class TestKAMAIndicator(unittest.TestCase): """ https://school.stockcharts.com/doku.php?id=technical_indicators:kaufman_s_adaptive_moving_average """ _filename = 'ta/tests/data/cs-kama.csv' def setUp(self): self._df = pd.read_csv(self._filename, sep=',') self._indicator = KAMAIndicator(close=self._df['Close'], n=10, pow1=2, pow2=30, fillna=False) def tearDown(self): del(self._df) def test_kama(self): target = 'KAMA' result = self._indicator.kama() pd.testing.assert_series_equal(self._df[target].tail(), result.tail(), check_names=False)
from google.cloud import storage import shutil if len(sys.argv) > 1: batch_size = 31 symbol = sys.argv[1] end = datetime.today() start = datetime(2000, 9, 1) ETH = pdr.DataReader(symbol,'yahoo',start,end) df = pd.DataFrame(data=ETH) kama_indicator = KAMAIndicator(close = df["Close"], window = 10, pow1 = 2, pow2 = 30, fillna = False) df['kama'] = kama_indicator.kama() ppo_indicator = PercentagePriceOscillator(close = df["Close"], window_slow = 20, window_fast = 10, window_sign = 9, fillna = False) df['ppo'] = ppo_indicator.ppo() roc_indicator = ROCIndicator(close = df["Close"], window = 12, fillna = False) df['roc'] = roc_indicator.roc() macd_indicator = MACD(close = df["Close"], window_slow = 20, window_fast = 12, window_sign = 9, fillna = False) df['macd'] = macd_indicator.macd() rsi_indicator = RSIIndicator(close = df["Close"], window = 14, fillna = False) df['rsi'] = rsi_indicator.rsi() aroon_indicator = AroonIndicator(close = df["Close"], window = 20, fillna = False) df['aroon'] = aroon_indicator.aroon_indicator()