#!/usr/bin/env python
# -*- coding: utf-8 -*-
import os
import unittest
import pandas as pd
import numpy as np
import talib
from pandas_talib import *
basepath = os.path.dirname(__file__)
filename = os.path.join(basepath, "..", "data", "AAPL_GOOGL_IBM_20140101_20141201.xls")
d = pd.read_excel(filename, sheetname=None)
panel = pd.Panel.from_dict(d)
panel = panel.iloc[:, 1:, :]
panel.major_axis.name = "Date"
df = panel.loc[:, :, 'AAPL']
SETTINGS.join = False
class TestFunctions(unittest.TestCase):
def test_indicator_SMA(self):
timeperiod = 10
random_serie = pd.DataFrame(np.random.uniform(0, 1, size=10), columns=['last'])
result = SMA(random_serie, timeperiod, key='last')
isinstance(result, pd.DataFrame)
expected = talib.SMA(random_serie['last'].values, timeperiod=10)
np.testing.assert_almost_equal(result.values, expected)
def test_indicator_MA(self):
n = 3
price = 'Close'
result = MA(df, n)
isinstance(result, pd.DataFrame)
expected = talib.MA(df[price].values, timeperiod=n)
np.testing.assert_almost_equal(result.values, expected)
def test_indicator_EMA(self):
n = 3
price = 'Close'
result = EMA(df, n)
isinstance(result, pd.DataFrame)
expected = talib.EMA(df[price].values, timeperiod=n)
np.testing.assert_almost_equal(result.values, expected)
def test_indicator_MOM(self):
n = 3
price = 'Close'
result = MOM(df, n)
isinstance(result, pd.DataFrame)
expected = talib.MOM(df[price].values, timeperiod=n)
np.testing.assert_almost_equal(result.values, expected)
def test_indicator_ROC(self):
n = 3
price = 'Close'
result = ROC(df, n)
isinstance(result, pd.DataFrame)
expected = talib.ROC(df[price].values, timeperiod=n)
np.testing.assert_almost_equal(result.values, expected)
def test_indicator_ATR(self):
n = 5
result = ATR(df, n)
isinstance(result, pd.DataFrame)
expected = talib.ATR(df['High'].values, df['Low'].values, df['Close'].values, timeperiod=n)
np.testing.assert_almost_equal(result, expected[1::])
def test_indicator_BBANDS(self):
n = 3
result = BBANDS(df, n)
isinstance(result, pd.DataFrame)
def test_indicator_PPSR(self):
result = PPSR(df)
isinstance(result, pd.DataFrame)
def test_indicator_STOK(self):
result = STOK(df)
isinstance(result, pd.DataFrame)
def test_indicator_STO(self):
n = 2
result = STO(df, n)
isinstance(result, pd.DataFrame)
def test_indicator_TRIX(self):
n = 3
result = TRIX(df, n)
isinstance(result, pd.DataFrame)
def test_indicator_ADX(self):
(n, n_ADX) = (2, 4)
result = ADX(df, n, n_ADX)
isinstance(result, pd.DataFrame)
def test_indicator_MACD(self):
(n_fast, n_slow) = (9, 13)
result = MACD(df, n_fast, n_slow)
isinstance(result, pd.DataFrame)
def test_indicator_MassI(self):
result = MassI(df)
isinstance(result, pd.DataFrame)
def test_indicator_Vortex(self):
n = 2
result = Vortex(df, n)
isinstance(result, pd.DataFrame)
def test_indicator_KST(self):
(r1, r2, r3, r4, n1, n2, n3, n4) = (1, 2, 3, 4, 6, 7, 9, 9)
result = KST(df, r1, r2, r3, r4, n1, n2, n3, n4)
isinstance(result, pd.DataFrame)
def test_indicator_RSI(self):
n = 2
result = RSI(df, n)
isinstance(result, pd.DataFrame)
def test_indicator_TSI(self):
(r, s) = (2, 4)
result = TSI(df, r, s)
isinstance(result, pd.DataFrame)
def test_indicator_ACCDIST(self):
n = 2
result = ACCDIST(df, n)
isinstance(result, pd.DataFrame)
def test_indicator_Chaikin(self):
result = Chaikin(df)
isinstance(result, pd.DataFrame)
def test_indicator_MFI(self):
n = 2
result = MFI(df, n)
isinstance(result, pd.DataFrame)
def test_indicator_OBV(self):
n = 2
result = OBV(df, n)
isinstance(result, pd.DataFrame)
def test_indicator_FORCE(self):
n = 2
result = FORCE(df, n)
isinstance(result, pd.DataFrame)
def test_indicator_EOM(self):
n = 2
result = EOM(df, n)
isinstance(result, pd.DataFrame)
def test_indicator_CCI(self):
n = 2
result = CCI(df, n)
isinstance(result, pd.DataFrame)
def test_indicator_COPP(self):
n = 2
result = COPP(df, n)
isinstance(result, pd.DataFrame)
def test_indicator_COPP(self):
n = 2
result = COPP(df, n)
isinstance(result, pd.DataFrame)
def test_indicator_KELCH(self):
n = 2
result = KELCH(df, n)
isinstance(result, pd.DataFrame)
def test_indicator_ULTOSC(self):
n = 2
result = ULTOSC(df)
isinstance(result, pd.DataFrame)
def test_indicator_DONCH(self):
n = 2
result = DONCH(df, n)
isinstance(result, pd.DataFrame)
def test_indicator_STDDEV(self):
n = 2
result = STDDEV(df, n)
isinstance(result, pd.DataFrame)
