def testSecurityMovingRSI(self):
window = 10
rsi = SecurityMovingRSI(window, ['close'])
pos_avg = SecurityMovingPositiveDifferenceAverage(window, ['close'])
neg_avg = SecurityMovingNegativeDifferenceAverage(window, ['close'])
for i in range(len(self.aapl['close'])):
data = dict(aapl=dict(close=self.aapl['close'][i],
open=self.aapl['open'][i]),
ibm=dict(close=self.ibm['close'][i],
open=self.ibm['open'][i]))
rsi.push(data)
pos_avg.push(data)
neg_avg.push(data)
value = rsi.value
if i > 0:
for name in value.index():
expected = pos_avg.value[name] / (
pos_avg.value[name] - neg_avg.value[name]) * 100
calculated = value[name]
self.assertAlmostEqual(
expected, calculated, 12, 'at index {0}\n'
'expected: {1:.12f}\n'
'calculated: {2:.12f}'.format(i, expected, calculated))
def testSecurityMovingRSI(self):
window = 10
rsi = SecurityMovingRSI(window, ['close'])
pos_avg = SecurityMovingPositiveDifferenceAverage(window, ['close'])
neg_avg = SecurityMovingNegativeDifferenceAverage(window, ['close'])
for i in range(len(self.aapl['close'])):
data = {'aapl': {'close': self.aapl['close'][i], 'open': self.aapl['open'][i]}}
data['ibm'] = {'close': self.ibm['close'][i], 'open': self.ibm['open'][i]}
rsi.push(data)
pos_avg.push(data)
neg_avg.push(data)
value = rsi.value
if i > 0:
for name in value.index:
expected = pos_avg.value[name] / (pos_avg.value[name] - neg_avg.value[name]) * 100
calculated = value[name]
self.assertAlmostEqual(expected, calculated, 12, 'at index {0}\n'
'expected: {1:.12f}\n'
'calculated: {2:.12f}'.format(i,
expected,
calculated))
def RSI(window, dependency='x'):
return SecurityMovingRSI(window, dependency)
def RSI(window, x='x'):
return SecurityMovingRSI(window, x)
def RSI(window, dependency='x', symbolList=None):
return SecurityMovingRSI(window, dependency, symbolList)