def test_ema2(self):
ret = ts.run(ts.EMA(ts.Foo(foo4), alpha=1 / 10, adjust=True))
comp = pd.Series([_ for _ in range(10)]).ewm(alpha=1 / 10,
adjust=True).mean()
for i, x in enumerate(ret):
assert (x - comp[i]) < 0.001
def test_ema(self):
ret = ts.run(ts.EMA(ts.Foo(foo4)))
comp = pd.Series([_ for _ in range(10)]).ewm(span=10,
adjust=False).mean()
for i, x in enumerate(ret):
assert (x - comp[i]) < 0.001