Python CORREL Examples

Programming Language: Python

Namespace/Package Name: pyalgotrade.talibext.indicator

Method/Function: CORREL

Examples at hotexamples.com: 2

Python CORREL - 2 examples found. These are the top rated real world Python examples of pyalgotrade.talibext.indicator.CORREL extracted from open source projects. You can rate examples to help us improve the quality of examples.

Example #1

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File: talib_test.py Project: ahmedengu/pyalgotrade_Bitmex

 def testCORREL(self):
     barDs = self.__loadBarDS()
     self.assertAmountsAreEqual(
         indicator.CORREL(barDs.getHighDataSeries(),
                          barDs.getLowDataSeries(), 252, 20)[19], 0.9401569)
     self.assertAmountsAreEqual(
         indicator.CORREL(barDs.getHighDataSeries(),
                          barDs.getLowDataSeries(), 252, 20)[20], 0.9471812)
     self.assertAmountsAreEqual(
         indicator.CORREL(barDs.getHighDataSeries(),
                          barDs.getLowDataSeries(), 252, 20)[-1], 0.8866901)

Example #2

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File: talib_test.py Project: 4ever911/DeepPupil

 def testCORREL(self):
     barDs = self.__loadBarDS()
     self.assertTrue(
         compare(
             indicator.CORREL(barDs.getHighDataSeries(),
                              barDs.getLowDataSeries(), 252, 20)[19],
             0.9401569))
     self.assertTrue(
         compare(
             indicator.CORREL(barDs.getHighDataSeries(),
                              barDs.getLowDataSeries(), 252, 20)[20],
             0.9471812))
     self.assertTrue(
         compare(
             indicator.CORREL(barDs.getHighDataSeries(),
                              barDs.getLowDataSeries(), 252, 20)[-1],
             0.8866901))