Files
pandas-ta/tests/test_ext_indicator_volatility.py

104 lines
3.7 KiB
Python

# -*- coding: utf-8 -*-
from unittest import TestCase
from pandas import DataFrame
from .config import sample_data
class TestVolatilityExtension(TestCase):
@classmethod
def setUpClass(cls):
cls.data = sample_data
@classmethod
def tearDownClass(cls):
del cls.data
def setUp(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"])
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"])
def test_atr_ext(self):
self.data.ta.atr(append=True)
self.assertIsInstance(self.data, DataFrame)
self.assertEqual(self.data.columns[-1], "ATRr_14")
def test_atrts_ext(self):
self.data.ta.atrts(append=True)
self.assertIsInstance(self.data, DataFrame)
self.assertEqual(self.data.columns[-1], "ATRTSe_14_20_3.0")
def test_bbands_ext(self):
self.data.ta.bbands(append=True)
self.assertIsInstance(self.data, DataFrame)
self.assertEqual(list(self.data.columns[-5:]), ["BBL_5_2.0", "BBM_5_2.0", "BBU_5_2.0", "BBB_5_2.0", "BBP_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"])
def test_kc_ext(self):
self.data.ta.kc(append=True)
self.assertIsInstance(self.data, DataFrame)
self.assertEqual(list(self.data.columns[-3:]), ["KCLe_20_2", "KCBe_20_2", "KCUe_20_2"])
def test_massi_ext(self):
self.data.ta.massi(append=True)
self.assertIsInstance(self.data, DataFrame)
self.assertEqual(self.data.columns[-1], "MASSI_9_25")
def test_natr_ext(self):
self.data.ta.natr(append=True)
self.assertIsInstance(self.data, DataFrame)
self.assertEqual(self.data.columns[-1], "NATR_14")
def test_pdist_ext(self):
self.data.ta.pdist(append=True)
self.assertIsInstance(self.data, DataFrame)
self.assertEqual(self.data.columns[-1], "PDIST")
def test_rvi_ext(self):
self.data.ta.rvi(append=True)
self.assertIsInstance(self.data, DataFrame)
self.assertEqual(self.data.columns[-1], "RVI_14")
def test_rvi_refined_ext(self):
self.data.ta.rvi(refined=True, append=True)
self.assertIsInstance(self.data, DataFrame)
self.assertEqual(self.data.columns[-1], "RVIr_14")
def test_rvi_thirds_ext(self):
self.data.ta.rvi(thirds=True, append=True)
self.assertIsInstance(self.data, DataFrame)
self.assertEqual(self.data.columns[-1], "RVIt_14")
def test_thermo_ext(self):
self.data.ta.thermo(append=True)
self.assertIsInstance(self.data, DataFrame)
self.assertEqual(list(self.data.columns[-4:]), ["THERMO_20_2_0.5", "THERMOma_20_2_0.5", "THERMOl_20_2_0.5", "THERMOs_20_2_0.5"])
def test_true_range_ext(self):
self.data.ta.true_range(append=True)
self.assertIsInstance(self.data, DataFrame)
self.assertEqual(self.data.columns[-1], "TRUERANGE_1")
def test_ui_ext(self):
self.data.ta.ui(append=True)
self.assertIsInstance(self.data, DataFrame)
self.assertEqual(self.data.columns[-1], "UI_14")
self.data.ta.ui(append=True, everget=True)
self.assertIsInstance(self.data, DataFrame)
self.assertEqual(self.data.columns[-1], "UIe_14")