def preProcessCalculation(df, limit):
df = df.reset_index()
adx = np.array(
average_directional_index(df['close'], df['high'], df['low'], limit))
mfi = np.array(
money_flow_index(df['close'], df['high'], df['low'], df['volume'],
limit - 1))
atr = np.array(average_true_range(df['close'], limit))
obv = np.array(on_balance_volume(df['close'], df['volume']))
rocr = np.array(rate_of_change(df['close'], limit))
mom = np.array(momentum(df['close'], limit))
return adx, mfi, atr, obv, rocr, mom
def test_roc_invalid_period(self):
period = 128
with self.assertRaises(Exception) as cm:
rate_of_change.rate_of_change(self.data, period)
expected = "Error: data_len < period"
self.assertEqual(str(cm.exception), expected)
def test_roc_period_10(self):
period = 10
roc = rate_of_change.rate_of_change(self.data, period)
np.testing.assert_array_equal(roc, self.roc_period_10_expected)