def test_ma():
factor = TechnicalFactor(entity_type='stock',
codes=['000338'],
start_timestamp='2019-01-01',
end_timestamp='2019-06-10',
level=IntervalLevel.LEVEL_1DAY,
provider='joinquant',
computing_window=30,
transformer=MaTransformer(windows=[5, 10, 30]))
print(factor.get_factor_df().tail())
# compare with east money manually
ma5 = factor.get_factor_df()['ma5']
ma10 = factor.get_factor_df()['ma10']
ma30 = factor.get_factor_df()['ma30']
assert round(ma5.loc[('stock_sz_000338', '2019-06-10')], 2) <= 11.23
assert round(ma10.loc[('stock_sz_000338', '2019-06-10')], 2) <= 11.43
assert round(ma30.loc[('stock_sz_000338', '2019-06-10')], 2) <= 11.52
factor.move_on(to_timestamp='2019-06-17')
ma5 = factor.get_factor_df()['ma5']
ma10 = factor.get_factor_df()['ma10']
ma30 = factor.get_factor_df()['ma30']
assert round(ma5.loc[('stock_sz_000338', '2019-06-17')], 2) <= 12.06
assert round(ma10.loc[('stock_sz_000338', '2019-06-17')], 2) <= 11.64
assert round(ma30.loc[('stock_sz_000338', '2019-06-17')], 2) <= 11.50
def test_macd():
factor = TechnicalFactor(entity_type='stock',
codes=['000338'],
start_timestamp='2019-01-01',
end_timestamp='2019-06-10',
level=IntervalLevel.LEVEL_1DAY,
provider='joinquant',
computing_window=None,
transformer=MacdTransformer())
print(factor.get_factor_df().tail())
# compare with east money manually
diff = factor.get_factor_df()['diff']
dea = factor.get_factor_df()['dea']
macd = factor.get_factor_df()['macd']
assert round(diff.loc[('stock_sz_000338', '2019-06-10')], 2) == -0.14
assert round(dea.loc[('stock_sz_000338', '2019-06-10')], 2) == -0.15
assert round(macd.loc[('stock_sz_000338', '2019-06-10')], 2) == 0.02
factor.move_on(to_timestamp='2019-06-17')
diff = factor.get_factor_df()['diff']
dea = factor.get_factor_df()['dea']
macd = factor.get_factor_df()['macd']
assert round(diff.loc[('stock_sz_000338', '2019-06-17')], 2) == 0.06
assert round(dea.loc[('stock_sz_000338', '2019-06-17')], 2) == -0.03
assert round(macd.loc[('stock_sz_000338', '2019-06-17')], 2) == 0.19