Beispiel #1
0
    def test_aroon_basic(self, lows, highs, expected_out):
        aroon = Aroon(window_length=self.window_length)
        today = pd.Timestamp('2014', tz='utc')
        assets = pd.Index(np.arange(self.nassets, dtype=np.int64))
        shape = (self.nassets,)
        out = np.recarray(shape=shape, dtype=self.dtype,
                          buf=np.empty(shape=shape, dtype=self.dtype))

        aroon.compute(today, assets, out, lows, highs)

        assert_equal(out, expected_out)
Beispiel #2
0
    def test_aroon_basic(self, lows, highs, expected_out):
        aroon = Aroon(window_length=self.window_length)
        today = pd.Timestamp('2014', tz='utc')
        assets = pd.Index(np.arange(self.nassets, dtype=np.int64))
        shape = (self.nassets,)
        out = np.recarray(shape=shape, dtype=self.dtype,
                          buf=np.empty(shape=shape, dtype=self.dtype))

        aroon.compute(today, assets, out, lows, highs)

        assert_equal(out, expected_out)