Merge pull request #45 from JuliaQuant/update_testing

update to testing framework and indentation fixes

.travis.yml

@@ -1,18 +1,20 @@
 language: cpp
-compiler: 
-    - gcc
+compiler:
+    - clang 
 notifications:
     email: false
+env:
+  matrix:
+    - JULIAVERSION="juliareleases"
+    - JULIAVERSION="julianightlies"
 before_install:
     - sudo add-apt-repository ppa:staticfloat/julia-deps -y
-    - sudo add-apt-repository ppa:staticfloat/julianightlies -y
+    - sudo add-apt-repository ppa:staticfloat/${JULIAVERSION} -y
     - sudo apt-get update -qq -y
     - sudo apt-get install libpcre3-dev julia -y
-    - git config --global user.name "Travis User"
-    - git config --global user.email "travis@example.net"
+    - if [[ -a .git/shallow ]]; then git fetch --unshallow; fi
 script:
-    - julia -e 'versioninfo(); Pkg.init();'
-    - julia -e 'Pkg.clone("git://github.com/JuliaQuant/MarketTechnicals.jl.git"); Pkg.add("TimeSeries"); Pkg.add("FactCheck"); Pkg.add("MarketData")'
-    - mkdir -p ~/.julia/MarketTechnicals
-    - cp -R ./* ~/.julia/MarketTechnicals/
-    - julia ./test/runtests.jl
+    - julia -e 'Pkg.init(); Pkg.clone(pwd())'
+    - julia -e 'Pkg.test("MarketTechnicals",coverage=true)'
+after_success:
+    - julia -e 'cd(Pkg.dir("MarketTechnicals")); Pkg.add("Coverage"); using Coverage; Coveralls.submit(Coveralls.process_folder())'

README.md

@@ -1,5 +1,6 @@
 [![Build Status](https://travis-ci.org/JuliaQuant/MarketTechnicals.jl.png)](https://travis-ci.org/JuliaQuant/MarketTechnicals.jl)
 [![MarketTechnicals](http://pkg.julialang.org/badges/MarketTechnicals_release.svg)](http://pkg.julialang.org/?pkg=MarketTechnicals&ver=release)
+[![Coverage Status](https://coveralls.io/repos/JuliaQuant/MarketTechnicals.jl/badge.png?branch=master)](https://coveralls.io/r/JuliaQuant/MarketTechnicals.jl?branch=master)
 
 #### A toolkit for technical analysis of financial time series in Julia
 

REQUIRE

@@ -1,4 +1,3 @@
 julia 0.3-
 TimeSeries
 StatsBase
-Reexport

src/MarketTechnicals.jl

@@ -1,7 +1,16 @@
+if VERSION < v"0.4-"
+    using Dates, TimeSeries, StatsBase
+else
+    using Base.Dates, TimeSeries, StatsBase
+end
+
 module MarketTechnicals
 
-using TimeSeries, StatsBase, Reexport
-@reexport using TimeSeries
+if VERSION < v"0.4-"
+    using Dates, TimeSeries, StatsBase
+else
+    using Base.Dates, TimeSeries, StatsBase
+end
 
 export sma, ema,             
        bollingerbands, truerange, atr, #keltnerbands, 

test/REQUIRE

@@ -0,0 +1,2 @@
+FactCheck
+MarketData

test/candlesticks.jl

@@ -2,9 +2,9 @@ using MarketData
 
 facts("Candlesticks") do
 
-  context("doji") do
-    @fact ohlc[findall(doji(ohlc))].timestamp[1] => Date(2000, 5, 30)
-    @fact ohlc[findall(doji(ohlc))].timestamp[2] => Date(2000, 12, 11)
-    @fact length(ohlc[findall(doji(ohlc))])      => 5
-  end
+    context("doji") do
+        @fact ohlc[findall(doji(ohlc))].timestamp[1] => Date(2000, 5, 30)
+        @fact ohlc[findall(doji(ohlc))].timestamp[2] => Date(2000, 12, 11)
+        @fact length(ohlc[findall(doji(ohlc))])      => 5
+    end
 end

test/levels.jl

@@ -2,27 +2,27 @@ using MarketData
 
 facts("Levels") do
 
-  context("floor pivots") do
-    @fact floorpivots(ohlc)["r3"].values[1]    => roughly(123.310)              # values verified by various website calculators
-    @fact floorpivots(ohlc)["r2"].values[1]    => roughly(119.52) 
-    @fact floorpivots(ohlc)["r1"].values[1]    => roughly(115.73) 
-    @fact floorpivots(ohlc)["pivot"].values[1] => roughly(108.71) 
-    @fact floorpivots(ohlc)["s1"].values[1]    => roughly(104.92) 
-    @fact floorpivots(ohlc)["s2"].values[1]    => roughly(97.900) 
-    @fact floorpivots(ohlc)["s3"].values[1]    => roughly(94.110) 
-    @fact floorpivots(ohlc).timestamp[end]     => Date(2001,12,31)
-  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)  
-    @fact woodiespivots(ohlc)["r2"].values[1]    => roughly(118.480)  
-    @fact woodiespivots(ohlc)["r1"].values[1]    => roughly(113.655)  
-    @fact woodiespivots(ohlc)["pivot"].values[1] => roughly(107.670)    
-    @fact woodiespivots(ohlc)["s1"].values[1]    => roughly(102.845)  
-    @fact woodiespivots(ohlc)["s2"].values[1]    => roughly(96.8625)  
-    @fact woodiespivots(ohlc)["s3"].values[1]    => roughly(92.035)  
-    @fact woodiespivots(ohlc).timestamp[end]     => Date(2001,12,31)
-  end
+    context("floor pivots") do
+        @fact floorpivots(ohlc)["r3"].values[1]    => roughly(123.310)              # values verified by various website calculators
+        @fact floorpivots(ohlc)["r2"].values[1]    => roughly(119.52) 
+        @fact floorpivots(ohlc)["r1"].values[1]    => roughly(115.73) 
+        @fact floorpivots(ohlc)["pivot"].values[1] => roughly(108.71) 
+        @fact floorpivots(ohlc)["s1"].values[1]    => roughly(104.92) 
+        @fact floorpivots(ohlc)["s2"].values[1]    => roughly(97.900) 
+        @fact floorpivots(ohlc)["s3"].values[1]    => roughly(94.110) 
+        @fact floorpivots(ohlc).timestamp[end]     => Date(2001,12,31)
+    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)  
+        @fact woodiespivots(ohlc)["r2"].values[1]    => roughly(118.480)  
+        @fact woodiespivots(ohlc)["r1"].values[1]    => roughly(113.655)  
+        @fact woodiespivots(ohlc)["pivot"].values[1] => roughly(107.670)    
+        @fact woodiespivots(ohlc)["s1"].values[1]    => roughly(102.845)  
+        @fact woodiespivots(ohlc)["s2"].values[1]    => roughly(96.8625)  
+        @fact woodiespivots(ohlc)["s3"].values[1]    => roughly(92.035)  
+        @fact woodiespivots(ohlc).timestamp[end]     => Date(2001,12,31)
+    end
 end

test/movingaverages.jl

@@ -2,48 +2,48 @@ using MarketData
 
 facts("Moving Averages") do
 
-  context("sma") do  
-    @fact sma(cl, 10).values[1]      => roughly(98.782)  # TTR value 98.782
-    @fact sma(cl, 10).values[2]      => roughly(97.982)  # TTR value 97.982
-    @fact sma(cl, 10).values[3]      => roughly(98.388)  # TTR value 98.388
-    @fact sma(cl, 10).values[490]    => roughly(21.266)  # TTR value 21.266
-    @fact sma(cl, 10).values[491]    => roughly(21.417)  # TTR value 21.417
-    @fact sma(cl, 10).timestamp[491] => Date(2001,12,31)
-  end 
+    context("sma") do  
+        @fact sma(cl, 10).values[1]      => roughly(98.782)  # TTR value 98.782
+        @fact sma(cl, 10).values[2]      => roughly(97.982)  # TTR value 97.982
+        @fact sma(cl, 10).values[3]      => roughly(98.388)  # TTR value 98.388
+        @fact sma(cl, 10).values[490]    => roughly(21.266)  # TTR value 21.266
+        @fact sma(cl, 10).values[491]    => roughly(21.417)  # TTR value 21.417
+        @fact sma(cl, 10).timestamp[491] => Date(2001,12,31)
+    end 
+
+    context("ema") do 
+        @fact ema(cl, 10).values[1]      => roughly(98.78200)   # TTR value 98.78200
+        @fact ema(cl, 10).values[2]      => roughly(99.71982)   # TTR value 99.71982
+        @fact ema(cl, 10).values[3]      => roughly(100.96349)  # TTR value 100.96349
+        @fact ema(cl, 10).values[490]    => roughly(21.58580)   # TTR value 21.58580
+        @fact ema(cl, 10).values[491]    => roughly(21.64293)   # TTR value 21.64293
+        @fact ema(cl, 10).timestamp[491] => Date(2001,12,31)
+    end
 
-  context("ema") do 
-    @fact ema(cl, 10).values[1]      => roughly(98.78200)   # TTR value 98.78200
-    @fact ema(cl, 10).values[2]      => roughly(99.71982)   # TTR value 99.71982
-    @fact ema(cl, 10).values[3]      => roughly(100.96349)  # TTR value 100.96349
-    @fact ema(cl, 10).values[490]    => roughly(21.58580)   # TTR value 21.58580
-    @fact ema(cl, 10).values[491]    => roughly(21.64293)   # TTR value 21.64293
-    @fact ema(cl, 10).timestamp[491] => Date(2001,12,31)
-  end
-
-  context("ema wilder true") do 
-    @fact ema(cl, 10, wilder=true).values[1]      => roughly(98.7820)  # TTR value 98.7820
-    @fact ema(cl, 10, wilder=true).values[2]      => roughly(99.2978)  # TTR value 99.2978
-    @fact ema(cl, 10, wilder=true).values[3]      => roughly(100.0240)  # TTR value 100.0240
-    @fact ema(cl, 10, wilder=true).values[490]    => roughly(21.34556)  # TTR value 21.34556
-    @fact ema(cl, 10, wilder=true).values[491]    => roughly(21.40100)  # TTR value 21.40100
-    @fact ema(cl, 10, wilder=true).timestamp[491] => Date(2001,12,31)
-  end
-
-  context("Array dispatch is correct too") do 
-    @fact sma(cl.values, 10)[1]                => roughly(98.782)   # same values as above TimeArray dispatch
-    @fact sma(cl.values, 10)[2]                => roughly(97.982)   
-    @fact sma(cl.values, 10)[3]                => roughly(98.388)   
-    @fact sma(cl.values, 10)[490]              => roughly(21.266)   
-    @fact sma(cl.values, 10)[491]              => roughly(21.417)   
-    @fact ema(cl.values, 10)[1]                => roughly(98.78200)   
-    @fact ema(cl.values, 10)[2]                => roughly(99.71982)  
-    @fact ema(cl.values, 10)[3]                => roughly(100.96349) 
-    @fact ema(cl.values, 10)[490]              => roughly(21.58580)  
-    @fact ema(cl.values, 10)[491]              => roughly(21.64293)  
-    @fact ema(cl.values, 10, wilder=true)[1]   => roughly(98.7820)
-    @fact ema(cl.values, 10, wilder=true)[2]   => roughly(99.2978)  
-    @fact ema(cl.values, 10, wilder=true)[3]   => roughly(100.0240)  
-    @fact ema(cl.values, 10, wilder=true)[490] => roughly(21.34556)  
-    @fact ema(cl.values, 10, wilder=true)[491] => roughly(21.40100)  
-  end
+    context("ema wilder true") do 
+        @fact ema(cl, 10, wilder=true).values[1]      => roughly(98.7820)  # TTR value 98.7820
+        @fact ema(cl, 10, wilder=true).values[2]      => roughly(99.2978)  # TTR value 99.2978
+        @fact ema(cl, 10, wilder=true).values[3]      => roughly(100.0240)  # TTR value 100.0240
+        @fact ema(cl, 10, wilder=true).values[490]    => roughly(21.34556)  # TTR value 21.34556
+        @fact ema(cl, 10, wilder=true).values[491]    => roughly(21.40100)  # TTR value 21.40100
+        @fact ema(cl, 10, wilder=true).timestamp[491] => Date(2001,12,31)
+    end
+
+    context("Array dispatch is correct too") do 
+        @fact sma(cl.values, 10)[1]                => roughly(98.782)   # same values as above TimeArray dispatch
+        @fact sma(cl.values, 10)[2]                => roughly(97.982)   
+        @fact sma(cl.values, 10)[3]                => roughly(98.388)   
+        @fact sma(cl.values, 10)[490]              => roughly(21.266)   
+        @fact sma(cl.values, 10)[491]              => roughly(21.417)   
+        @fact ema(cl.values, 10)[1]                => roughly(98.78200)   
+        @fact ema(cl.values, 10)[2]                => roughly(99.71982)  
+        @fact ema(cl.values, 10)[3]                => roughly(100.96349) 
+        @fact ema(cl.values, 10)[490]              => roughly(21.58580)  
+        @fact ema(cl.values, 10)[491]              => roughly(21.64293)  
+        @fact ema(cl.values, 10, wilder=true)[1]   => roughly(98.7820)
+        @fact ema(cl.values, 10, wilder=true)[2]   => roughly(99.2978)  
+        @fact ema(cl.values, 10, wilder=true)[3]   => roughly(100.0240)  
+        @fact ema(cl.values, 10, wilder=true)[490] => roughly(21.34556)  
+        @fact ema(cl.values, 10, wilder=true)[491] => roughly(21.40100)  
+    end
 end

test/utilities.jl

@@ -1,6 +1,6 @@
 facts("Utilities") do
 
-  context("Base.abs returns all positive numbers") do
-    @fact sum((abs(cl .- op) .>= 0).values) => length(cl)
-  end
+    context("Base.abs returns all positive numbers") do
+        @fact sum((abs(cl .- op) .>= 0).values) => length(cl)
+    end
 end

test/volume.jl

@@ -2,16 +2,16 @@ using MarketData
 
 facts("Volume") do
 # commented tests that require a volume object not currently available in MarketData
-  context("obv") do
-    # @fact obv(ohlc).values[1]      => 50480000.00      # TTR value is 50480000
-    # @fact obv(ohlc).values[end]    => 1145460000.00    # TTR value is 1145460000 
-    # @fact obv(ohlc).timestamp[end] => Date(2001,12,31)
-  end 
-
-# commented tests that require a volume object not currently available in MarketData
-  context("vwap") do
-    # @fact vwap(ohlc).values[1]     => roughly(109.0703)  # TTR value 109.0703
-    # @fact vwap(ohlc).values[end]   => roughly(122.7716)  # TTR value 122.7716
-    # @fact vwap(ohlc).timestamp[end] => Date(2001,12,31)
-  end
+    context("obv") do
+      # @fact obv(ohlc).values[1]      => 50480000.00      # TTR value is 50480000
+      # @fact obv(ohlc).values[end]    => 1145460000.00    # TTR value is 1145460000 
+      # @fact obv(ohlc).timestamp[end] => Date(2001,12,31)
+    end 
+  
+  # commented tests that require a volume object not currently available in MarketData
+    context("vwap") do
+      # @fact vwap(ohlc).values[1]     => roughly(109.0703)  # TTR value 109.0703
+      # @fact vwap(ohlc).values[end]   => roughly(122.7716)  # TTR value 122.7716
+      # @fact vwap(ohlc).timestamp[end] => Date(2001,12,31)
+    end
 end