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53 lines
1.9 KiB
Python
53 lines
1.9 KiB
Python
from .config import sample_data
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from .context import pandas_ta
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from unittest import TestCase
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from pandas import DataFrame
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class TestPerformaceExtension(TestCase):
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@classmethod
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def setUpClass(cls):
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cls.data = sample_data
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cls.islong = cls.data["close"] > pandas_ta.sma(cls.data["close"], length=50)
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@classmethod
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def tearDownClass(cls):
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del cls.data
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del cls.islong
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def setUp(self): pass
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def tearDown(self): pass
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def test_log_return_ext(self):
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self.data.ta.log_return(append=True)
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self.assertIsInstance(self.data, DataFrame)
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self.assertEqual(self.data.columns[-1], "LOGRET_1")
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def test_cum_log_return_ext(self):
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self.data.ta.log_return(append=True, cumulative=True)
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self.assertIsInstance(self.data, DataFrame)
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self.assertEqual(self.data.columns[-1], "CUMLOGRET_1")
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def test_percent_return_ext(self):
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self.data.ta.percent_return(append=True)
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self.assertIsInstance(self.data, DataFrame)
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self.assertEqual(self.data.columns[-1], "PCTRET_1")
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def test_cum_percent_return_ext(self):
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self.data.ta.percent_return(append=True, cumulative=True)
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self.assertIsInstance(self.data, DataFrame)
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self.assertEqual(self.data.columns[-1], "CUMPCTRET_1")
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def test_log_trend_return_ext(self):
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tr = self.data.ta.trend_return(trend=self.islong, log=True, append=True)
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self.assertIsInstance(self.data, DataFrame)
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self.assertEqual(list(self.data.columns[-6:]), list(tr.columns))
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self.data.drop(columns=tr.columns, inplace=True, errors="ignore")
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def test_pct_trend_return_ext(self):
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tr = self.data.ta.trend_return(trend=self.islong, log=False, append=True)
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self.assertIsInstance(self.data, DataFrame)
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self.assertEqual(list(self.data.columns[-6:]), list(tr.columns))
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self.data.drop(columns=tr.columns, inplace=True, errors="ignore") |