示例#1
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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)
示例#2
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def test_SMA():
    expected = func.SMA(ford_2012['close'], 10)
    assert_np_arrays_equal(expected,
                           abstract.Function('sma', ford_2012, 10).outputs)
    assert_np_arrays_equal(
        expected,
        abstract.Function('sma')(ford_2012, 10, price='close'))
    assert_np_arrays_equal(expected,
                           abstract.Function('sma')(ford_2012, timeperiod=10))
    expected = func.SMA(ford_2012['open'], 10)
    assert_np_arrays_equal(
        expected,
        abstract.Function('sma', ford_2012, 10, price='open').outputs)
    assert_np_arrays_equal(
        expected,
        abstract.Function('sma', price='low')(ford_2012, 10, price='open'))
    assert_np_arrays_not_equal(
        expected,
        abstract.Function('sma', ford_2012, 10, price='open')(timeperiod=20))
    assert_np_arrays_not_equal(
        expected,
        abstract.Function('sma', ford_2012)(10, price='close'))
    assert_np_arrays_not_equal(
        expected,
        abstract.Function('sma', 10)(ford_2012, price='high'))
    assert_np_arrays_not_equal(
        expected,
        abstract.Function('sma', price='low')(ford_2012, 10))
    input_arrays = {'foobarbaz': ford_2012['open']}
    assert_np_arrays_equal(expected,
                           abstract.SMA(input_arrays, 10, price='foobarbaz'))
示例#3
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def test_SMA():
    expected = func.SMA(ford_2012['close'], 10)
    assert_np_arrays_equal(expected, abstract.Function('sma', ford_2012, 10).outputs)
    assert_np_arrays_equal(expected, abstract.Function('sma')(ford_2012, 10, price='close'))
    assert_np_arrays_equal(expected, abstract.Function('sma')(ford_2012, timeperiod=10))
    expected = func.SMA(ford_2012['open'], 10)
    assert_np_arrays_equal(expected, abstract.Function('sma', ford_2012, 10, price='open').outputs)
    assert_np_arrays_equal(expected, abstract.Function('sma', price='low')(ford_2012, 10, price='open'))
    assert_np_arrays_not_equal(expected, abstract.Function('sma', ford_2012, 10, price='open')(timeperiod=20))
    assert_np_arrays_not_equal(expected, abstract.Function('sma', ford_2012)(10, price='close'))
    assert_np_arrays_not_equal(expected, abstract.Function('sma', 10)(ford_2012, price='high'))
    assert_np_arrays_not_equal(expected, abstract.Function('sma', price='low')(ford_2012, 10))
示例#4
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def test_SMA():
    expected = func.SMA(ford_2012["close"], 10)
    assert_np_arrays_equal(expected, abstract.Function("sma", ford_2012, 10).outputs)
    assert_np_arrays_equal(expected, abstract.Function("sma")(ford_2012, 10, price="close"))
    assert_np_arrays_equal(expected, abstract.Function("sma")(ford_2012, timeperiod=10))
    expected = func.SMA(ford_2012["open"], 10)
    assert_np_arrays_equal(expected, abstract.Function("sma", ford_2012, 10, price="open").outputs)
    assert_np_arrays_equal(expected, abstract.Function("sma", price="low")(ford_2012, 10, price="open"))
    assert_np_arrays_not_equal(expected, abstract.Function("sma", ford_2012, 10, price="open")(timeperiod=20))
    assert_np_arrays_not_equal(expected, abstract.Function("sma", ford_2012)(10, price="close"))
    assert_np_arrays_not_equal(expected, abstract.Function("sma", 10)(ford_2012, price="high"))
    assert_np_arrays_not_equal(expected, abstract.Function("sma", price="low")(ford_2012, 10))
示例#5
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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)