def testMACD(self): macd = MACD(short_win=5, long_win=10, dependency='close') short_average = XAverage(window=5, dependency='close') long_average = XAverage(window=10, dependency='close') for i, value in enumerate(self.sample): macd.push(dict(close=value)) short_average.push(dict(close=value)) long_average.push(dict(close=value)) expected = short_average.result() - long_average.result() calculated = macd.result() self.assertAlmostEqual( expected, calculated, 10, "at index {0:d}\n" "expected x-average: {1:f}\n" "calculated x-average: {2:f}".format(i, expected, calculated))
def testEMAMACD(self): fast = 5 slow = 10 ema_window = 10 macd = MACD(fast, slow, 'close') ema_macd = XAverage(ema_window, macd) macd_diff = macd - ema_macd for i, value in enumerate(self.sample): macd.push(dict(close=value)) ema_macd.push(dict(close=value)) macd_diff.push(dict(close=value)) expected = macd.value - ema_macd.value calculated = macd_diff.value self.assertAlmostEqual( expected, calculated, 10, "at index {0:d}\n" "expected ema macd diff: {1:f}\n" "calculated ema macd diff: {2:f}".format( i, expected, calculated))