def testBasic3(self):
w = Feed(self._inst)
w.insert(talibfunc.ATR('ATR10', w, 10))
self.assertEqual(len(w.values()), 7)
self.assertEqual(len(w.values()[0]), 252)
self.assertAlmostEqual(w.get_series('ATR10')[251], 0.031196, places=6)
def testBasic3(self):
w = Feed(self._inst)
w.insert( talibfunc.ATR('ATR10',w,10) )
self.assertEqual( len(w.values()), 7 )
self.assertEqual( len(w.values()[0]), 252 )
self.assertAlmostEqual( w.get_series('ATR10')[251], 0.031196, places=6 )
def testBasic2(self):
w = Feed(self._inst)
w.insert(talibfunc.MAX('MAX50', w, 50))
w.insert(talibfunc.MAX('MAX25', w, 25))
w.insert(talibfunc.MIN('MIN50', w, 50))
w.insert(talibfunc.MIN('MIN25', w, 25))
self.assertEqual(len(w.values()), 10)
self.assertEqual(len(w.values()[0]), 252)
self.assertAlmostEqual(w.get_series('MAX50')[232], 2.459)
self.assertAlmostEqual(w.get_series('MAX25')[231], 2.448)
self.assertAlmostEqual(w.get_series('MIN50')[230], 2.267)
self.assertAlmostEqual(w.get_series('MIN25')[229], 2.289)
def testBasic2(self):
w = Feed(self._inst)
w.insert( talibfunc.MAX('MAX50',w,50) )
w.insert( talibfunc.MAX('MAX25',w,25) )
w.insert( talibfunc.MIN('MIN50',w,50) )
w.insert( talibfunc.MIN('MIN25',w,25) )
self.assertEqual( len(w.values()), 10 )
self.assertEqual( len(w.values()[0]), 252 )
self.assertAlmostEqual( w.get_series('MAX50')[232], 2.459 )
self.assertAlmostEqual( w.get_series('MAX25')[231], 2.448 )
self.assertAlmostEqual( w.get_series('MIN50')[230], 2.267 )
self.assertAlmostEqual( w.get_series('MIN25')[229], 2.289 )
def testBasic(self):
w = Feed(self._inst)
w.insert( ATR() )
w.insert( talibfunc.SMA('SMA10',w,10))
self.assertEqual( len(w.values()), 8 )
self.assertEqual( len(w.values()[0]), 252 )
self.assertEqual( w.values()[0][251], datetime.datetime(2013,1,18,0,0) )
self.assertTrue( math.isnan(w.get_series('ATR')[5]))
self.assertTrue( math.isnan(w.get_series('ATR')[98]))
self.assertAlmostEqual( w.get_series('ATR')[99], 0.03493, places=5 )
self.assertAlmostEqual( w.get_series('ATR')[251], 0.03307, places=5 )
self.assertAlmostEqual( w.get_series('SMA10')[251], 2.2921 )
self.assertAlmostEqual( w.get_series('SMA10')[188], 2.3989 )
def testBasic(self):
w = Feed(self._inst)
w.insert(ATR())
w.insert(talibfunc.SMA('SMA10', w, 10))
self.assertEqual(len(w.values()), 8)
self.assertEqual(len(w.values()[0]), 252)
self.assertEqual(w.values()[0][251],
datetime.datetime(2013, 1, 18, 0, 0))
self.assertTrue(math.isnan(w.get_series('ATR')[5]))
self.assertTrue(math.isnan(w.get_series('ATR')[98]))
self.assertAlmostEqual(w.get_series('ATR')[99], 0.03493, places=5)
self.assertAlmostEqual(w.get_series('ATR')[251], 0.03307, places=5)
self.assertAlmostEqual(w.get_series('SMA10')[251], 2.2921)
self.assertAlmostEqual(w.get_series('SMA10')[188], 2.3989)
def testPriceVelocity(self):
w = Feed(self._inst)
w.insert( talibfunc.SMA('SMA50',w,50))
w.insert( PriceVelocity('PVEL',period=10,baseIndicator='SMA50') )
self.assertEqual( len(w.values()), 8 )
self.assertEqual( len(w.values()[0]), 252 )
self.assertAlmostEqual( w.get_series('PVEL')[251], -0.001576, places=4 )
feedout = '%s/writefeed.csv' % os.path.dirname(__file__)
wf = open(feedout,'w')
w.write_csv(wf)
wf.close()
self.assertTrue(test_util.file_compare('%s/writefeed.refcsv' % os.path.dirname(__file__), feedout))
os.remove(feedout)
def testPriceVelocity(self):
w = Feed(self._inst)
w.insert(talibfunc.SMA('SMA50', w, 50))
w.insert(PriceVelocity('PVEL', period=10, baseIndicator='SMA50'))
self.assertEqual(len(w.values()), 8)
self.assertEqual(len(w.values()[0]), 252)
self.assertAlmostEqual(w.get_series('PVEL')[251], -0.001576, places=4)
feedout = '%s/writefeed.csv' % os.path.dirname(__file__)
wf = open(feedout, 'w')
w.write_csv(wf)
wf.close()
self.assertTrue(
test_util.file_compare(
'%s/writefeed.refcsv' % os.path.dirname(__file__), feedout))
os.remove(feedout)
