_strategy(self):
self.data.ta.strategy(pandas_ta.AllStrategy,
verbose=verbose,
timed=strategy_timed)
self.data.ta.strategy(pandas_ta.AllStrategy, verbose=verbose, timed=strategy_timed)
@skip
def test_all_name_strategy(self):
self.category = "All"
self.data.ta.strategy(self.category,
verbose=verbose,
timed=strategy_timed)
self.data.ta.strategy(self.category, verbose=verbose, timed=strategy_timed)
# @skip
def test_candles_category(self):
self.category = "Candles"
self.data.ta.strategy(self.category,
verbose=verbose,
timed=strategy_timed)
self.data.ta.strategy(self.category, verbose=verbose, timed=strategy_timed)
# @skip
def test_common(self):
self.category = "Common"
self.data.ta.strategy(pandas_ta.CommonStrategy,
verbose=verbose,
timed=strategy_timed)
self.data.ta.strategy(pandas_ta.CommonStrategy, verbose=verbose, timed=strategy_timed)
# @skip
def test_custom_a(self):
self.category = "Custom A"
momo_bands_sma_ta = [
{
"kind": "rsi"
}, # 1
{
"kind": "macd"
}, # 3
{
"kind": "sma",
"length": 50
}, # 1
{
"kind": "sma",
"length": 200
}, # 1
{
"kind": "bbands",
"length": 20
}, # 3
{
"kind": "log_return",
"cumulative": True
}, # 1
{
"kind": "ema",
"close": "CUMLOGRET_1",
"length": 5,
"suffix": "CLR"
},
{"kind": "rsi"}, # 1
{"kind": "macd"}, # 3
{"kind": "sma", "length": 50}, # 1
{"kind": "sma", "length": 200 }, # 1
{"kind": "bbands", "length": 20}, # 3
{"kind": "log_return", "cumulative": True}, # 1
{"kind": "ema", "close": "CUMLOGRET_1", "length": 5, "suffix": "CLR"}
]
custom = pandas_ta.Strategy(
@@ -144,20 +113,14 @@ class TestStrategyMethods(TestCase):
self.category = "Custom B"
custom_args_ta = [
{
"kind": "ema",
"params": (5,)
},
{
"kind": "fisher",
"params": (13, 7)
},
{"kind": "ema", "params": (5,)},
{"kind": "fisher", "params": (13, 7)}
]
custom = pandas_ta.Strategy(
"Custom Args Tuple",
custom_args_ta,
"Allow for easy filling in indicator arguments by argument placement.",
"Allow for easy filling in indicator arguments by argument placement."
)
self.data.ta.strategy(custom, verbose=verbose, timed=strategy_timed)
@@ -189,48 +152,34 @@ class TestStrategyMethods(TestCase):
# @skip
def test_momentum_category(self):
self.category = "Momentum"
self.data.ta.strategy(self.category,
verbose=verbose,
timed=strategy_timed)
self.data.ta.strategy(self.category, verbose=verbose, timed=strategy_timed)
# @skip
def test_overlap_category(self):
self.category = "Overlap"
self.data.ta.strategy(self.category,
verbose=verbose,
timed=strategy_timed)
self.data.ta.strategy(self.category, verbose=verbose, timed=strategy_timed)
# @skip
def test_performance_category(self):
self.category = "Performance"
self.data.ta.strategy(self.category,
verbose=verbose,
timed=strategy_timed)
self.data.ta.strategy(self.category, verbose=verbose, timed=strategy_timed)
# @skip
def test_statistics_category(self):
self.category = "Statistics"
self.data.ta.strategy(self.category,
verbose=verbose,
timed=strategy_timed)
self.data.ta.strategy(self.category, verbose=verbose, timed=strategy_timed)
# @skip
def test_trend_category(self):
self.category = "Trend"
self.data.ta.strategy(self.category,
verbose=verbose,
timed=strategy_timed)
self.data.ta.strategy(self.category, verbose=verbose, timed=strategy_timed)
# @skip
def test_volatility_category(self):
self.category = "Volatility"
self.data.ta.strategy(self.category,
verbose=verbose,
timed=strategy_timed)
self.data.ta.strategy(self.category, verbose=verbose, timed=strategy_timed)
# @skip
def test_volume_category(self):
self.category = "Volume"
self.data.ta.strategy(self.category,
verbose=verbose,
timed=strategy_timed)
self.data.ta.strategy(self.category, verbose=verbose, timed=strategy_timed)
tests/test_utils.py
+18 -48
View File
@@ -91,8 +91,7 @@ class TestUtilities(TestCase):
self.assertEqual(result.name, "a_A_0")
npt.assert_array_equal(result, self.crosseddf["c"])
result = self.utils.above_value(self.crosseddf["a"],
self.crosseddf["zero"])
result = self.utils.above_value(self.crosseddf["a"], self.crosseddf["zero"])
self.assertIsNone(result)
def test_below(self):
@@ -112,8 +111,7 @@ class TestUtilities(TestCase):
self.assertEqual(result.name, "a_B_0")
npt.assert_array_equal(result, self.crosseddf["b"])
result = self.utils.below_value(self.crosseddf["a"],
self.crosseddf["zero"])
result = self.utils.below_value(self.crosseddf["a"], self.crosseddf["zero"])
self.assertIsNone(result)
def test_combination(self):
@@ -164,36 +162,19 @@ class TestUtilities(TestCase):
npt.assert_array_equal(self.utils.fibonacci(zero=True), np.array([0, 1, 1]))
npt.assert_array_equal(self.utils.fibonacci(zero=False), np.array([1, 1]))
npt.assert_array_equal(
self.utils.fibonacci(n=0, zero=True, weighted=False), np.array([0]))
npt.assert_array_equal(
self.utils.fibonacci(n=0, zero=False, weighted=False),
np.array([1]))
npt.assert_array_equal(self.utils.fibonacci(n=0, zero=True, weighted=False), np.array([0]))
npt.assert_array_equal(self.utils.fibonacci(n=0, zero=False, weighted=False), np.array([1]))
npt.assert_array_equal(
self.utils.fibonacci(n=5, zero=True, weighted=False),
np.array([0, 1, 1, 2, 3, 5]),
)
npt.assert_array_equal(
self.utils.fibonacci(n=5, zero=False, weighted=False),
np.array([1, 1, 2, 3, 5]),
)
npt.assert_array_equal(self.utils.fibonacci(n=5, zero=True, weighted=False), np.array([0, 1, 1, 2, 3, 5]))
npt.assert_array_equal(self.utils.fibonacci(n=5, zero=False, weighted=False), np.array([1, 1, 2, 3, 5]))
def test_fibonacci_weighted(self):
self.assertIs(type(self.utils.fibonacci(zero=True, weighted=True)), np.ndarray)
npt.assert_array_equal(
self.utils.fibonacci(n=0, zero=True, weighted=True), np.array([0]))
npt.assert_array_equal(
self.utils.fibonacci(n=0, zero=False, weighted=True), np.array([1]))
npt.assert_array_equal(self.utils.fibonacci(n=0, zero=True, weighted=True), np.array([0]))
npt.assert_array_equal(self.utils.fibonacci(n=0, zero=False, weighted=True), np.array([1]))
npt.assert_allclose(
self.utils.fibonacci(n=5, zero=True, weighted=True),
np.array([0, 1 / 12, 1 / 12, 1 / 6, 1 / 4, 5 / 12]),
)
npt.assert_allclose(
self.utils.fibonacci(n=5, zero=False, weighted=True),
np.array([1 / 12, 1 / 12, 1 / 6, 1 / 4, 5 / 12]),
)
npt.assert_allclose(self.utils.fibonacci(n=5, zero=True, weighted=True), np.array([0, 1 / 12, 1 / 12, 1 / 6, 1 / 4, 5 / 12]))
npt.assert_allclose(self.utils.fibonacci(n=5, zero=False, weighted=True), np.array([1 / 12, 1 / 12, 1 / 6, 1 / 4, 5 / 12]))
def test_get_time(self):
result = self.utils.get_time(to_string=True)
@@ -225,43 +206,32 @@ class TestUtilities(TestCase):
array_1 = np.array([1])
npt.assert_array_equal(self.utils.pascals_triangle(), array_1)
npt.assert_array_equal(self.utils.pascals_triangle(weighted=True), array_1)
npt.assert_array_equal(
self.utils.pascals_triangle(weighted=True, inverse=True),
np.array([0]))
npt.assert_array_equal(self.utils.pascals_triangle(weighted=True, inverse=True), np.array([0]))
array_5 = self.utils.pascals_triangle(
n=5) # or np.array([1, 5, 10, 10, 5, 1])
array_5 = self.utils.pascals_triangle(n=5) # or np.array([1, 5, 10, 10, 5, 1])
array_5w = array_5 / np.sum(array_5)
array_5iw = 1 - array_5w
npt.assert_array_equal(self.utils.pascals_triangle(n=-5), array_5)
npt.assert_array_equal(self.utils.pascals_triangle(n=-5, weighted=True), array_5w)
npt.assert_array_equal(
self.utils.pascals_triangle(n=-5, weighted=True, inverse=True),
array_5iw)
npt.assert_array_equal(self.utils.pascals_triangle(n=-5, weighted=True, inverse=True), array_5iw)
npt.assert_array_equal(self.utils.pascals_triangle(n=5), array_5)
npt.assert_array_equal(self.utils.pascals_triangle(n=5, weighted=True), array_5w)
npt.assert_array_equal(
self.utils.pascals_triangle(n=5, weighted=True, inverse=True),
array_5iw)
npt.assert_array_equal(self.utils.pascals_triangle(n=5, weighted=True, inverse=True), array_5iw)
def test_symmetric_triangle(self):
npt.assert_array_equal(self.utils.symmetric_triangle(), np.array([1,1]))
npt.assert_array_equal(self.utils.symmetric_triangle(weighted=True), np.array([0.5, 0.5]))
array_4 = self.utils.symmetric_triangle(
n=4) # or np.array([1, 2, 2, 1])
array_4 = self.utils.symmetric_triangle(n=4) # or np.array([1, 2, 2, 1])
array_4w = array_4 / np.sum(array_4)
npt.assert_array_equal(self.utils.symmetric_triangle(n=4), array_4)
npt.assert_array_equal(
self.utils.symmetric_triangle(n=4, weighted=True), array_4w)
npt.assert_array_equal(self.utils.symmetric_triangle(n=4, weighted=True), array_4w)
array_5 = self.utils.symmetric_triangle(
n=5) # or np.array([1, 2, 3, 2, 1])
array_5 = self.utils.symmetric_triangle(n=5) # or np.array([1, 2, 3, 2, 1])
array_5w = array_5 / np.sum(array_5)
npt.assert_array_equal(self.utils.symmetric_triangle(n=5), array_5)
npt.assert_array_equal(
self.utils.symmetric_triangle(n=5, weighted=True), array_5w)
npt.assert_array_equal(self.utils.symmetric_triangle(n=5, weighted=True), array_5w)
def test_zero(self):
self.assertEqual(self.utils.zero(-0.0000000000000001), 0)