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44 lines
1.3 KiB
Python
44 lines
1.3 KiB
Python
from unittest import TestCase
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import numpy.testing as npt
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import pandas.util.testing as pdt
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from pandas import DataFrame, read_csv, Series
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from pandas_ta import performance
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class TestPerformace(TestCase):
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@classmethod
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def setUpClass(cls):
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cls.data = read_csv('data/sample.csv', index_col=0, parse_dates=True, infer_datetime_format=False, keep_date_col=True)
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cls.close = cls.data['close']
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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.close
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def setUp(self):
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self.performance = performance
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def tearDown(self):
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del self.performance
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def test_log_return(self):
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log_return = self.performance.log_return(self.close)
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self.assertIsInstance(log_return, Series)
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self.assertEqual(log_return.name, 'LOGRET_1')
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cumlog_return = self.performance.log_return(self.close, cumulative=True)
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self.assertEqual(cumlog_return.name, 'CUMLOGRET_1')
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def test_percent_return(self):
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percent_return = self.performance.percent_return(self.close)
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self.assertIsInstance(percent_return, Series)
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self.assertEqual(percent_return.name, 'PCTRET_1')
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cumpercent_return = self.performance.percent_return(self.close, cumulative=True)
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self.assertEqual(cumpercent_return.name, 'CUMPCTRET_1')
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