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Merge pull request #78 from JuliaQuant/ib-test-cleanup
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test: cleanup trailing space in test cases
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iblislin committed May 9, 2017
2 parents 57fef4f + 464250d commit 1960973
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Showing 7 changed files with 39 additions and 51 deletions.
6 changes: 0 additions & 6 deletions test/all.jl

This file was deleted.

36 changes: 17 additions & 19 deletions test/levels.jl
Original file line number Diff line number Diff line change
@@ -1,28 +1,26 @@
using MarketData

facts("Levels") do

context("floor pivots") do
@fact floorpivots(ohlc)["r3"].values[1] --> roughly(123.310, atol=.01) # values verified by various website calculators
@fact floorpivots(ohlc)["r2"].values[1] --> roughly(119.52, atol=.01)
@fact floorpivots(ohlc)["r1"].values[1] --> roughly(115.73, atol=.01)
@fact floorpivots(ohlc)["pivot"].values[1] --> roughly(108.71, atol=.01)
@fact floorpivots(ohlc)["s1"].values[1] --> roughly(104.92, atol=.01)
@fact floorpivots(ohlc)["s2"].values[1] --> roughly(97.900, atol=.01)
@fact floorpivots(ohlc)["s3"].values[1] --> roughly(94.110, atol=.01)
@fact floorpivots(ohlc)["r2"].values[1] --> roughly(119.52, atol=.01)
@fact floorpivots(ohlc)["r1"].values[1] --> roughly(115.73, atol=.01)
@fact floorpivots(ohlc)["pivot"].values[1] --> roughly(108.71, atol=.01)
@fact floorpivots(ohlc)["s1"].values[1] --> roughly(104.92, atol=.01)
@fact floorpivots(ohlc)["s2"].values[1] --> roughly(97.900, atol=.01)
@fact floorpivots(ohlc)["s3"].values[1] --> roughly(94.110, atol=.01)
@fact floorpivots(ohlc).timestamp[end] --> Date(2001,12,31)
end
end

context("woodiespivots") do
# # @fact_approx_eq 97.37500000000001 value(wr4)[2] # values NEED to be verified with online calculators
# # @fact_approx_eq 88.62500000000001 value(ws4)[2]
@fact woodiespivots(ohlc)["r3"].values[1] --> roughly(124.465, atol=.01)
@fact woodiespivots(ohlc)["r2"].values[1] --> roughly(118.480, atol=.01)
@fact woodiespivots(ohlc)["r1"].values[1] --> roughly(113.655, atol=.01)
@fact woodiespivots(ohlc)["pivot"].values[1] --> roughly(107.670, atol=.01)
@fact woodiespivots(ohlc)["s1"].values[1] --> roughly(102.845, atol=.01)
@fact woodiespivots(ohlc)["s2"].values[1] --> roughly(96.8625, atol=.01)
@fact woodiespivots(ohlc)["s3"].values[1] --> roughly(92.035, atol=.01)
# # @fact_approx_eq 97.37500000000001 value(wr4)[2] # values NEED to be verified with online calculators
# # @fact_approx_eq 88.62500000000001 value(ws4)[2]
@fact woodiespivots(ohlc)["r3"].values[1] --> roughly(124.465, atol=.01)
@fact woodiespivots(ohlc)["r2"].values[1] --> roughly(118.480, atol=.01)
@fact woodiespivots(ohlc)["r1"].values[1] --> roughly(113.655, atol=.01)
@fact woodiespivots(ohlc)["pivot"].values[1] --> roughly(107.670, atol=.01)
@fact woodiespivots(ohlc)["s1"].values[1] --> roughly(102.845, atol=.01)
@fact woodiespivots(ohlc)["s2"].values[1] --> roughly(96.8625, atol=.01)
@fact woodiespivots(ohlc)["s3"].values[1] --> roughly(92.035, atol=.01)
@fact woodiespivots(ohlc).timestamp[end] --> Date(2001,12,31)
end
end
2 changes: 0 additions & 2 deletions test/momentum.jl
Original file line number Diff line number Diff line change
@@ -1,5 +1,3 @@
using MarketTechnicals, MarketData, FactCheck

facts("Momentum") do

context("rsi") do
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14 changes: 8 additions & 6 deletions test/runtests.jl
Original file line number Diff line number Diff line change
@@ -1,10 +1,12 @@
using FactCheck, MarketTechnicals
using FactCheck
using MarketData
using MarketTechnicals

include("candlesticks.jl")
include("levels.jl")
include("movingaverages.jl")
include("momentum.jl")
include("volatility.jl")
include("candlesticks.jl")
include("levels.jl")
include("movingaverages.jl")
include("momentum.jl")
include("volatility.jl")
include("volume.jl")

exitstatus()
4 changes: 2 additions & 2 deletions test/utilities.jl
Original file line number Diff line number Diff line change
Expand Up @@ -3,11 +3,11 @@ facts("Utilities") do
context("Base.abs returns all positive numbers") do
@fact sum((abs(cl .- op) .>= 0).values) --> length(cl)
end

context("pad correctly pads NaN values for non-existent values") do
@fact sum((abs(cl .- op) .>= 0).values) --> length(cl)
end

context("pad correctly pads NaN values for missing values") do
@fact sum((abs(cl .- op) .>= 0).values) --> length(cl)
end
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24 changes: 11 additions & 13 deletions test/volatility.jl
Original file line number Diff line number Diff line change
@@ -1,34 +1,32 @@
using MarketData

facts("Volatility") do

context("bollinger_bands") do
@fact bollingerbands(cl)["up"].values[1] --> roughly(117.3251, atol=.01) # TTR default uses sample=FALSE and value 117.3251
@fact bollingerbands(cl)["down"].values[1] --> roughly(89.39392, atol=.01) # TTR default uses sample=FALSE and value 89.39392
@fact bollingerbands(cl)["mean"].values[1] --> roughly(103.3595, atol=.01) # TTR 103.3595
@fact bollingerbands(cl).timestamp[1] --> Date(2000,1,31)
@fact bollingerbands(cl)["mean"].values[1] --> roughly(103.3595, atol=.01) # TTR 103.3595
@fact bollingerbands(cl).timestamp[1] --> Date(2000,1,31)
@fact bollingerbands(cl).timestamp[end] --> Date(2001,12,31)
end

context("truerange") do
@fact truerange(ohlc).values[end] --> roughly(0.83, atol=.01) # TTR 0.83
@fact truerange(ohlc).timestamp[end] --> Date(2001,12,31)
end

context("atr") do
@fact atr(ohlc).values[1] --> roughly(8.343571428571428) # TTR value 8.343571
@fact atr(ohlc).values[end] --> roughly(0.9664561242651976) # TTR value 0.9664561
@fact atr(ohlc).timestamp[1] --> Date(2000,1,24)
end

# context("keltner_bands") do
# @fact keltnerbands(ohlc)["kma"].values[end] --> roughly(21.42) # needs confirmation
# @fact keltnerbandb(ohlc)["kup"].values[end] --> roughly(22.32) # needs confirmation
# @fact keltnerbands(ohlc)["kdn"].values[end] --> roughly(20.52) # needs confirmation
# @fact keltnerbands(ohlc)["kma"].values[end] --> roughly(21.42) # needs confirmation
# @fact keltnerbandb(ohlc)["kup"].values[end] --> roughly(22.32) # needs confirmation
# @fact keltnerbands(ohlc)["kdn"].values[end] --> roughly(20.52) # needs confirmation
# @fact keltnerbands(ohlc).timestamp[1] --> Date(2000,1,14)
# end

# context("chaikin_volatility") do
# @fact chk --> 17.0466
# @fact chk --> 17.0466
# end
end
end
4 changes: 1 addition & 3 deletions test/volume.jl
Original file line number Diff line number Diff line change
@@ -1,12 +1,10 @@
using MarketData

facts("Volume") do

context("obv") do
@fact obv(ohlcv).values[1] --> 4783900 # TTR value is 4783900
@fact obv(ohlcv).values[12] --> 9390200 # TTR value is 2000-01-19 9390200
@fact obv(ohlcv).timestamp[12] --> Date(2000,1,19)
end
end

context("vwap") do
@fact vwap(ohlcv).values[1] --> roughly(97.9215, atol=.01) # TTR value 2000-01-14 97.92154
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