Files
pandas-ta/tests/test_indicator_performance.py
T
2019-02-28 10:40:19 -08:00

42 lines
1.2 KiB
Python

from .context import pandas_ta
from .data import sample_data
from unittest import TestCase
from pandas import Series
class TestPerformace(TestCase):
@classmethod
def setUpClass(cls):
cls.data = sample_data
cls.close = cls.data['close']
@classmethod
def tearDownClass(cls):
del cls.data
del cls.close
def setUp(self):
self.performance = pandas_ta.performance
def tearDown(self):
del self.performance
def test_log_return(self):
log_return = self.performance.log_return(self.close)
self.assertIsInstance(log_return, Series)
self.assertEqual(log_return.name, 'LOGRET_1')
cumlog_return = self.performance.log_return(self.close, cumulative=True)
self.assertEqual(cumlog_return.name, 'CUMLOGRET_1')
def test_percent_return(self):
percent_return = self.performance.percent_return(self.close)
self.assertIsInstance(percent_return, Series)
self.assertEqual(percent_return.name, 'PCTRET_1')
cumpercent_return = self.performance.percent_return(self.close, cumulative=True)
self.assertEqual(cumpercent_return.name, 'CUMPCTRET_1')