def test_cdatafame_with_data_inside_should_be_valid(self):
cdataframe = COHLCDataFrame(self.dataframe1)
self.assertTrue(cdataframe.is_valid())
self.assertTrue(
list(cdataframe.dataframe.columns) ==
["time", "open", "high", "low", "close", "volume"])
self.assertEqual(cdataframe.dataframe.iloc[0].time,
pd.to_datetime("2020-05-14"))
def test_cdatafame_should_be_valid(self):
df = pd.DataFrame([{
"open": 1,
"high": 5,
"low": 2,
"close": 3,
"volume": 15000,
"time": pd.to_datetime("2020-05-18"),
"ticker": "PETR4"
}])
cdataframe = COHLCDataFrame(df)
self.assertTrue(cdataframe.is_valid())
self.assertTrue(
list(cdataframe.dataframe.columns) ==
["time", "open", "high", "low", "close", "volume"])
def setUp(self):
dataframe1 = pd.DataFrame([
{"open": 1, "high":5, "low": 2, "close":3, "volume": 15000,
"time": pd.to_datetime("2020-05-18"), "ticker": "PETR4", "timeframe": "M15"},
{"open": 1, "high":5, "low": 2, "close":3, "volume": 15000,
"time": pd.to_datetime("2020-05-19"), "ticker": "PETR4", "timeframe": "M15"},
{"open": 14, "high":14, "low": 14, "close":14, "volume": 14,
"time": pd.to_datetime("2020-05-14"), "ticker": "PETR4", "timeframe": "M15"},
{"open": 14, "high":14, "low": 14, "close":5, "volume": 14,
"time": pd.to_datetime("2020-05-20"), "ticker": "PETR4", "timeframe": "M15"},
{"open": 14, "high":14, "low": 14, "close":8, "volume": 14,
"time": pd.to_datetime("2020-05-21"), "ticker": "PETR4", "timeframe": "M15"},
])
cdataframe = COHLCDataFrame(dataframe1)
self.indicator = IndicatorsFactory().build_from_dict({
"indicator": "roc",
"params": {
"period": 2
}
})
self.indicator1 = IndicatorsFactory().build_from_dict({
"indicator": "roc",
"params": {
"period": 1
}
})
self.calculator = Calculator(cdataframe)
self.calculator.add_indicator(self.indicator)
self.calculator.add_indicator(self.indicator1)
def test_create_a_collection_of_indicators_should_only_accept_indicators(
self):
collection = CDataFrameCollection()
df = pd.DataFrame([{
"open": 1,
"high": 5,
"low": 2,
"close": 3,
"volume": 15000,
"time": pd.to_datetime("2020-05-18"),
"ticker": "PETR4"
}])
cdataframe = COHLCDataFrame(df)
self.assertTrue(cdataframe.is_valid())
self.assertTrue(collection.add(cdataframe))
with self.assertRaises(Exception):
collection.add("should not accept string")
def get_stocks(self, stock_timeframes, qtd_bars=5000):
_collection = CDataFrameCollection()
with MT5Connection() as mt5_conn:
for ticker, timeframe in stock_timeframes:
bars_df = mt5_conn.get_bars_to_df(ticker,
timeframe,
qtd=qtd_bars)
_collection.add(
COHLCDataFrame(bars_df,
info={
"ticker": ticker,
"timeframe": timeframe
}))
return _collection
def test_cdatafame_with_ticker_columns_should_get_this_info(self):
cdataframe = COHLCDataFrame(self.dataframe1)
self.assertTrue(cdataframe.is_valid())
self.assertEqual(cdataframe.info["ticker"], "PETR4")
self.assertEqual(cdataframe.info["timeframe"], "M15")
def test_cdatafame_should_return_a(self):
df = pd.DataFrame()
dataframe = COHLCDataFrame(df)
self.assertEqual(type(dataframe.get()), pd.DataFrame)
self.assertFalse(dataframe.is_valid())
def from_csv(self, csv_path):
return COHLCDataFrame(
pd.read_csv(csv_path).rename({"tick_volume": "volume"}, axis=1))