def testMACD(self): macd = MACD(short=5, long=10, dependency='close') short_average = XAverage(window=5, dependency='close') long_average = XAverage(window=10, dependency='close') for i, value in enumerate(self.samplesClose): macd.push(dict(close=value)) short_average.push(dict(close=value)) long_average.push(dict(close=value)) expected = short_average.result() - long_average.result() calculated = macd.result() self.assertAlmostEqual( expected, calculated, 10, "at index {0:d}\n" "expected x-average: {1:f}\n" "calculated x-average: {2:f}".format(i, expected, calculated))
def testMACD(self): macd = MACD(short=5, long=10, dependency='close') short_average = XAverage(window=5, dependency='close') long_average = XAverage(window=10, dependency='close') for i, value in enumerate(self.samplesClose): macd.push(dict(close=value)) short_average.push(dict(close=value)) long_average.push(dict(close=value)) expected = short_average.result() - long_average.result() calculated = macd.result() self.assertAlmostEqual(expected, calculated, 10, "at index {0:d}\n" "expected x-average: {1:f}\n" "calculated x-average: {2:f}".format(i, expected, calculated))
def testXAverage(self): xaverage = XAverage(window=5, dependency='close') exp_weight = 2.0 / 6.0 for i, value in enumerate(self.samplesClose): xaverage.push(dict(close=value)) if i == 0: expected = self.samplesClose[i] else: expected += exp_weight * (self.samplesClose[i] - expected) calculated = xaverage.result() self.assertAlmostEqual( expected, calculated, 10, "at index {0:d}\n" "expected x-average: {1:f}\n" "calculated x-average: {2:f}".format(i, expected, calculated))
def testXAverage(self): xaverage = XAverage(window=5, dependency='close') exp_weight = 2.0 / 6.0 for i, value in enumerate(self.samplesClose): xaverage.push(dict(close=value)) if i == 0: expected = self.samplesClose[i] else: expected += exp_weight * (self.samplesClose[i] - expected) calculated = xaverage.result() self.assertAlmostEqual(expected, calculated, 10, "at index {0:d}\n" "expected x-average: {1:f}\n" "calculated x-average: {2:f}".format(i, expected, calculated))