pandas-ta/tests/test_indicator_overlap.py

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 pandas as pd
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_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_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_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_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_swma(self):
        result = pandas_ta.swma(self.close)
        self.assertIsInstance(result, Series)
        self.assertEqual(result.name, 'SWMA_10')

    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_vwap(self):
        result = pandas_ta.vwap(self.high, self.low, self.close, self.volume)
        self.assertIsInstance(result, Series)
        self.assertEqual(result.name, 'VWAP')

    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')