def testXAverage(self):
xaverage = XAverage(window=5, dependency='close')
exp_weight = 2.0 / 6.0
for i, value in enumerate(self.samplesClose):
xaverage.push(dict(close=value))
if i == 0:
expected = self.samplesClose[i]
else:
expected += exp_weight * (self.samplesClose[i] - expected)
calculated = xaverage.result()
self.assertAlmostEqual(
expected, calculated, 10, "at index {0:d}\n"
"expected x-average: {1:f}\n"
"calculated x-average: {2:f}".format(i, expected, calculated))
def testMACD(self):
macd = MACD(short=5, long=10, dependency='close')
short_average = XAverage(window=5, dependency='close')
long_average = XAverage(window=10, dependency='close')
for i, value in enumerate(self.samplesClose):
macd.push(dict(close=value))
short_average.push(dict(close=value))
long_average.push(dict(close=value))
expected = short_average.result() - long_average.result()
calculated = macd.result()
self.assertAlmostEqual(
expected, calculated, 10, "at index {0:d}\n"
"expected x-average: {1:f}\n"
"calculated x-average: {2:f}".format(i, expected, calculated))
def testXAverage(self):
xaverage = XAverage(window=5, dependency='close')
exp_weight = 2.0 / 6.0
for i, value in enumerate(self.samplesClose):
xaverage.push(dict(close=value))
if i == 0:
expected = self.samplesClose[i]
else:
expected += exp_weight * (self.samplesClose[i] - expected)
calculated = xaverage.result()
self.assertAlmostEqual(expected, calculated, 10, "at index {0:d}\n"
"expected x-average: {1:f}\n"
"calculated x-average: {2:f}".format(i,
expected,
calculated))
def testEMAMACD(self):
fast = 5
slow = 10
ema_window = 10
macd = MACD(fast, slow, 'close')
ema_macd = XAverage(ema_window, macd)
macd_diff = macd - ema_macd
for i, value in enumerate(self.samplesClose):
macd.push(dict(close=value))
ema_macd.push(dict(close=value))
macd_diff.push(dict(close=value))
expected = macd.value - ema_macd.value
calculated = macd_diff.value
self.assertAlmostEqual(expected, calculated, 10, "at index {0:d}\n"
"expected ema macd diff: {1:f}\n"
"calculated ema macd diff: {2:f}".format(i, expected, calculated))
def testEMAMACD(self):
fast = 5
slow = 10
ema_window = 10
macd = MACD(fast, slow, 'close')
ema_macd = XAverage(ema_window, macd)
macd_diff = macd - ema_macd
for i, value in enumerate(self.samplesClose):
macd.push(dict(close=value))
ema_macd.push(dict(close=value))
macd_diff.push(dict(close=value))
expected = macd.value - ema_macd.value
calculated = macd_diff.value
self.assertAlmostEqual(
expected, calculated, 10, "at index {0:d}\n"
"expected ema macd diff: {1:f}\n"
"calculated ema macd diff: {2:f}".format(
i, expected, calculated))
def testMACD(self):
macd = MACD(short=5, long=10, dependency='close')
short_average = XAverage(window=5, dependency='close')
long_average = XAverage(window=10, dependency='close')
for i, value in enumerate(self.samplesClose):
macd.push(dict(close=value))
short_average.push(dict(close=value))
long_average.push(dict(close=value))
expected = short_average.result() - long_average.result()
calculated = macd.result()
self.assertAlmostEqual(expected, calculated, 10, "at index {0:d}\n"
"expected x-average: {1:f}\n"
"calculated x-average: {2:f}".format(i,
expected,
calculated))