def testTRIX(self):
barDs = self.__loadBarDS()
self.assertAmountsAreEqual(
indicator.TRIX(barDs.getCloseDataSeries(), 252, 5)[13], 0.2589)
self.assertAmountsAreEqual(
indicator.TRIX(barDs.getCloseDataSeries(), 252, 5)[14], 0.010495)
self.assertAmountsAreEqual(
indicator.TRIX(barDs.getCloseDataSeries(), 252, 5)[-2], -0.058)
self.assertAmountsAreEqual(
indicator.TRIX(barDs.getCloseDataSeries(), 252, 5)[-1], -0.095)
def enterShortSignal(self, extPriceBarDS, extPriceDS):
trixNear = indicator.TRIX(extPriceDS,
count=100,
timeperiod=self.trixNearPeriod)
trixFar = indicator.TRIX(extPriceDS,
count=100,
timeperiod=self.trixFarPeriod)
shortEntryFilter_1 = cross.cross_below(trixNear, trixFar) > 0
return shortEntryFilter_1
def enterLongSignal(self, extPriceBarDS, extPriceDS):
trixNear = indicator.TRIX(extPriceDS,
count=100,
timeperiod=self.trixNearPeriod)
trixFar = indicator.TRIX(extPriceDS,
count=100,
timeperiod=self.trixFarPeriod)
longEntryFilter_1 = cross.cross_above(trixNear, trixFar) > 0
return longEntryFilter_1
def exitShortSignal(self, shortPos, extPriceBarDS, extPriceDS):
trixNear = indicator.TRIX(extPriceDS,
count=100,
timeperiod=self.trixNearPeriod)
trixFar = indicator.TRIX(extPriceDS,
count=100,
timeperiod=self.trixFarPeriod)
shortExitFilter_1 = cross.cross_above(trixNear, trixNear[:-1]) > 0
shortExitFilter_2 = shortPos.exitActive()
return shortExitFilter_1 and not shortExitFilter_2
def exitLongSignal(self, longPos, extPriceBarDS, extPriceDS):
trixNear = indicator.TRIX(extPriceDS,
count=100,
timeperiod=self.trixNearPeriod)
trixFar = indicator.TRIX(extPriceDS,
count=100,
timeperiod=self.trixFarPeriod)
longExitFilter_1 = cross.cross_below(trixNear, trixNear[:-1]) > 0
longExitFilter_2 = longPos.exitActive()
return longExitFilter_1 and not longExitFilter_2
def testTRIX(self):
barDs = self.__loadBarDS()
self.assertTrue(
compare(
indicator.TRIX(barDs.getCloseDataSeries(), 252, 5)[13],
0.2589))
self.assertTrue(
compare(
indicator.TRIX(barDs.getCloseDataSeries(), 252, 5)[14],
0.010495))
self.assertTrue(
compare(
indicator.TRIX(barDs.getCloseDataSeries(), 252, 5)[-2],
-0.058))
self.assertTrue(
compare(
indicator.TRIX(barDs.getCloseDataSeries(), 252, 5)[-1],
-0.095))