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298 lines
12 KiB
Python
298 lines
12 KiB
Python
from .config import error_analysis, sample_data, CORRELATION, CORRELATION_THRESHOLD, VERBOSE
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from .context import pandas_ta
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from unittest import TestCase, skip
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import pandas.util.testing as pdt
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from pandas import DataFrame, Series
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import talib as tal
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class TestMomentum(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.data.columns = cls.data.columns.str.lower()
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cls.open = cls.data['open']
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cls.high = cls.data['high']
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cls.low = cls.data['low']
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cls.close = cls.data['close']
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if 'volume' in cls.data.columns: cls.volume = cls.data['volume']
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@classmethod
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def tearDownClass(cls):
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del cls.open
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del cls.high
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del cls.low
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del cls.close
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if hasattr(cls, 'volume'): del cls.volume
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del cls.data
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def setUp(self): pass
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def tearDown(self): pass
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def test_ao(self):
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result = pandas_ta.ao(self.high, self.low)
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self.assertIsInstance(result, Series)
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self.assertEqual(result.name, 'AO_5_34')
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def test_apo(self):
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result = pandas_ta.apo(self.close)
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self.assertIsInstance(result, Series)
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self.assertEqual(result.name, 'APO_12_26')
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try:
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expected = tal.APO(self.close, 12, 26)
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pdt.assert_series_equal(result, expected, check_names=False)
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except AssertionError as ae:
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try:
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corr = pandas_ta.utils.df_error_analysis(result, expected, col=CORRELATION)
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self.assertGreater(corr, CORRELATION_THRESHOLD)
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except Exception as ex:
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error_analysis(result, CORRELATION, ex)
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def test_bop(self):
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result = pandas_ta.bop(self.open, self.high, self.low, self.close)
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self.assertIsInstance(result, Series)
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self.assertEqual(result.name, 'BOP')
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try:
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expected = tal.BOP(self.open, self.high, self.low, self.close)
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pdt.assert_series_equal(result, expected, check_names=False)
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except AssertionError as ae:
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try:
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corr = pandas_ta.utils.df_error_analysis(result, expected, col=CORRELATION)
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self.assertGreater(corr, CORRELATION_THRESHOLD)
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except Exception as ex:
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error_analysis(result, CORRELATION, ex)
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def test_cci(self):
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result = pandas_ta.cci(self.high, self.low, self.close)
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self.assertIsInstance(result, Series)
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self.assertEqual(result.name, 'CCI_20_0.015')
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try:
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expected = tal.CCI(self.high, self.low, self.close)
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pdt.assert_series_equal(result, expected, check_names=False)
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except AssertionError as ae:
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try:
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corr = pandas_ta.utils.df_error_analysis(result, expected, col=CORRELATION)
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self.assertGreater(corr, CORRELATION_THRESHOLD)
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except Exception as ex:
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error_analysis(result, CORRELATION, ex)
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def test_cg(self):
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result = pandas_ta.cg(self.close)
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self.assertIsInstance(result, Series)
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self.assertEqual(result.name, 'CG_10')
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def test_cmo(self):
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result = pandas_ta.cmo(self.close)
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self.assertIsInstance(result, Series)
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self.assertEqual(result.name, 'CMO_14')
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try:
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expected = tal.CMO(self.close)
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pdt.assert_series_equal(result, expected, check_names=False)
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except AssertionError as ae:
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try:
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corr = pandas_ta.utils.df_error_analysis(result, expected, col=CORRELATION)
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self.assertGreater(corr, CORRELATION_THRESHOLD)
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except Exception as ex:
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error_analysis(result, CORRELATION, ex)
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def test_coppock(self):
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result = pandas_ta.coppock(self.close)
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self.assertIsInstance(result, Series)
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self.assertEqual(result.name, 'COPC_11_14_10')
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def test_fisher(self):
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result = pandas_ta.fisher(self.high, self.low)
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self.assertIsInstance(result, Series)
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self.assertEqual(result.name, 'FISHERT_5')
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def test_kst(self):
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result = pandas_ta.kst(self.close)
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self.assertIsInstance(result, DataFrame)
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self.assertEqual(result.name, 'KST_10_15_20_30_10_10_10_15_9')
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def test_macd(self):
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result = pandas_ta.macd(self.close)
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self.assertIsInstance(result, DataFrame)
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self.assertEqual(result.name, 'MACD_12_26_9')
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try:
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expected = tal.MACD(self.close)
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expecteddf = DataFrame({'MACD_12_26_9': expected[0], 'MACDH_12_26_9': expected[2], 'MACDS_12_26_9': expected[1]})
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pdt.assert_frame_equal(result, expecteddf)
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except AssertionError as ae:
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try:
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macd_corr = pandas_ta.utils.df_error_analysis(result.iloc[:,0], expecteddf.iloc[:,0], col=CORRELATION)
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self.assertGreater(macd_corr, CORRELATION_THRESHOLD)
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except Exception as ex:
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error_analysis(result.iloc[:,0], CORRELATION, ex)
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try:
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history_corr = pandas_ta.utils.df_error_analysis(result.iloc[:,1], expecteddf.iloc[:,1], col=CORRELATION)
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self.assertGreater(history_corr, CORRELATION_THRESHOLD)
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except Exception as ex:
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error_analysis(result.iloc[:,1], CORRELATION, ex, newline=False)
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try:
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signal_corr = pandas_ta.utils.df_error_analysis(result.iloc[:,2], expecteddf.iloc[:,2], col=CORRELATION)
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self.assertGreater(signal_corr, CORRELATION_THRESHOLD)
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except Exception as ex:
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error_analysis(result.iloc[:,2], CORRELATION, ex, newline=False)
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def test_mom(self):
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result = pandas_ta.mom(self.close)
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self.assertIsInstance(result, Series)
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self.assertEqual(result.name, 'MOM_10')
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try:
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expected = tal.MOM(self.close)
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pdt.assert_series_equal(result, expected, check_names=False)
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except AssertionError as ae:
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try:
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corr = pandas_ta.utils.df_error_analysis(result, expected, col=CORRELATION)
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self.assertGreater(corr, CORRELATION_THRESHOLD)
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except Exception as ex:
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error_analysis(result, CORRELATION, ex)
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def test_ppo(self):
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result = pandas_ta.ppo(self.close)
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self.assertIsInstance(result, DataFrame)
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self.assertEqual(result.name, 'PPO_12_26_9')
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try:
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expected = tal.PPO(self.close)
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pdt.assert_series_equal(result['PPO_12_26_9'], expected, check_names=False)
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except AssertionError as ae:
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try:
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corr = pandas_ta.utils.df_error_analysis(result['PPO_12_26_9'], expected, col=CORRELATION)
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self.assertGreater(corr, CORRELATION_THRESHOLD)
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except Exception as ex:
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error_analysis(result['PPO_12_26_9'], CORRELATION, ex)
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def test_roc(self):
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result = pandas_ta.roc(self.close)
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self.assertIsInstance(result, Series)
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self.assertEqual(result.name, 'ROC_10')
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try:
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expected = tal.ROC(self.close)
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pdt.assert_series_equal(result, expected, check_names=False)
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except AssertionError as ae:
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try:
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corr = pandas_ta.utils.df_error_analysis(result, expected, col=CORRELATION)
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self.assertGreater(corr, CORRELATION_THRESHOLD)
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except Exception as ex:
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error_analysis(result, CORRELATION, ex)
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def test_rsi(self):
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result = pandas_ta.rsi(self.close)
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self.assertIsInstance(result, Series)
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self.assertEqual(result.name, 'RSI_14')
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try:
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expected = tal.RSI(self.close)
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pdt.assert_series_equal(result, expected, check_names=False)
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except AssertionError as ae:
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try:
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corr = pandas_ta.utils.df_error_analysis(result, expected, col=CORRELATION)
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self.assertGreater(corr, CORRELATION_THRESHOLD)
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except Exception as ex:
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error_analysis(result, CORRELATION, ex)
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def test_slope(self):
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result = pandas_ta.slope(self.close)
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self.assertIsInstance(result, Series)
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self.assertEqual(result.name, 'SLOPE_1')
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def test_slope_as_angle(self):
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result = pandas_ta.slope(self.close, as_angle=True)
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self.assertIsInstance(result, Series)
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self.assertEqual(result.name, 'ANGLEr_1')
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def test_slope_as_angle_to_degrees(self):
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result = pandas_ta.slope(self.close, as_angle=True, to_degrees=True)
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self.assertIsInstance(result, Series)
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self.assertEqual(result.name, 'ANGLEd_1')
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def test_stoch(self):
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result = pandas_ta.stoch(self.high, self.low, self.close)
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self.assertIsInstance(result, DataFrame)
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self.assertEqual(result.name, 'STOCH_14_5_3')
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try:
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tal_stochf = tal.STOCHF(self.high, self.low, self.close)
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tal_stoch = tal.STOCH(self.high, self.low, self.close)
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tal_stochdf = DataFrame({'STOCHF_14': tal_stochf[0], 'STOCHF_3': tal_stochf[1], 'STOCH_5': tal_stoch[0], 'STOCH_3': tal_stoch[1]})
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pdt.assert_frame_equal(result, tal_stochdf)
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except AssertionError as ae:
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try:
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stochfk_corr = pandas_ta.utils.df_error_analysis(result.iloc[:,0], tal_stochdf.iloc[:,0], col=CORRELATION)
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self.assertGreater(stochfk_corr, CORRELATION_THRESHOLD)
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except Exception as ex:
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error_analysis(result.iloc[:,0], CORRELATION, ex)
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try:
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stochfd_corr = pandas_ta.utils.df_error_analysis(result.iloc[:,1], tal_stochdf.iloc[:,1], col=CORRELATION)
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self.assertGreater(stochfd_corr, CORRELATION_THRESHOLD)
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except Exception as ex:
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error_analysis(result.iloc[:,1], CORRELATION, ex, newline=False)
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try:
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stochsk_corr = pandas_ta.utils.df_error_analysis(result.iloc[:,2], tal_stochdf.iloc[:,2], col=CORRELATION)
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self.assertGreater(stochsk_corr, CORRELATION_THRESHOLD)
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except Exception as ex:
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error_analysis(result.iloc[:,2], CORRELATION, ex, newline=False)
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try:
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stochsd_corr = pandas_ta.utils.df_error_analysis(result.iloc[:,3], tal_stochdf.iloc[:,3], col=CORRELATION)
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self.assertGreater(stochsd_corr, CORRELATION_THRESHOLD)
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except Exception as ex:
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error_analysis(result.iloc[:,3], CORRELATION, ex, newline=False)
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def test_trix(self):
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result = pandas_ta.trix(self.close)
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self.assertIsInstance(result, Series)
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self.assertEqual(result.name, 'TRIX_30')
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def test_tsi(self):
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result = pandas_ta.tsi(self.close)
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self.assertIsInstance(result, Series)
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self.assertEqual(result.name, 'TSI_13_25')
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def test_uo(self):
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result = pandas_ta.uo(self.high, self.low, self.close)
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self.assertIsInstance(result, Series)
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self.assertEqual(result.name, 'UO_7_14_28')
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try:
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expected = tal.ULTOSC(self.high, self.low, self.close)
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pdt.assert_series_equal(result, expected, check_names=False)
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except AssertionError as ae:
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try:
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corr = pandas_ta.utils.df_error_analysis(result, expected, col=CORRELATION)
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self.assertGreater(corr, CORRELATION_THRESHOLD)
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except Exception as ex:
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error_analysis(result, CORRELATION, ex)
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def test_willr(self):
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result = pandas_ta.willr(self.high, self.low, self.close)
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self.assertIsInstance(result, Series)
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self.assertEqual(result.name, 'WILLR_14')
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try:
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expected = tal.WILLR(self.high, self.low, self.close)
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pdt.assert_series_equal(result, expected, check_names=False)
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except AssertionError as ae:
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try:
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corr = pandas_ta.utils.df_error_analysis(result, expected, col=CORRELATION)
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self.assertGreater(corr, CORRELATION_THRESHOLD)
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except Exception as ex:
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error_analysis(result, CORRELATION, ex) |