Esempio n. 1
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    def test_ADX(self):
        '''
        talib ADX and test ADX differences are NaN or within tolerances
        '''

        field_map = {
            'last': 'close',
        }
        input = remap(field_map, self.adxdata)

        calc = Series(ADX(input))
        diff = calc - input['adx']
        test = lambda x: isnan(x) | (x >= -1.0 and x <= 1.0)
        self.assertTrue(all(test(x) for x in diff))
Esempio n. 2
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    def test_ADX(self):
        '''
        talib ADX and test ADX differences are NaN or within tolerances
        '''

        field_map = {
            'last': 'close',
        }
        input = remap(field_map, self.adxdata)

        calc = Series(ADX(input))
        diff = calc - input['adx']
        test = lambda x: isnan(x) | (x >= -1.0 and x <= 1.0)
        self.assertTrue(all(test(x) for x in diff))
Esempio n. 3
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    def test_DI(self):
        '''
        talib DI and test DI differences are NaN or within tolerances
        '''

        field_map = {
            'last': 'close',
        }
        input = remap(field_map, self.adxdata)

        fcn_map = {
            'pdi': PLUS_DI,
            'mdi': MINUS_DI,
        }

        for (k, f) in fcn_map.items():
            calc = Series(f(input))
            diff = calc - input[k]
            test = lambda x: isnan(x) | (x >= -1.0 and x <= 1.0)
            self.assertTrue(all(test(x) for x in diff))
Esempio n. 4
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    def test_DI(self):
        '''
        talib DI and test DI differences are NaN or within tolerances
        '''

        field_map = {
            'last': 'close',
        }
        input = remap(field_map, self.adxdata)

        fcn_map = {
            'pdi': PLUS_DI,
            'mdi': MINUS_DI,
        }

        for (k, f) in fcn_map.items():
            calc = Series(f(input))
            diff = calc - input[k]
            test = lambda x: isnan(x) | (x >= -1.0 and x <= 1.0)
            self.assertTrue(all(test(x) for x in diff))