def testOlderDateTime(self):
"""append should fail with candle input that has an older datetime than the most recently processed candle """
s = Macd((3, 6, 3))
testInput = inputValues[:8]
for c in testInput:
s.append(c)
self.assertRaises(InvalidDateTimeError, s.append, inputValues[4])
def testOutputKnownMacdValues(self):
"""Macd calculation should give known result with known input
results are rounded by str representation of floats
"""
parameter = (3, 6, 3)
s = Macd(parameter)
ema1 = Ema(parameter[0])
ema2 = Ema(parameter[1])
emamacd = EmaMacd(parameter[2])
for c in inputValues:
s.append(c)
ema1.append(c)
ema2.append(c)
knownvalues = []
for e in range(len(ema1.output)):
if ema2.output[e] == None:
knownvalues.append(None)
continue
else:
knownvalues.append(ema1.output[e] - ema2.output[e])
for i in range(len(s.output)):
self.assertEqual(str(s.output[i]), str(knownvalues[i]))
def testOlderDateTime(self):
"""append should fail with candle input that has an older datetime than the most recently processed candle """
s = Macd((3,6,3))
testInput = inputValues[:8]
for c in testInput:
s.append(c)
self.assertRaises(InvalidDateTimeError, s.append, inputValues[4])
def testOutputKnownMacdValues(self):
"""Macd calculation should give known result with known input
results are rounded by str representation of floats
"""
parameter = (3,6,3)
s = Macd(parameter)
ema1 = Ema(parameter[0])
ema2 = Ema(parameter[1])
emamacd = EmaMacd(parameter[2])
for c in inputValues:
s.append(c)
ema1.append(c)
ema2.append(c)
knownvalues = []
for e in range(len(ema1.output)):
if ema2.output[e] == None:
knownvalues.append(None)
continue
else:
knownvalues.append(ema1.output[e] - ema2.output[e])
for i in range(len(s.output)):
self.assertEqual(str(s.output[i]), str(knownvalues[i]))
from ta.Macd import *
import datetime
import random
ind = Macd((12, 26, 9))
d = datetime.datetime(2005, 1, 1, 9, 30)
td = datetime.timedelta(0, 1)
close = 12.20
nrofticks = int(60 * 60 * 6.5) # one market day with one tick every second
start = datetime.datetime.now()
for x in range(nrofticks):
c = (d, close + 0.01, close + 0.04, close - 0.10, close, 20192812)
ind.append(c)
d = d + td
if (random.random() > 0.4): close = close + random.random() / 2
else: close = close - random.random() / 2
end = datetime.datetime.now()
diff = end - start
dfsec = float("" + str(diff.seconds) + "." + str(diff.microseconds))
print(
"Inserting %s candles in Macd indicator took %s seconds. %s candles per second."
% (nrofticks, dfsec, nrofticks / dfsec))
from ta.Macd import *
import datetime
import random
ind = Macd((12,26,9))
d = datetime.datetime(2005, 1, 1, 9, 30)
td = datetime.timedelta(0, 1)
close = 12.20
nrofticks = int(60 * 60 * 6.5) # one market day with one tick every second
start = datetime.datetime.now()
for x in xrange(nrofticks):
c = (d, close+0.01, close+0.04, close-0.10, close, 20192812)
ind.append(c)
d = d + td
if (random.random() > 0.4): close = close + random.random()/2
else: close = close - random.random()/2
end = datetime.datetime.now()
diff = end - start
dfsec = float("" + str(diff.seconds) + "." + str(diff.microseconds))
print "Inserting %s candles in Macd indicator took %s seconds. %s candles per second." % (nrofticks, dfsec, nrofticks / dfsec)
def testTupleTooLarge(self):
"""append should fail with tuple that has a length bigger than 6"""
s = Macd((3, 6, 3))
c = (datetime.datetime(2006, 5,
19), None, 12.56, 12.11, 12.20, 2010912, 1425)
self.assertRaises(InvalidCandleStickError, s.append, c)
def testNoneOpen(self):
"""append should fail with None value for open"""
s = Macd((3, 6, 3))
c = (datetime.datetime(2006, 5,
19), None, 12.56, 12.11, 12.20, 2010912)
self.assertRaises(InvalidCandleStickError, s.append, c)
def testFloatVolume(self):
"""append should fail with float value for volume"""
s = Macd((3, 6, 3))
c = (datetime.datetime(2006, 5,
19), 12.34, 12.56, 12.11, 12.20, 2010912.25)
self.assertRaises(InvalidCandleStickError, s.append, c)
def testFloat(self):
"""append should fail with float input"""
s = Macd((3, 6, 3))
self.assertRaises(NotTupleError, s.append, 12.432)
def testInteger(self):
"""append should fail with integer input"""
s = Macd((3, 6, 3))
self.assertRaises(NotTupleError, s.append, 4000)
def testCloseLowerThanLow(self):
"""append should fail with close lower than low"""
s = Macd((3, 6, 3))
c = (datetime.datetime(2006, 5,
19), 12.60, 12.56, 12.11, 12.09, 2010912)
self.assertRaises(InvalidCandleStickError, s.append, c)
def testOpenHigherThanHigh(self):
"""append should fail with open higher than high"""
s = Macd((3, 6, 3))
c = (datetime.datetime(2006, 5,
19), 12.60, 12.56, 12.11, 12.20, 2010912)
self.assertRaises(InvalidCandleStickError, s.append, c)
def testHighLowMixUp(self):
"""append should fail with high lower than low"""
s = Macd((3, 6, 3))
c = (datetime.datetime(2006, 5,
19), 12.34, 12.11, 12.56, 12.20, 2010912)
self.assertRaises(InvalidCandleStickError, s.append, c)
def testNegativeLow(self):
"""append should fail with negative low value"""
s = Macd((3, 6, 3))
c = (datetime.datetime(2006, 5,
19), 12.34, 12.56, -12.11, 12.20, 2010912)
self.assertRaises(InvalidCandleStickError, s.append, c)
def testIntegerDateTime(self):
"""append should fail with candle input that does not have a datetime as first element """
s = Macd((3, 6, 3))
c = (1562516271, 12.34, 12.56, 12.11, 12.20, 2010912)
self.assertRaises(InvalidDateTimeError, s.append, c)
def testString(self):
"""append should fail with string input"""
s = Macd((3, 6, 3))
self.assertRaises(NotTupleError, s.append, "dummy")
def testTupleTooSmall(self):
"""append should fail with tuple that has a length smaller than 6"""
s = Macd((3, 6, 3))
c = (datetime.datetime(2006, 5, 19), None, 12.56, 12.11, 12.20)
self.assertRaises(InvalidCandleStickError, s.append, c)