Ejemplo n.º 1
0
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)
Ejemplo n.º 2
0
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()