def test_STOCH():
# check defaults match
expected_k, expected_d = func.STOCH(ford_2012['high'], ford_2012['low'],
ford_2012['close']) # 5, 3, 0, 3, 0
got_k, got_d = abstract.Function('stoch', ford_2012).outputs
assert_np_arrays_equal(expected_k, got_k)
assert_np_arrays_equal(expected_d, got_d)
expected_k, expected_d = func.STOCH(ford_2012['high'], ford_2012['low'],
ford_2012['close'])
got_k, got_d = abstract.Function('stoch', ford_2012)(5, 3, 0, 3, 0)
assert_np_arrays_equal(expected_k, got_k)
assert_np_arrays_equal(expected_d, got_d)
expected_k, expected_d = func.STOCH(ford_2012['high'], ford_2012['low'],
ford_2012['close'], 15)
got_k, got_d = abstract.Function('stoch', ford_2012)(15, 5, 0, 5, 0)
assert_np_arrays_not_equal(expected_k, got_k)
assert_np_arrays_not_equal(expected_d, got_d)
expected_k, expected_d = func.STOCH(ford_2012['high'], ford_2012['low'],
ford_2012['close'], 15, 5, 1, 5, 1)
got_k, got_d = abstract.Function('stoch', ford_2012)(15, 5, 1, 5, 1)
assert_np_arrays_equal(expected_k, got_k)
assert_np_arrays_equal(expected_d, got_d)
def test_pandas():
import pandas
input_df = pandas.DataFrame(ford_2012)
input_dict = dict((k, pandas.Series(v)) for k, v in ford_2012.items())
expected_k, expected_d = func.STOCH(ford_2012['high'], ford_2012['low'], ford_2012['close']) # 5, 3, 0, 3, 0
output = abstract.Function('stoch', input_df).outputs
assert_true(isinstance(output, pandas.DataFrame))
assert_np_arrays_equal(expected_k, output['slowk'])
assert_np_arrays_equal(expected_d, output['slowd'])
output = abstract.Function('stoch', input_dict).outputs
assert_true(isinstance(output, list))
assert_np_arrays_equal(expected_k, output[0])
assert_np_arrays_equal(expected_d, output[1])
expected = func.SMA(ford_2012['close'], 10)
output = abstract.Function('sma', input_df, 10).outputs
assert_true(isinstance(output, pandas.Series))
assert_np_arrays_equal(expected, output)
output = abstract.Function('sma', input_dict, 10).outputs
assert_true(isinstance(output, np.ndarray))
assert_np_arrays_equal(expected, output)