fix EFI indicator

peerchemist · Aug 5, 2019 · aff1569 · aff1569
1 parent 3ad9088
commit aff1569
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Showing 2 changed files with 7 additions and 2 deletions.
diff --git a/finta/finta.py b/finta/finta.py
@@ -1248,7 +1248,8 @@ def EFI(cls, ohlcv: DataFrame, period: int = 13) -> Series:
         """Elder's Force Index is an indicator that uses price and volume to assess the power
          behind a move or identify possible turning points."""
 
-        fi = pd.Series((ohlcv["close"] - ohlcv["close"].diff()) * ohlcv["volume"])
+        # https://tradingsim.com/blog/elders-force-index/
+        fi = pd.Series(ohlcv["close"].diff() * ohlcv["volume"])
         return pd.Series(
             fi.ewm(ignore_na=False, span=period).mean(),
             name="{0} period Force Index".format(period),

diff --git a/tests/test_unit.py b/tests/test_unit.py
@@ -537,7 +537,11 @@ def test_efi():
     efi = TA.EFI(ohlc)
 
     assert isinstance(efi, series.Series)
-    assert efi.values[-1] == 6918216.7131493781
+    assert efi.values[1] > 0
+    assert efi.values[2] > 0
+
+    assert efi.values[-2] < 0
+    assert efi.values[-1] < 0
 
 
 def test_cfi():