def average_true_range(close_data, period):
"""
Average True Range.
Formula:
ATRt = ATRt-1 * (n - 1) + TRt / n
"""
tr = true_range(close_data, period)
atr = smoothed_moving_average(tr, period)
atr[0:period - 1] = tr[0:period - 1]
return atr
def test_smma_period_10(self):
period = 10
smma = smoothed_moving_average.smoothed_moving_average(
self.data, period)
np.testing.assert_array_equal(smma, self.smmma_period_10_expected)
def test_smma_invalid_period(self):
period = 128
with self.assertRaises(Exception) as cm:
smoothed_moving_average.smoothed_moving_average(self.data, period)
expected = "Error: data_len < period"
self.assertEqual(str(cm.exception), expected)
def test_smma_period_8(self):
period = 8
smma = smoothed_moving_average.smoothed_moving_average(
self.data, period)
np.testing.assert_allclose(smma, self.smmma_period_8_expected)