def parse_three_candles(value):
three_candles = [Candle("USDT_ETH"), Candle("USDT_BTC"), Candle("BTC_ETH")]
candles_input = value.split(';')
for candle_input in candles_input:
candle_part = candle_input.split(',')
for candle in three_candles:
if candle.pair == candle_part[0]:
candle.date = float(candle_part[1])
candle.high = float(candle_part[2])
candle.low = float(candle_part[3])
candle.open = float(candle_part[4])
candle.close = float(candle_part[5])
candle.volume = float(candle_part[6])
return three_candles
def test_ADX_fixed_values(self):
adx = ADX()
candle_1 = Candle("USDT_ETH", 30.20, 29.41, 29.87)
candle_2 = Candle("USDT_ETH", 30.28, 29.32, 30.24)
adx.feed([candle_1, candle_2])
self.assertTrue(truncate(adx.TR[-1], 2) == 0.96)
self.assertTrue(truncate(adx.DM_positive[-1], 2) == 0.00)
self.assertTrue(truncate(adx.DM_negative[-1], 2) == 0.09)
candle_3 = Candle("USDT_ETH", 30.45, 29.96, 30.10)
adx.feed([candle_2, candle_3])
self.assertTrue(truncate(adx.TR[-1], 2) == 0.48)
self.assertTrue(round(adx.DM_positive[-1], 2) == 0.17)
self.assertTrue(round(adx.DM_negative[-1], 2) == 0.00)
candle_4 = Candle("USDT_ETH", 29.35, 28.74, 28.90)
adx.feed([candle_3, candle_4])
self.assertTrue(truncate(adx.TR[-1], 2) == 1.36)
self.assertTrue(round(adx.DM_positive[-1], 2) == 0.00)
self.assertTrue(round(adx.DM_negative[-1], 2) == 1.22)
candle_5 = Candle("USDT_ETH", 29.35, 28.56, 28.92)
adx.feed([candle_4, candle_5])
self.assertTrue(truncate(adx.TR[-1], 2) == 0.79)
self.assertTrue(round(adx.DM_positive[-1], 2) == 0.00)
self.assertTrue(round(adx.DM_negative[-1], 2) == 0.18)
candle_6 = Candle("USDT_ETH", 29.29, 28.41, 29.48)
adx.feed([candle_5, candle_6])
candle_7 = Candle("USDT_ETH", 28.83, 28.08, 28.56)
adx.feed([candle_6, candle_7])
candle_8 = Candle("USDT_ETH", 28.73, 27.43, 27.56)
adx.feed([candle_7, candle_8])
candle_9 = Candle("USDT_ETH", 28.67, 27.66, 28.47)
adx.feed([candle_8, candle_9])
candle_10 = Candle("USDT_ETH", 28.85, 27.83, 28.28)
adx.feed([candle_9, candle_10])
candle_11 = Candle("USDT_ETH", 28.64, 27.40, 27.49)
adx.feed([candle_10, candle_11])
candle_12 = Candle("USDT_ETH", 27.68, 27.09, 27.23)
adx.feed([candle_11, candle_12])
candle_13 = Candle("USDT_ETH", 27.21, 26.18, 26.35)
adx.feed([candle_12, candle_13])
candle_14 = Candle("USDT_ETH", 26.87, 26.13, 26.33)
adx.feed([candle_13, candle_14])
candle_15 = Candle("USDT_ETH", 27.41, 26.63, 27.03)
adx.feed([candle_14, candle_15])
#print("TR = ", adx.TR[-1], "DI_pos = ", adx.DI_positive[-1], "DX = ", adx.DX[-1], file=sys.stderr)
candle_16 = Candle("USDT_ETH", 26.94, 26.13, 26.22)
adx.feed([candle_15, candle_16])
#print("TR = ", adx.TR[-1], "DI_pos = ", adx.DI_positive[-1], "DX = ", adx.DX[-1], file=sys.stderr)
candle_17 = Candle("USDT_ETH", 26.52, 25.43, 26.01)
adx.feed([candle_16, candle_17])
#print("TR = ", adx.TR[-1], "DI_pos = ", adx.DI_positive[-1], "DX = ", adx.DX[-1], file=sys.stderr)
candle_18 = Candle("USDT_ETH", 26.52, 25.35, 25.46)
adx.feed([candle_17, candle_18])
#print("TR = ", adx.TR[-1], "DI_pos = ", adx.DI_positive[-1], "DX = ", adx.DX[-1], file=sys.stderr)
candle_19 = Candle("USDT_ETH", 27.09, 25.88, 27.03)
adx.feed([candle_18, candle_19])
#print("TR = ", adx.TR[-1], "DI_pos = ", adx.DI_positive[-1], "DX = ", adx.DX[-1], file=sys.stderr)
candle_20 = Candle("USDT_ETH", 27.69, 26.96, 27.45)
adx.feed([candle_19, candle_20])
#print("TR = ", adx.TR[-1], "DI_pos = ", adx.DI_positive[-1], "DX = ", adx.DX[-1], file=sys.stderr)
candle_21 = Candle("USDT_ETH", 27.69, 26.96, 28.36)
adx.feed([candle_20, candle_21])
#print("TR = ", adx.TR[-1], "DI_pos = ", adx.DI_positive[-1], "DX = ", adx.DX[-1], file=sys.stderr)
candle_22 = Candle("USDT_ETH", 28.53, 28.01, 28.43)
adx.feed([candle_21, candle_22])
#print("TR = ", adx.TR[-1], "DI_pos = ", adx.DI_positive[-1], "DX = ", adx.DX[-1], file=sys.stderr)
candle_23 = Candle("USDT_ETH", 28.67, 27.88, 27.95)
adx.feed([candle_22, candle_23])
#print("TR = ", adx.TR[-1], "DI_pos = ", adx.DI_positive[-1], "DX = ", adx.DX[-1], file=sys.stderr)
candle_24 = Candle("USDT_ETH", 29.01, 27.99, 29.01)
adx.feed([candle_23, candle_24])
#print("TR = ", adx.TR[-1], "DI_pos = ", adx.DI_positive[-1], "DX = ", adx.DX[-1], file=sys.stderr)
candle_25 = Candle("USDT_ETH", 29.87, 28.76, 29.38)
adx.feed([candle_24, candle_25])
#print("TR = ", adx.TR[-1], "DI_pos = ", adx.DI_positive[-1], "DX = ", adx.DX[-1], file=sys.stderr)
candle_26 = Candle("USDT_ETH", 29.80, 29.14, 29.36)
adx.feed([candle_25, candle_26])
candle_27 = Candle("USDT_ETH", 29.75, 28.71, 28.91)
adx.feed([candle_26, candle_27])
candle_28 = Candle("USDT_ETH", 30.65, 28.93, 30.61)
adx.feed([candle_27, candle_28])