from .config import sample_data from .context import pandas_ta from unittest import TestCase # import numpy.testing as npt # import pandas.util.testing as pdt from pandas import DataFrame#, Series class TestPerformaceExtension(TestCase): @classmethod def setUpClass(cls): cls.data = sample_data 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 tearDown(self): pass def test_log_return_ext(self): self.data.ta.log_return(append=True) self.assertIsInstance(self.data, DataFrame) self.assertEqual(self.data.columns[-1], 'LOGRET_1') def test_cum_log_return_ext(self): self.data.ta.log_return(append=True, cumulative=True) self.assertIsInstance(self.data, DataFrame) self.assertEqual(self.data.columns[-1], 'CUMLOGRET_1') def test_percent_return_ext(self): self.data.ta.percent_return(append=True) self.assertIsInstance(self.data, DataFrame) self.assertEqual(self.data.columns[-1], 'PCTRET_1') def test_cum_percent_return_ext(self): self.data.ta.percent_return(append=True, cumulative=True) self.assertIsInstance(self.data, DataFrame) 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.assertIsInstance(self.data, DataFrame) self.assertEqual(self.data.columns[-1], 'LTR') def test_cum_log_trend_return_ext(self): self.data.ta.trend_return(trend=self.islong, log=True, cumulative=True, append=True) self.assertIsInstance(self.data, DataFrame) self.assertEqual(self.data.columns[-1], 'CLTR') def test_pct_trend_return_ext(self): self.data.ta.trend_return(trend=self.islong, log=False, cumulative=False, append=True) self.assertIsInstance(self.data, DataFrame) self.assertEqual(self.data.columns[-1], 'PTR') def test_cum_pct_trend_return_ext(self): self.data.ta.trend_return(trend=self.islong, log=False, cumulative=True, append=True) self.assertIsInstance(self.data, DataFrame) self.assertEqual(self.data.columns[-1], 'CPTR')