adding kama indicator tests

bukosabino · Dec 10, 2019 · b4c337f · b4c337f
1 parent 2475635
commit b4c337f
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Showing 3 changed files with 77 additions and 6 deletions.
diff --git a/ta/tests/__init__.py b/ta/tests/__init__.py
@@ -1,10 +1,11 @@
-from ta.tests.momentum import (TestMFIIndicator, TestRateOfChangeIndicator,
-                               TestRSIIndicator, TestStochasticOscillator,
+from ta.tests.momentum import (TestKAMA, TestMFIIndicator,
+                               TestRateOfChangeIndicator, TestRSIIndicator,
+                               TestStochasticOscillator,
                                TestUltimateOscillator, TestWilliamsRIndicator)
 from ta.tests.trend import (TestADXIndicator, TestCCIIndicator,
                             TestMACDIndicator, TestPSARIndicator,
                             TestVortexIndicator)
-from ta.tests.utils import TestGeneral
+# from ta.tests.utils import TestGeneral
 from ta.tests.volatility import TestAverageTrueRange, TestBollingerBands
 from ta.tests.volume import (TestAccDistIndexIndicator,
                              TestEaseOfMovementIndicator,

diff --git a/ta/tests/data/cs-kama.csv b/ta/tests/data/cs-kama.csv
@@ -0,0 +1,50 @@
+Date,Close,ABS (Close - Close 10 periods ago),ABS (Close - Prior Close),ER,2/(fastest + 1),2/(slowest + 1),SC,KAMA
+28/05/2015,110.460000,,,,,,,
+29/05/2015,109.800000,,0.660000,,,,,
+01/06/2015,110.170000,,0.370000,,,,,
+02/06/2015,109.820000,,0.350000,,,,,
+03/06/2015,110.150000,,0.330000,,,,,
+04/06/2015,109.310000,,0.840000,,,,,
+05/06/2015,109.050000,,0.260000,,,,,
+08/06/2015,107.940000,,1.110000,,,,,
+09/06/2015,107.760000,,0.180000,,,,,
+10/06/2015,109.240000,,1.480000,,,,,109.240000
+11/06/2015,109.400000,1.060000,0.160000,0.184669,0.064516,0.666667,0.030876,109.244940
+12/06/2015,108.500000,1.300000,0.900000,0.217391,0.064516,0.666667,0.038188,109.216492
+15/06/2015,107.960000,2.210000,0.540000,0.359350,0.064516,0.666667,0.078904,109.117350
+16/06/2015,108.550000,1.270000,0.590000,0.198748,0.064516,0.666667,0.033927,109.098101
+17/06/2015,108.850000,1.300000,0.300000,0.204403,0.064516,0.666667,0.035193,109.089370
+18/06/2015,110.440000,1.130000,1.590000,0.158931,0.064516,0.666667,0.025669,109.124040
+19/06/2015,109.890000,0.840000,0.550000,0.113514,0.064516,0.666667,0.017654,109.137562
+22/06/2015,110.700000,2.760000,0.810000,0.388732,0.064516,0.666667,0.089157,109.276864
+23/06/2015,110.790000,3.030000,0.090000,0.432240,0.064516,0.666667,0.105488,109.436482
+24/06/2015,110.220000,0.980000,0.570000,0.160656,0.064516,0.666667,0.026003,109.456856
+25/06/2015,110.000000,0.600000,0.220000,0.097403,0.064516,0.666667,0.015170,109.465096
+26/06/2015,109.270000,0.770000,0.730000,0.128548,0.064516,0.666667,0.020142,109.461166
+29/06/2015,106.690000,1.270000,2.580000,0.158157,0.064516,0.666667,0.025520,109.390445
+30/06/2015,107.070000,1.480000,0.380000,0.189258,0.064516,0.666667,0.031854,109.316529
+01/07/2015,107.920000,0.930000,0.850000,0.111111,0.064516,0.666667,0.017272,109.292409
+02/07/2015,107.950000,2.490000,0.030000,0.365639,0.064516,0.666667,0.081046,109.183612
+06/07/2015,107.700000,2.190000,0.250000,0.336406,0.064516,0.666667,0.071333,109.077781
+07/07/2015,107.970000,2.730000,0.270000,0.457286,0.064516,0.666667,0.115513,108.949818
+08/07/2015,106.090000,4.700000,1.880000,0.605670,0.064516,0.666667,0.184230,108.422953
+09/07/2015,106.030000,4.190000,0.060000,0.577931,0.064516,0.666667,0.170171,108.015742
+10/07/2015,107.650000,2.350000,1.620000,0.271676,0.064516,0.666667,0.052032,107.996712
+13/07/2015,109.540000,0.270000,1.890000,0.027523,0.064516,0.666667,0.006575,108.006859
+14/07/2015,110.260000,3.570000,0.720000,0.449057,0.064516,0.666667,0.112169,108.259591
+15/07/2015,110.380000,3.310000,0.120000,0.430429,0.064516,0.666667,0.104781,108.481770
+16/07/2015,111.940000,4.020000,1.560000,0.478571,0.064516,0.666667,0.124389,108.911936
+17/07/2015,113.590000,5.640000,1.650000,0.562874,0.064516,0.666667,0.162773,109.673398
+20/07/2015,113.980000,6.280000,0.390000,0.618110,0.064516,0.666667,0.190717,110.494740
+21/07/2015,113.910000,5.940000,0.070000,0.596386,0.064516,0.666667,0.179462,111.107650
+22/07/2015,112.620000,6.530000,1.290000,0.696905,0.064516,0.666667,0.234409,111.462159
+23/07/2015,112.200000,6.170000,0.420000,0.634121,0.064516,0.666667,0.199231,111.609159
+24/07/2015,111.100000,3.450000,1.100000,0.374593,0.064516,0.666667,0.084145,111.566316
+27/07/2015,110.180000,0.640000,0.920000,0.077670,0.064516,0.666667,0.012384,111.549147
+28/07/2015,111.130000,0.870000,0.950000,0.102715,0.064516,0.666667,0.015968,111.542454
+29/07/2015,111.550000,1.170000,0.420000,0.133409,0.064516,0.666667,0.020981,111.542613
+30/07/2015,112.080000,0.140000,0.530000,0.018088,0.064516,0.666667,0.005686,111.545668
+31/07/2015,111.950000,1.640000,0.130000,0.263666,0.064516,0.666667,0.049855,111.565826
+03/08/2015,111.600000,2.380000,0.350000,0.385113,0.064516,0.666667,0.087860,111.568829
+04/08/2015,111.390000,2.520000,0.210000,0.398734,0.064516,0.666667,0.092790,111.552235
+05/08/2015,112.250000,0.370000,0.860000,0.062818,0.064516,0.666667,0.010474,111.559544
diff --git a/ta/tests/momentum.py b/ta/tests/momentum.py
@@ -2,9 +2,9 @@
 
 import pandas as pd
 
-from ta.momentum import (MFIIndicator, ROCIndicator, RSIIndicator,
-                         StochasticOscillator, UltimateOscillator,
-                         WilliamsRIndicator, roc)
+from ta.momentum import (KAMAIndicator, MFIIndicator, ROCIndicator,
+                         RSIIndicator, StochasticOscillator,
+                         UltimateOscillator, WilliamsRIndicator, roc)
 from ta.tests.utils import TestIndicator
 
 
@@ -136,3 +136,23 @@ def test_wr(self):
         target = 'Williams_%R'
         result = self._indicator.wr()
         pd.testing.assert_series_equal(self._df[target].tail(), result.tail(), check_names=False)
+
+
+class TestKAMA(unittest.TestCase):
+    """
+    https://school.stockcharts.com/doku.php?id=technical_indicators:kaufman_s_adaptive_moving_average
+    """
+
+    _filename = 'ta/tests/data/cs-kama.csv'
+
+    def setUp(self):
+        self._df = pd.read_csv(self._filename, sep=',')
+        self._indicator = KAMAIndicator(close=self._df['Close'], n=10, pow1=2, pow2=30, fillna=False)
+
+    def tearDown(self):
+        del(self._df)
+
+    def test_kama(self):
+        target = 'KAMA'
+        result = self._indicator.kama()
+        pd.testing.assert_series_equal(self._df[target].tail(), result.tail(), check_names=False)