def testPLUS_DI(self):
barDs = self.__loadBarDS()
self.assertTrue(compare(
indicator.PLUS_DI(barDs, 252, 14)[14], 20.3781))
self.assertTrue(
compare(indicator.PLUS_DI(barDs, 252, 14)[14 + 13], 22.1073))
self.assertTrue(
compare(indicator.PLUS_DI(barDs, 252, 14)[14 + 14], 20.3746))
self.assertTrue(compare(
indicator.PLUS_DI(barDs, 252, 14)[-1], 21.0000))
def testPLUS_DI(self):
barDs = self.__loadBarDS()
self.assertAmountsAreEqual(
indicator.PLUS_DI(barDs, 252, 14)[14], 20.3781)
self.assertAmountsAreEqual(
indicator.PLUS_DI(barDs, 252, 14)[14 + 13], 22.1073)
self.assertAmountsAreEqual(
indicator.PLUS_DI(barDs, 252, 14)[14 + 14], 20.3746)
self.assertAmountsAreEqual(
indicator.PLUS_DI(barDs, 252, 14)[-1], 21.0000)
def checkAdx(self,bars):
signal = 0
self.__adx = indicator.AROON(self.__feed[self.__instrument],len(self.__feed[self.__instrument]),14)
self.plus_di = indicator.PLUS_DI(self.__feed[self.__instrument],len(self.__feed[self.__instrument]),14)
self.minus_di = indicator.MINUS_DI(self.__feed[self.__instrument], len(self.__feed[self.__instrument]), 14)
if self.__adx is None or self.__macd is None or len(self.__macd) < 2: # to check the first item is Nan
return signal
print self.__macd[-2]
if self.__macd[-2]<0 and self.__macd[-1]>0 and self.__adx[-1] > self.__adx[-2] \
and self.plus_di[-1] > self.minus_di[-1]:
signal = 1
elif self.__macd[-2]>0 and self.__macd[-1]<0 and self.__adx[-1] < self.__adx[-2] \
and self.plus_di[-1] < self.minus_di[-1]:
signal = -1
return signal