adding tests to Stochastic Oscillator

bukosabino · Dec 8, 2019 · ca81242 · ca81242
1 parent 88c17ea
commit ca81242
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Showing 3 changed files with 63 additions and 6 deletions.
diff --git a/ta/tests/__init__.py b/ta/tests/__init__.py
@@ -1,6 +1,6 @@
 from ta.tests.momentum import (TestMFIIndicator, TestRateOfChangeIndicator,
-                               TestRSIIndicator,
-                               TestUltimateOscillatorIndicator)
+                               TestRSIIndicator, TestStochasticOscillator,
+                               TestUltimateOscillator)
 # from ta.tests.pipeline_wrapper import TestTAFeaturesTransform
 from ta.tests.trend import (TestADXIndicator, TestCCIIndicator,
                             TestMACDIndicator, TestPSARIndicator,

diff --git a/ta/tests/data/cs-soo.csv b/ta/tests/data/cs-soo.csv
@@ -0,0 +1,31 @@
+Date,High,Low,Highest High (14),Lowest Low (14),Close,SO,SO_SIG
+23-Feb-10,127.009000,125.357400,,,,,
+24-Feb-10,127.615900,126.163300,,,,,
+25-Feb-10,126.591100,124.929600,,,,,
+26-Feb-10,127.347200,126.093700,,,,,
+1-Mar-10,128.173000,126.819900,,,,,
+2-Mar-10,128.431700,126.481700,,,,,
+3-Mar-10,127.367100,126.034000,,,,,
+4-Mar-10,126.422000,124.830100,,,,,
+5-Mar-10,126.899500,126.392100,,,,,
+8-Mar-10,126.849800,125.715600,,,,,
+9-Mar-10,125.646000,124.561500,,,,,
+10-Mar-10,125.715600,124.571500,,,,,
+11-Mar-10,127.158200,125.068900,,,,,
+12-Mar-10,127.715400,126.859700,128.431700,124.561500,127.287600,70.438220,
+15-Mar-10,127.685500,126.630900,128.431700,124.561500,127.178100,67.608909,
+16-Mar-10,128.222800,126.800100,128.431700,124.561500,128.013800,89.202108,
+17-Mar-10,128.272500,126.710500,128.431700,124.561500,127.108500,65.810552,74.20719
+18-Mar-10,128.093400,126.800100,128.431700,124.561500,127.725300,81.747713,78.920124
+19-Mar-10,128.272500,126.133500,128.431700,124.561500,127.058700,64.523797,70.694021
+22-Mar-10,127.735300,125.924500,128.272500,124.561500,127.327300,74.529776,73.600429
+23-Mar-10,128.770000,126.989100,128.770000,124.561500,128.710300,98.581442,79.211672
+24-Mar-10,129.287300,127.814800,129.287300,124.561500,127.874500,70.104533,81.071917
+25-Mar-10,130.063300,128.471500,130.063300,124.561500,128.580900,73.056091,80.580689
+26-Mar-10,129.118200,128.064100,130.063300,124.561500,128.600800,73.417791,72.192805
+29-Mar-10,129.287300,127.605900,130.063300,124.571500,127.934200,61.231290,69.235057
+30-Mar-10,128.471500,127.596000,130.063300,125.068900,128.113300,60.956271,65.201784
+31-Mar-10,128.093400,126.999000,130.063300,125.924500,127.596000,40.386102,54.191221
+1-Apr-10,128.650600,126.899500,130.063300,125.924500,127.596000,40.386102,47.242825
+5-Apr-10,129.138100,127.486500,130.063300,125.924500,128.690400,66.828549,49.200251
+6-Apr-10,128.640600,127.397000,130.063300,125.924500,128.272500,56.731420,54.64869
diff --git a/ta/tests/momentum.py b/ta/tests/momentum.py
@@ -3,7 +3,7 @@
 import pandas as pd
 
 from ta.momentum import (MFIIndicator, ROCIndicator, RSIIndicator,
-                         UltimateOscillatorIndicator, roc)
+                         StochasticOscillator, UltimateOscillator, roc)
 from ta.tests.utils import TestIndicator
 
 
@@ -68,7 +68,7 @@ def test_mfi(self):
         pd.testing.assert_series_equal(self._df[target].tail(), result.tail(), check_names=False)
 
 
-class TestUltimateOscillatorIndicator(unittest.TestCase):
+class TestUltimateOscillator(unittest.TestCase):
     """
     https://school.stockcharts.com/doku.php?id=technical_indicators:ultimate_oscillator
     """
@@ -77,14 +77,40 @@ class TestUltimateOscillatorIndicator(unittest.TestCase):
 
     def setUp(self):
         self._df = pd.read_csv(self._filename, sep=',')
-        self._indicator = UltimateOscillatorIndicator(
+        self._indicator = UltimateOscillator(
             high=self._df['High'], low=self._df['Low'], close=self._df['Close'],
             s=7, m=14, len=28, ws=4.0, wm=2.0, wl=1.0, fillna=False)
 
     def tearDown(self):
         del(self._df)
 
-    def test_mfi(self):
+    def test_uo(self):
         target = 'Ult_Osc'
         result = self._indicator.uo()
         pd.testing.assert_series_equal(self._df[target].tail(), result.tail(), check_names=False)
+
+
+class TestStochasticOscillator(unittest.TestCase):
+    """
+    https://school.stockcharts.com/doku.php?id=technical_indicators:stochastic_oscillator_fast_slow_and_full
+    """
+
+    _filename = 'ta/tests/data/cs-soo.csv'
+
+    def setUp(self):
+        self._df = pd.read_csv(self._filename, sep=',')
+        self._indicator = StochasticOscillator(
+            high=self._df['High'], low=self._df['Low'], close=self._df['Close'], n=14, d_n=3, fillna=False)
+
+    def tearDown(self):
+        del(self._df)
+
+    def test_so(self):
+        target = 'SO'
+        result = self._indicator.stoch()
+        pd.testing.assert_series_equal(self._df[target].tail(), result.tail(), check_names=False)
+
+    def test_so_signal(self):
+        target = 'SO_SIG'
+        result = self._indicator.stoch_signal()
+        pd.testing.assert_series_equal(self._df[target].tail(), result.tail(), check_names=False)