def test_ema(ema_type):
prices = np.array([
22.27, 22.19, 22.08, 22.17, 22.18, 22.13, 22.23, 22.43, 22.24, 22.29,
22.15, 22.39, 22.38, 22.61, 23.36, 24.05, 23.75, 23.83, 23.95, 23.63,
23.82, 23.87, 23.65, 23.19, 23.10, 23.33, 22.68, 23.10, 22.40, 22.17
])
results = [
[
22.221, 22.20809091, 22.24116529, 22.26640796, 22.32887924,
22.51635574, 22.79520015, 22.96880013, 23.12538192, 23.27531248,
23.33980112, 23.42711001, 23.50763546, 23.53351992, 23.47106176,
23.40359598, 23.39021489, 23.26108491, 23.23179675, 23.08056097,
22.91500443
],
[
22.27, 22.25545455, 22.22355372, 22.21381668, 22.20766819,
22.1935467, 22.20017457, 22.24196102, 22.24160447, 22.25040366,
22.23214845, 22.26084873, 22.2825126, 22.34205576, 22.52713653,
22.8040208, 22.97601702, 23.13128665, 23.28014362, 23.34375387,
23.43034408, 23.51028152, 23.53568488, 23.47283308, 23.40504525,
23.39140066, 23.26205508, 23.23259052, 23.08121043, 22.9155358
],
[
22.28588695, 22.174706, 22.35085492, 22.37470018, 22.5672175,
23.21585701, 23.89833692, 23.77696963, 23.82035739, 23.9264279,
23.68389526, 23.79525297, 23.85640891, 23.68752817, 23.28045894,
23.13280996, 23.29414649, 22.79166223, 23.04393782, 22.51707883,
22.23310448
]
]
np.testing.assert_allclose(tai.ema(prices, period=10, ema_type=ema_type),
results[ema_type],
rtol=1e-09,
atol=1e-15)
def test_ema(ema_type):
prices = np.array([22.27, 22.19, 22.08, 22.17, 22.18, 22.13, 22.23, 22.43,
22.24, 22.29, 22.15, 22.39, 22.38, 22.61, 23.36, 24.05,
23.75, 23.83, 23.95, 23.63, 23.82, 23.87, 23.65, 23.19,
23.10, 23.33, 22.68, 23.10, 22.40, 22.17])
results = [[22.221, 22.20809091, 22.24116529, 22.26640796,
22.32887924, 22.51635574, 22.79520015, 22.96880013,
23.12538192, 23.27531248, 23.33980112, 23.42711001,
23.50763546, 23.53351992, 23.47106176, 23.40359598,
23.39021489, 23.26108491, 23.23179675, 23.08056097,
22.91500443],
[22.27, 22.25545455, 22.22355372, 22.21381668,
22.20766819, 22.1935467, 22.20017457, 22.24196102,
22.24160447, 22.25040366, 22.23214845, 22.26084873,
22.2825126, 22.34205576, 22.52713653, 22.8040208,
22.97601702, 23.13128665, 23.28014362, 23.34375387,
23.43034408, 23.51028152, 23.53568488, 23.47283308,
23.40504525, 23.39140066, 23.26205508, 23.23259052,
23.08121043, 22.9155358],
[22.28588695, 22.174706, 22.35085492, 22.37470018,
22.5672175, 23.21585701, 23.89833692, 23.77696963,
23.82035739, 23.9264279, 23.68389526, 23.79525297,
23.85640891, 23.68752817, 23.28045894, 23.13280996,
23.29414649, 22.79166223, 23.04393782, 22.51707883,
22.23310448]]
np.testing.assert_allclose(tai.ema(prices, period=10, ema_type=ema_type),
results[ema_type],
rtol=1e-09, atol=1e-15)
def test_ema0(self):
prices = np.array([22.27, 22.19, 22.08, 22.17, 22.18, 22.13, 22.23,
22.43, 22.24, 22.29, 22.15, 22.39, 22.38, 22.61,
23.36, 24.05, 23.75, 23.83, 23.95, 23.63, 23.82,
23.87, 23.65, 23.19, 23.10, 23.33, 22.68, 23.10,
22.40, 22.17])
np.testing.assert_allclose(tai.ema(prices, period=10, ema_type=0),
[22.221, 22.20809091, 22.24116529,
22.26640796, 22.32887924, 22.51635574,
22.79520015, 22.96880013, 23.12538192,
23.27531248, 23.33980112, 23.42711001,
23.50763546, 23.53351992, 23.47106176,
23.40359598, 23.39021489, 23.26108491,
23.23179675, 23.08056097, 22.91500443],
rtol=1e-09, atol=1e-15)
def test_ema2(self):
prices = np.array([22.27, 22.19, 22.08, 22.17, 22.18, 22.13, 22.23,
22.43, 22.24, 22.29, 22.15, 22.39, 22.38, 22.61,
23.36, 24.05, 23.75, 23.83, 23.95, 23.63, 23.82,
23.87, 23.65, 23.19, 23.10, 23.33, 22.68, 23.10,
22.40, 22.17])
np.testing.assert_allclose(tai.ema(prices, period=10, ema_type=2),
[22.28588695, 22.174706, 22.35085492,
22.37470018, 22.5672175, 23.21585701,
23.89833692, 23.77696963, 23.82035739,
23.9264279, 23.68389526, 23.79525297,
23.85640891, 23.68752817, 23.28045894,
23.13280996, 23.29414649, 22.79166223,
23.04393782, 22.51707883, 22.23310448],
rtol=1e-09, atol=1e-15)
def test_ema1(self):
prices = np.array([22.27, 22.19, 22.08, 22.17, 22.18, 22.13, 22.23,
22.43, 22.24, 22.29, 22.15, 22.39, 22.38, 22.61,
23.36, 24.05, 23.75, 23.83, 23.95, 23.63, 23.82,
23.87, 23.65, 23.19, 23.10, 23.33, 22.68, 23.10,
22.40, 22.17])
np.testing.assert_allclose(tai.ema(prices, period=10, ema_type=1),
[22.27, 22.25545455, 22.22355372,
22.21381668, 22.20766819, 22.1935467,
22.20017457, 22.24196102, 22.24160447,
22.25040366, 22.23214845, 22.26084873,
22.2825126, 22.34205576, 22.52713653,
22.8040208, 22.97601702, 23.13128665,
23.28014362, 23.34375387, 23.43034408,
23.51028152, 23.53568488, 23.47283308,
23.40504525, 23.39140066, 23.26205508,
23.23259052, 23.08121043, 22.9155358],
rtol=1e-09, atol=1e-15)
hspace=0)
plt.show()
def convert_array(ohlc, fuente=4):
# fuente = 0 open timestamp
# fuente = 1 open price
# fuente = 2 high price
# fuente = 3 low price
# fuente = 4 closed price
# fuente = 6 volumen
# fuente = 7 closed timestamp
try:
source = []
for elemento in ohlc:
source.append(elemento[int(fuente)])
source_array = np.asarray(source)
return source_array
except IndexError:
print "error convert_array"
ohlc = ohlc(klines)
a = convert_array(ohlc)
b = tai.ema(a, 20)
c = tai.rsi(a)
candlestick(ohlc, ax1)