def __init__(self,
duration="h",
num_data=300,
backtest=False,
product_code="BTC_JPY"):
self.product_code = product_code
self.ticker = get_data.Ticker(key.api_key,
key.api_secret,
code=self.product_code)
self.duration = duration
self.backtest = backtest
if self.backtest is True:
self.datas = Candle_BackTest
self.num_data = self.datas.objects.all().count()
else:
self.datas = eval("Candle_1" + duration + self.product_code)
self.num_data = num_data
self.t = ai.Technical(candles=self.datas,
product_code=self.product_code)
self.df = self.MakeDf()
self.fig = make_subplots(rows=3,
shared_xaxes=True,
row_heights=[0.6, 0.2, 0.2],
specs=[[{
"secondary_y": True
}], [{}], [{}]])
def test_EMA(self):
"""[summary]calculate EMA from models.Candle_1h timeperiod=10
Returns:
[type]: [description]
"""
createdf.connectandsave()
timeperiod = 5
t = ai.Technical(eval("Candle_1h"))
ema = t.Ema(timeperiod=timeperiod)
element_num = len(t.candle_dict["close"])
self.assertEqual(ema.shape, (element_num, ))
def test_init(self):
"""[summary]testing class returns dict
Returns:
[type]dict: [description] {time:... ,open:...,close:..., high:...,low:... }
"""
t = ai.Technical(eval("Candle_1h"))
keys = [
"time", "product_code", "open", "close", "high", "low", "volume"
]
t_keys = list(t.candle_dict.keys())
self.assertEqual(keys, t_keys)
def test_ATR(self):
createdf.connectandsave()
t = ai.Technical(eval("Candle_1h"))
atr = t.ATR()
element_num = len(t.candle_dict["close"])
times = np.array(t.candle_dict["time"]).reshape(-1, )
fig = plt.figure()
ax1 = fig.add_subplot(2, 1, 1)
ax2 = fig.add_subplot(2, 1, 2)
ax1.plot(times, atr, label="ATR")
ax2.plot(times, t.close, label="CLOSE")
ax1.legend()
ax2.legend()
plt.show()
self.assertEqual(atr.shape, (element_num, ))
def test_Macd(self):
"""[summary]calculate Macd from models.Candle_1h timeperiods=12,26,9.
Check return arraies shape
Returns:
[type]: [description]
"""
createdf.connectandsave()
t = ai.Technical(eval("Candle_1h"))
macd, macdsignal, macdhist = t.Macd()
element_num = len(t.candle_dict["close"])
self.assertEqual(macd.shape, (element_num, ))
self.assertEqual(macd.shape, macdsignal.shape)
self.assertEqual(macd.shape, macdhist.shape)
def test_Ichimoku(self):
"""[summary]calculate Hv from models.Candle_1h timeperiods=5, ndev=1
Check return larger than zero
Returns:
[type]: [description]
"""
createdf.connectandsave()
t = ai.Technical(eval("Candle_1h"))
tenkan, kijun, senkouA, senkouB, chikou = t.Ichimoku()
element_num = len(t.candle_dict["close"])
self.assertEqual(tenkan.shape, (element_num, ))
self.assertEqual(tenkan.shape, kijun.shape)
self.assertEqual(tenkan.shape, senkouA.shape)
self.assertEqual(tenkan.shape, senkouB.shape)
self.assertEqual(tenkan.shape, chikou.shape)
def test_Hv(self):
"""[summary]calculate Hv from models.Candle_1h timeperiods=5, ndev=1
Check return larger than zero
Returns:
[type]: [description]
"""
createdf.connectandsave()
t = ai.Technical(eval("Candle_1h"))
timeperiod = 5
ndev = 1
value = t.Hv(timeperiod, ndev)[timeperiod:]
lager_zero = np.all(value > 0)
self.assertEqual(lager_zero, True)
def test_Bbands(self):
"""[summary]calculate Bbands from models.Candle_1h timeperiod=5.
Check return arraies shape, upperbound > lowerbound
Returns:
[type]: [description]
"""
createdf.connectandsave()
t = ai.Technical(eval("Candle_1h"))
timeperiod = 5
upperband, middleband, lowerband = t.Bbands(timeperiod=timeperiod)
element_num = len(t.candle_dict["close"])
is_one = 1 * (upperband > lowerband)[timeperiod:]
is_one = np.prod(is_one)
self.assertEqual(upperband.shape, (element_num, ))
self.assertEqual(upperband.shape, lowerband.shape)
self.assertEqual(is_one, 1)
def test_Rsi(self):
"""[summary]calculate Rsi from models.Candle_1h timeperiods=14
Check return array shape, values in [0,100]
Returns:
[type]: [description]
"""
createdf.connectandsave()
t = ai.Technical(eval("Candle_1h"))
timeperiod = 14
values = t.Rsi(timeperiod)
real_values = values[timeperiod:]
element_num = len(t.candle_dict["close"])
lager_zero = np.all(0 <= real_values)
lower_hundred = np.all(100 >= real_values)
self.assertEqual(values.shape, (element_num, ))
self.assertEqual(lager_zero, True)
self.assertEqual(lower_hundred, True)