mirror of
https://github.com/wassname/pandas-ta.git
synced 2026-07-03 17:10:29 +08:00
Kevin Johnson
68 lines
2.3 KiB
Python
68 lines
2.3 KiB
Python
from .config import sample_data
|
|
from .context import pandas_ta
|
|
|
|
from unittest import TestCase
|
|
from pandas import Series
|
|
|
|
|
|
|
|
class TestPerformace(TestCase):
|
|
@classmethod
|
|
def setUpClass(cls):
|
|
cls.data = sample_data
|
|
cls.close = cls.data['close']
|
|
cls.islong = cls.close > pandas_ta.sma(cls.close, length=50)
|
|
|
|
@classmethod
|
|
def tearDownClass(cls):
|
|
del cls.data
|
|
del cls.close
|
|
del cls.islong
|
|
|
|
|
|
def setUp(self): pass
|
|
def tearDown(self): pass
|
|
|
|
|
|
def test_log_return(self):
|
|
result = pandas_ta.log_return(self.close)
|
|
self.assertIsInstance(result, Series)
|
|
self.assertEqual(result.name, 'LOGRET_1')
|
|
|
|
def test_cum_log_return(self):
|
|
result = pandas_ta.log_return(self.close, cumulative=True)
|
|
self.assertIsInstance(result, Series)
|
|
self.assertEqual(result.name, 'CUMLOGRET_1')
|
|
|
|
def test_percent_return(self):
|
|
result = pandas_ta.percent_return(self.close, cumulative=False)
|
|
self.assertIsInstance(result, Series)
|
|
self.assertEqual(result.name, 'PCTRET_1')
|
|
|
|
def test_cum_percent_return(self):
|
|
result = pandas_ta.percent_return(self.close, cumulative=True)
|
|
self.assertEqual(result.name, 'CUMPCTRET_1')
|
|
|
|
def test_log_trend_return(self):
|
|
result = pandas_ta.trend_return(self.close, self.islong, log=True, cumulative=False)
|
|
self.assertEqual(result.name, 'LTR')
|
|
|
|
def test_cum_log_trend_return(self):
|
|
result = pandas_ta.trend_return(self.close, self.islong, log=True, cumulative=True)
|
|
self.assertEqual(result.name, 'CLTR')
|
|
|
|
def test_variable_cum_log_trend_return(self):
|
|
result = pandas_ta.trend_return(self.close, self.islong, log=True, cumulative=True, variable=True)
|
|
self.assertEqual(result.name, 'CLTR')
|
|
|
|
def test_pct_trend_return(self):
|
|
result = pandas_ta.trend_return(self.close, self.islong, log=False, cumulative=False)
|
|
self.assertEqual(result.name, 'PTR')
|
|
|
|
def test_cum_pct_trend_return(self):
|
|
result = pandas_ta.trend_return(self.close, self.islong, log=False, cumulative=True)
|
|
self.assertEqual(result.name, 'CPTR')
|
|
|
|
def test_variable_pct_log_trend_return(self):
|
|
result = pandas_ta.trend_return(self.close, self.islong, log=False, cumulative=True, variable=True)
|
|
self.assertEqual(result.name, 'CPTR') |