from .config import CORRELATION, CORRELATION_THRESHOLD, error_analysis, sample_data, VERBOSE from .context import pandas_ta from unittest import TestCase import pandas.testing as pdt from pandas import DataFrame, Series import talib as tal class TestOverlap(TestCase): @classmethod def setUpClass(cls): cls.data = sample_data cls.data.columns = cls.data.columns.str.lower() cls.open = cls.data["open"] cls.high = cls.data["high"] cls.low = cls.data["low"] cls.close = cls.data["close"] if "volume" in cls.data.columns: cls.volume = cls.data["volume"] @classmethod def tearDownClass(cls): del cls.open del cls.high del cls.low del cls.close if hasattr(cls, "volume"): del cls.volume del cls.data def setUp(self): pass def tearDown(self): pass def test_alma(self): result = pandas_ta.alma(self.close)# , length=None, sigma=None, distribution_offset=) self.assertIsInstance(result, Series) self.assertEqual(result.name, "ALMA_10_6.0_0.85") def test_dema(self): result = pandas_ta.dema(self.close) self.assertIsInstance(result, Series) self.assertEqual(result.name, "DEMA_10") try: expected = tal.DEMA(self.close, 10) 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) self.assertGreater(corr, CORRELATION_THRESHOLD) except Exception as ex: error_analysis(result, CORRELATION, ex) def test_ema(self): result = pandas_ta.ema(self.close, presma=False) self.assertIsInstance(result, Series) self.assertEqual(result.name, "EMA_10") try: expected = tal.EMA(self.close, 10) 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) self.assertGreater(corr, CORRELATION_THRESHOLD) except Exception as ex: error_analysis(result, CORRELATION, ex) def test_fwma(self): result = pandas_ta.fwma(self.close) self.assertIsInstance(result, Series) self.assertEqual(result.name, "FWMA_10") def test_hilo(self): result = pandas_ta.hilo(self.high, self.low, self.close) self.assertIsInstance(result, DataFrame) self.assertEqual(result.name, "HILO_13_21") def test_hl2(self): result = pandas_ta.hl2(self.high, self.low) self.assertIsInstance(result, Series) self.assertEqual(result.name, "HL2") def test_hlc3(self): result = pandas_ta.hlc3(self.high, self.low, self.close) self.assertIsInstance(result, Series) self.assertEqual(result.name, "HLC3") try: expected = tal.TYPPRICE(self.high, self.low, self.close) 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) self.assertGreater(corr, CORRELATION_THRESHOLD) except Exception as ex: error_analysis(result, CORRELATION, ex) def test_hma(self): result = pandas_ta.hma(self.close) self.assertIsInstance(result, Series) self.assertEqual(result.name, "HMA_10") def test_hwma(self): result = pandas_ta.hwma(self.close) self.assertIsInstance(result, Series) self.assertEqual(result.name, "HWMA_0.2_0.1_0.1") def test_kama(self): result = pandas_ta.kama(self.close) self.assertIsInstance(result, Series) self.assertEqual(result.name, "KAMA_10_2_30") def test_ichimoku(self): ichimoku, span = pandas_ta.ichimoku(self.high, self.low, self.close) self.assertIsInstance(ichimoku, DataFrame) self.assertIsInstance(span, DataFrame) self.assertEqual(ichimoku.name, "ICHIMOKU_9_26_52") self.assertEqual(span.name, "ICHISPAN_9_26") def test_linreg(self): result = pandas_ta.linreg(self.close) self.assertIsInstance(result, Series) self.assertEqual(result.name, "LR_14") try: expected = tal.LINEARREG(self.close) 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) self.assertGreater(corr, CORRELATION_THRESHOLD) except Exception as ex: error_analysis(result, CORRELATION, ex) def test_linreg_angle(self): result = pandas_ta.linreg(self.close, angle=True) self.assertIsInstance(result, Series) self.assertEqual(result.name, "LRa_14") try: expected = tal.LINEARREG_ANGLE(self.close) 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) self.assertGreater(corr, CORRELATION_THRESHOLD) except Exception as ex: error_analysis(result, CORRELATION, ex) def test_linreg_intercept(self): result = pandas_ta.linreg(self.close, intercept=True) self.assertIsInstance(result, Series) self.assertEqual(result.name, "LRb_14") try: expected = tal.LINEARREG_INTERCEPT(self.close) 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) self.assertGreater(corr, CORRELATION_THRESHOLD) except Exception as ex: error_analysis(result, CORRELATION, ex) def test_linreg_r(self): result = pandas_ta.linreg(self.close, r=True) self.assertIsInstance(result, Series) self.assertEqual(result.name, "LRr_14") def test_linreg_slope(self): result = pandas_ta.linreg(self.close, slope=True) self.assertIsInstance(result, Series) self.assertEqual(result.name, "LRm_14") try: expected = tal.LINEARREG_SLOPE(self.close) 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) self.assertGreater(corr, CORRELATION_THRESHOLD) except Exception as ex: error_analysis(result, CORRELATION, ex) def test_ma(self): result = pandas_ta.ma() self.assertIsInstance(result, list) self.assertGreater(len(result), 0) result = pandas_ta.ma("ema", self.close) self.assertIsInstance(result, Series) self.assertEqual(result.name, "EMA_10") result = pandas_ta.ma("fwma", self.close, length=15) self.assertIsInstance(result, Series) self.assertEqual(result.name, "FWMA_15") def test_mcgd(self): result = pandas_ta.mcgd(self.close) self.assertIsInstance(result, Series) self.assertEqual(result.name, "MCGD_10") def test_midpoint(self): result = pandas_ta.midpoint(self.close) self.assertIsInstance(result, Series) self.assertEqual(result.name, "MIDPOINT_2") try: expected = tal.MIDPOINT(self.close, 2) 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) self.assertGreater(corr, CORRELATION_THRESHOLD) except Exception as ex: error_analysis(result, CORRELATION, ex) def test_midprice(self): result = pandas_ta.midprice(self.high, self.low) self.assertIsInstance(result, Series) self.assertEqual(result.name, "MIDPRICE_2") try: expected = tal.MIDPRICE(self.high, self.low, 2) 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) self.assertGreater(corr, CORRELATION_THRESHOLD) except Exception as ex: error_analysis(result, CORRELATION, ex) def test_ohlc4(self): result = pandas_ta.ohlc4(self.open, self.high, self.low, self.close) self.assertIsInstance(result, Series) self.assertEqual(result.name, "OHLC4") def test_pwma(self): result = pandas_ta.pwma(self.close) self.assertIsInstance(result, Series) self.assertEqual(result.name, "PWMA_10") def test_rma(self): result = pandas_ta.rma(self.close) self.assertIsInstance(result, Series) self.assertEqual(result.name, "RMA_10") def test_sinwma(self): result = pandas_ta.sinwma(self.close) self.assertIsInstance(result, Series) self.assertEqual(result.name, "SINWMA_14") def test_sma(self): result = pandas_ta.sma(self.close) self.assertIsInstance(result, Series) self.assertEqual(result.name, "SMA_10") try: expected = tal.SMA(self.close, 10) 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) self.assertGreater(corr, CORRELATION_THRESHOLD) except Exception as ex: error_analysis(result, CORRELATION, ex) def test_ssf(self): result = pandas_ta.ssf(self.close, poles=2) self.assertIsInstance(result, Series) self.assertEqual(result.name, "SSF_10_2") result = pandas_ta.ssf(self.close, poles=3) self.assertIsInstance(result, Series) self.assertEqual(result.name, "SSF_10_3") def test_swma(self): result = pandas_ta.swma(self.close) self.assertIsInstance(result, Series) self.assertEqual(result.name, "SWMA_10") def test_supertrend(self): result = pandas_ta.supertrend(self.high, self.low, self.close) self.assertIsInstance(result, DataFrame) self.assertEqual(result.name, "SUPERT_7_3.0") def test_t3(self): result = pandas_ta.t3(self.close) self.assertIsInstance(result, Series) self.assertEqual(result.name, "T3_10_0.7") try: expected = tal.T3(self.close, 10) 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) self.assertGreater(corr, CORRELATION_THRESHOLD) except Exception as ex: error_analysis(result, CORRELATION, ex) def test_tema(self): result = pandas_ta.tema(self.close) self.assertIsInstance(result, Series) self.assertEqual(result.name, "TEMA_10") try: expected = tal.TEMA(self.close, 10) 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) self.assertGreater(corr, CORRELATION_THRESHOLD) except Exception as ex: error_analysis(result, CORRELATION, ex) def test_trima(self): result = pandas_ta.trima(self.close) self.assertIsInstance(result, Series) self.assertEqual(result.name, "TRIMA_10") try: expected = tal.TRIMA(self.close, 10) 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) self.assertGreater(corr, CORRELATION_THRESHOLD) except Exception as ex: error_analysis(result, CORRELATION, ex) def test_vidya(self): result = pandas_ta.vidya(self.close) self.assertIsInstance(result, Series) self.assertEqual(result.name, "VIDYA_14") def test_vwap(self): result = pandas_ta.vwap(self.high, self.low, self.close, self.volume) self.assertIsInstance(result, Series) self.assertEqual(result.name, "VWAP_D") def test_vwma(self): result = pandas_ta.vwma(self.close, self.volume) self.assertIsInstance(result, Series) self.assertEqual(result.name, "VWMA_10") def test_wcp(self): result = pandas_ta.wcp(self.high, self.low, self.close) self.assertIsInstance(result, Series) self.assertEqual(result.name, "WCP") try: expected = tal.WCLPRICE(self.high, self.low, self.close) 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) self.assertGreater(corr, CORRELATION_THRESHOLD) except Exception as ex: error_analysis(result, CORRELATION, ex) def test_wma(self): result = pandas_ta.wma(self.close) self.assertIsInstance(result, Series) self.assertEqual(result.name, "WMA_10") try: expected = tal.WMA(self.close, 10) 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) self.assertGreater(corr, CORRELATION_THRESHOLD) except Exception as ex: error_analysis(result, CORRELATION, ex) def test_zlma(self): result = pandas_ta.zlma(self.close) self.assertIsInstance(result, Series) self.assertEqual(result.name, "ZL_EMA_10")