Merge pull request #148 from bukosabino/develop

Tests for Keltner Channels and ADX
bukosabino · May 3, 2020 · 0640b32 · 0640b32
2 parents 0fe94c2 + fd2d368
commit 0640b32
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diff --git a/setup.py b/setup.py
@@ -1,30 +1,31 @@
 # -*- coding: utf-8 -*-
 from distutils.core import setup
+
 setup(
-    name = 'ta',
-    packages = ['ta'],
-    version = '0.5.21',
+    name='ta',
+    packages=['ta'],
+    version='0.5.21',
     description='Technical Analysis Library in Python',
     long_description='It is a Technical Analysis library to financial time series datasets. You can use to do feature engineering. It is builded on Python Pandas library.',
-    author = 'Dario Lopez Padial (Bukosabino)',
-    author_email = 'Bukosabino@gmail.com',
-    url = 'https://github.com/bukosabino/ta',
+    author='Dario Lopez Padial (Bukosabino)',
+    author_email='Bukosabino@gmail.com',
+    url='https://github.com/bukosabino/ta',
     maintainer='Dario Lopez Padial (Bukosabino)',
     maintainer_email='Bukosabino@gmail.com',
     install_requires=[
         'numpy',
         'pandas',
     ],
-    download_url = 'https://github.com/bukosabino/ta/tarball/0.5.21',
-    keywords = ['technical analysis', 'python3', 'pandas'],
+    download_url='https://github.com/bukosabino/ta/tarball/0.5.21',
+    keywords=['technical analysis', 'python3', 'pandas'],
     license='The MIT License (MIT)',
-    classifiers = [
+    classifiers=[
         'Intended Audience :: Financial and Insurance Industry',
         'Programming Language :: Python :: 3.6',
         'Programming Language :: Python :: 3.7',
         'License :: OSI Approved :: MIT License'
     ],
-    project_urls = {
+    project_urls={
         'Documentation': 'https://technical-analysis-library-in-python.readthedocs.io/en/latest/',
         'Bug Reports': 'https://github.com/bukosabino/ta/issues',
         'Source': 'https://github.com/bukosabino/ta',

diff --git a/ta/tests/__init__.py b/ta/tests/__init__.py
@@ -6,8 +6,9 @@
                             TestMACDIndicator, TestPSARIndicator,
                             TestVortexIndicator)
 from ta.tests.utils import TestGeneral
-from ta.tests.volatility import (TestAverageTrueRange, TestBollingerBands,
-                                 TestDonchianChannel)
+from ta.tests.volatility import (TestAverageTrueRange, TestAverageTrueRange2,
+                                 TestBollingerBands, TestDonchianChannel,
+                                 TestKeltnerChannel)
 from ta.tests.volume import (TestAccDistIndexIndicator,
                              TestEaseOfMovementIndicator,
                              TestForceIndexIndicator, TestMFIIndicator,

diff --git a/ta/tests/data/cs-atr.csv b/ta/tests/data/cs-atr.csv
@@ -1,31 +1,31 @@
-Date,High,Low,Close,H - L,I H - Cp I,I L - Cp I,TR,ATR
-01-Apr-10,48.700000,47.790000,48.160000,0.910000,,,0.910000,
-05-Apr-10,48.720000,48.140000,48.610000,0.580000,0.560000,0.020000,0.580000,
-06-Apr-10,48.900000,48.390000,48.750000,0.510000,0.290000,0.220000,0.510000,
-07-Apr-10,48.870000,48.370000,48.630000,0.500000,0.120000,0.380000,0.500000,
-08-Apr-10,48.820000,48.240000,48.740000,0.580000,0.190000,0.390000,0.580000,
-09-Apr-10,49.050000,48.635000,49.030000,0.415000,0.310000,0.105000,0.415000,
-12-Apr-10,49.200000,48.940000,49.070000,0.260000,0.170000,0.090000,0.260000,
-13-Apr-10,49.350000,48.860000,49.320000,0.490000,0.280000,0.210000,0.490000,
-14-Apr-10,49.920000,49.500000,49.910000,0.420000,0.600000,0.180000,0.600000,
-15-Apr-10,50.190000,49.870000,50.130000,0.320000,0.280000,0.040000,0.320000,
-16-Apr-10,50.120000,49.200000,49.530000,0.920000,0.010000,0.930000,0.930000,
-19-Apr-10,49.660000,48.900000,49.500000,0.760000,0.130000,0.630000,0.760000,
-20-Apr-10,49.880000,49.430000,49.750000,0.450000,0.380000,0.070000,0.450000,
-21-Apr-10,50.190000,49.725000,50.030000,0.465000,0.440000,0.025000,0.465000,0.555000
-22-Apr-10,50.360000,49.260000,50.310000,1.100000,0.330000,0.770000,1.100000,0.593929
-23-Apr-10,50.570000,50.090000,50.520000,0.480000,0.260000,0.220000,0.480000,0.585791
-26-Apr-10,50.650000,50.300000,50.410000,0.350000,0.130000,0.220000,0.350000,0.568949
-27-Apr-10,50.430000,49.210000,49.340000,1.220000,0.020000,1.200000,1.220000,0.615452
-28-Apr-10,49.630000,48.980000,49.370000,0.650000,0.290000,0.360000,0.650000,0.617920
-29-Apr-10,50.330000,49.610000,50.230000,0.720000,0.960000,0.240000,0.960000,0.642354
-30-Apr-10,50.290000,49.200000,49.237500,1.090000,0.060000,1.030000,1.090000,0.674329
-03-May-10,50.170000,49.430000,49.930000,0.740000,0.932500,0.192500,0.932500,0.692770
-04-May-10,49.320000,48.080000,48.430000,1.240000,0.610000,1.850000,1.850000,0.775429
-05-May-10,48.500000,47.640000,48.180000,0.860000,0.070000,0.790000,0.860000,0.781470
-06-May-10,48.320100,41.550000,46.570000,6.770100,0.140100,6.630000,6.770100,1.209229
-07-May-10,46.800000,44.283300,45.410000,2.516700,0.230000,2.286700,2.516700,1.302620
-10-May-10,47.800000,47.310000,47.770000,0.490000,2.390000,1.900000,2.390000,1.380290
-11-May-10,48.390000,47.200000,47.720000,1.190000,0.620000,0.570000,1.190000,1.366698
-12-May-10,48.660000,47.900000,48.620000,0.760000,0.940000,0.180000,0.940000,1.336219
-13-May-10,48.790000,47.730100,47.850000,1.059900,0.170000,0.889900,1.059900,1.316482
+Date,High,Low,Close,TR,ATR
+01-Apr-10,48.700000000000000,47.790000000000000,48.160000000000000,0.910000000000004,0.000000000000000
+05-Apr-10,48.720000000000000,48.140000000000000,48.610000000000000,0.579999999999998,0.000000000000000
+06-Apr-10,48.900000000000000,48.390000000000000,48.750000000000000,0.509999999999998,0.000000000000000
+07-Apr-10,48.870000000000000,48.370000000000000,48.630000000000000,0.500000000000000,0.000000000000000
+08-Apr-10,48.820000000000000,48.240000000000000,48.740000000000000,0.579999999999998,0.000000000000000
+09-Apr-10,49.050000000000000,48.635000000000000,49.030000000000000,0.414999999999999,0.000000000000000
+12-Apr-10,49.200000000000000,48.940000000000000,49.070000000000000,0.260000000000005,0.000000000000000
+13-Apr-10,49.350000000000000,48.860000000000000,49.320000000000000,0.490000000000002,0.000000000000000
+14-Apr-10,49.920000000000000,49.500000000000000,49.910000000000000,0.600000000000001,0.000000000000000
+15-Apr-10,50.190000000000000,49.870000000000000,50.130000000000000,0.320000000000000,0.000000000000000
+16-Apr-10,50.120000000000000,49.200000000000000,49.530000000000000,0.930000000000000,0.000000000000000
+19-Apr-10,49.660000000000000,48.900000000000000,49.500000000000000,0.759999999999998,0.000000000000000
+20-Apr-10,49.880000000000000,49.430000000000000,49.750000000000000,0.450000000000003,0.000000000000000
+21-Apr-10,50.190000000000000,49.725000000000000,50.030000000000000,0.464999999999996,0.555000000000000
+22-Apr-10,50.360000000000000,49.260000000000000,50.310000000000000,1.100000000000000,0.5939285714
+23-Apr-10,50.570000000000000,50.090000000000000,50.520000000000000,0.479999999999997,0.5857908163
+26-Apr-10,50.650000000000000,50.300000000000000,50.410000000000000,0.350000000000001,0.5689486152
+27-Apr-10,50.430000000000000,49.210000000000000,49.340000000000000,1.220000000000000,0.6154522855
+28-Apr-10,49.630000000000000,48.980000000000000,49.370000000000000,0.650000000000006,0.6179199794
+29-Apr-10,50.330000000000000,49.610000000000000,50.230000000000000,0.960000000000001,0.6423542666
+30-Apr-10,50.290000000000000,49.200000000000000,49.237500000000000,1.090000000000000,0.6743289618
+03-May-10,50.170000000000000,49.430000000000000,49.930000000000000,0.932500000000005,0.6927697503
+04-May-10,49.320000000000000,48.080000000000000,48.430000000000000,1.850000000000000,0.7754290538
+05-May-10,48.500000000000000,47.640000000000000,48.180000000000000,0.859999999999999,0.7814698357
+06-May-10,48.320100000000000,41.550000000000000,46.570000000000000,6.770100000000000,1.209229133
+07-May-10,46.800000000000000,44.283300000000000,45.410000000000000,2.516700000000000,1.302619909
+10-May-10,47.800000000000000,47.310000000000000,47.770000000000000,2.390000000000000,1.380289916
+11-May-10,48.390000000000000,47.200000000000000,47.720000000000000,1.190000000000000,1.366697779
+12-May-10,48.660000000000000,47.900000000000000,48.620000000000000,0.939999999999998,1.336219366
+13-May-10,48.790000000000000,47.730100000000000,47.850000000000000,1.059900000000000,1.316482269
diff --git a/ta/tests/data/cs-atr2.csv b/ta/tests/data/cs-atr2.csv
@@ -0,0 +1,31 @@
+Date,High,Low,Close,TR,ATR
+01-Apr-10,48.700000000000000,47.790000000000000,48.160000000000000,0.910000000000004,0.000000000000000
+05-Apr-10,48.720000000000000,48.140000000000000,48.610000000000000,0.579999999999998,0.000000000000000
+06-Apr-10,48.900000000000000,48.390000000000000,48.750000000000000,0.509999999999998,0.000000000000000
+07-Apr-10,48.870000000000000,48.370000000000000,48.630000000000000,0.500000000000000,0.000000000000000
+08-Apr-10,48.820000000000000,48.240000000000000,48.740000000000000,0.579999999999998,0.000000000000000
+09-Apr-10,49.050000000000000,48.635000000000000,49.030000000000000,0.414999999999999,0.000000000000000
+12-Apr-10,49.200000000000000,48.940000000000000,49.070000000000000,0.260000000000005,0.000000000000000
+13-Apr-10,49.350000000000000,48.860000000000000,49.320000000000000,0.490000000000002,0.000000000000000
+14-Apr-10,49.920000000000000,49.500000000000000,49.910000000000000,0.600000000000001,0.000000000000000
+15-Apr-10,50.190000000000000,49.870000000000000,50.130000000000000,0.320000000000000,0.516500000000001
+16-Apr-10,50.120000000000000,49.200000000000000,49.530000000000000,0.930000000000000,0.557850000000001
+19-Apr-10,49.660000000000000,48.900000000000000,49.500000000000000,0.759999999999998,0.578065000000000
+20-Apr-10,49.880000000000000,49.430000000000000,49.750000000000000,0.450000000000003,0.565258500000001
+21-Apr-10,50.190000000000000,49.725000000000000,50.030000000000000,0.464999999999996,0.555232650000000
+22-Apr-10,50.360000000000000,49.260000000000000,50.310000000000000,1.100000000000000,0.609709385000000
+23-Apr-10,50.570000000000000,50.090000000000000,50.520000000000000,0.479999999999997,0.596738446500000
+26-Apr-10,50.650000000000000,50.300000000000000,50.410000000000000,0.350000000000001,0.572064601850000
+27-Apr-10,50.430000000000000,49.210000000000000,49.340000000000000,1.220000000000000,0.636858141665000
+28-Apr-10,49.630000000000000,48.980000000000000,49.370000000000000,0.650000000000006,0.638172327498501
+29-Apr-10,50.330000000000000,49.610000000000000,50.230000000000000,0.960000000000001,0.670355094748651
+30-Apr-10,50.290000000000000,49.200000000000000,49.237500000000000,1.090000000000000,0.712319585273785
+03-May-10,50.170000000000000,49.430000000000000,49.930000000000000,0.932500000000005,0.734337626746407
+04-May-10,49.320000000000000,48.080000000000000,48.430000000000000,1.850000000000000,0.845903864071767
+05-May-10,48.500000000000000,47.640000000000000,48.180000000000000,0.859999999999999,0.847313477664590
+06-May-10,48.320100000000000,41.550000000000000,46.570000000000000,6.770100000000000,1.439592129898130
+07-May-10,46.800000000000000,44.283300000000000,45.410000000000000,2.516700000000000,1.547302916908320
+10-May-10,47.800000000000000,47.310000000000000,47.770000000000000,2.390000000000000,1.631572625217490
+11-May-10,48.390000000000000,47.200000000000000,47.720000000000000,1.190000000000000,1.587415362695740
+12-May-10,48.660000000000000,47.900000000000000,48.620000000000000,0.939999999999998,1.522673826426160
+13-May-10,48.790000000000000,47.730100000000000,47.850000000000000,1.059900000000000,1.476396443783550
diff --git a/ta/tests/data/cs-kc.csv b/ta/tests/data/cs-kc.csv
@@ -0,0 +1,31 @@
+date,High,Low,Close,true_range,atr,upper_band,middle_band,lower_band,kc_high_indicator,kc_low_indicator,kc_band_width,kc_percentage
+01-Apr-10,48.700000000000000,47.790000000000000,48.160000000000000,0.910000000000004,0.000000000000000,,48.160000000000000,,,,,
+05-Apr-10,48.720000000000000,48.140000000000000,48.610000000000000,0.579999999999998,0.000000000000000,,48.202857142857100,,,,,
+06-Apr-10,48.900000000000000,48.390000000000000,48.750000000000000,0.509999999999998,0.000000000000000,,48.254965986394600,,,,,
+07-Apr-10,48.870000000000000,48.370000000000000,48.630000000000000,0.500000000000000,0.000000000000000,,48.290683511499800,,,,,
+08-Apr-10,48.820000000000000,48.240000000000000,48.740000000000000,0.579999999999998,0.000000000000000,,48.333475558023700,,,,,
+09-Apr-10,49.050000000000000,48.635000000000000,49.030000000000000,0.414999999999999,0.000000000000000,,48.399811219164300,,,,,
+12-Apr-10,49.200000000000000,48.940000000000000,49.070000000000000,0.260000000000005,0.000000000000000,,48.463638722101000,,,,,
+13-Apr-10,49.350000000000000,48.860000000000000,49.320000000000000,0.490000000000002,0.000000000000000,,48.545196939043800,,,,,
+14-Apr-10,49.920000000000000,49.500000000000000,49.910000000000000,0.600000000000001,0.000000000000000,,48.675178182944400,,,,,
+15-Apr-10,50.190000000000000,49.870000000000000,50.130000000000000,0.320000000000000,0.516500000000001,49.846732641711600,48.813732641711600,47.780732641711600,1.00,0.00,4.232415528,1.13710908
+16-Apr-10,50.120000000000000,49.200000000000000,49.530000000000000,0.930000000000000,0.557850000000001,49.997648580596200,48.881948580596200,47.766248580596200,0.00,0.00,4.564875306,0.7904236889
+19-Apr-10,49.660000000000000,48.900000000000000,49.500000000000000,0.759999999999998,0.578065000000000,50.096940620539400,48.940810620539400,47.784680620539400,0.00,0.00,4.724605029,0.7418367223
+20-Apr-10,49.880000000000000,49.430000000000000,49.750000000000000,0.450000000000003,0.565258500000001,50.148393275726100,49.017876275726100,47.887359275726100,0.00,0.00,4.612672298,0.8238004047
+21-Apr-10,50.190000000000000,49.725000000000000,50.030000000000000,0.464999999999996,0.555232650000000,50.224734311371300,49.114269011371300,48.003803711371300,0.00,0.00,4.52196611,0.9123185968
+22-Apr-10,50.360000000000000,49.260000000000000,50.310000000000000,1.100000000000000,0.609709385000000,50.447566923145400,49.228148153145400,48.008729383145400,0.00,0.00,4.954152515,0.9435932403
+23-Apr-10,50.570000000000000,50.090000000000000,50.520000000000000,0.479999999999997,0.596738446500000,50.544658555369700,49.351181662369700,48.157704769369700,0.00,0.00,4.836669975,0.9896694458
+26-Apr-10,50.650000000000000,50.300000000000000,50.410000000000000,0.350000000000001,0.572064601850000,50.596150707748800,49.452021504048800,48.307892300348800,0.00,0.00,4.627229257,0.9186496127
+27-Apr-10,50.430000000000000,49.210000000000000,49.340000000000000,1.220000000000000,0.636858141665000,50.715069072707500,49.441352789377500,48.167636506047400,0.00,0.00,5.15243298,0.4602137498
+28-Apr-10,49.630000000000000,48.980000000000000,49.370000000000000,0.650000000000006,0.638172327498501,50.710901940624200,49.434557285627200,48.158212630630200,0.00,0.00,5.163774999,0.4747100889
+29-Apr-10,50.330000000000000,49.610000000000000,50.230000000000000,0.960000000000001,0.670355094748651,50.851023924112400,49.510313734615100,48.169603545117800,0.00,0.00,5.415882423,0.7683974027
+30-Apr-10,50.290000000000000,49.200000000000000,49.237500000000000,1.090000000000000,0.712319585273785,50.908970644723100,49.484331474175600,48.059692303628000,0.00,0.00,5.757940456,0.4133705294
+03-May-10,50.170000000000000,49.430000000000000,49.930000000000000,0.932500000000005,0.734337626746407,50.995451349175500,49.526776095682700,48.058100842189800,0.00,0.00,5.930833255,0.6372746982
+04-May-10,49.320000000000000,48.080000000000000,48.430000000000000,1.850000000000000,0.845903864071767,51.114128957570700,49.422321229427200,47.730513501283600,0.00,0.00,6.846330508,0.2067275397
+05-May-10,48.500000000000000,47.640000000000000,48.180000000000000,0.859999999999999,0.847313477664590,50.998631877191800,49.304004921862700,47.609377966533500,0.00,0.00,6.874195952,0.1683621377
+06-May-10,48.320100000000000,41.550000000000000,46.570000000000000,6.770100000000000,1.439592129898130,51.922807760529100,49.043623500732900,46.164439240936600,0.00,0.00,11.74131948,0.07042980276
+07-May-10,46.800000000000000,44.283300000000000,45.410000000000000,2.516700000000000,1.547302916908320,51.792169953527300,48.697564119710700,45.602958285894100,0.00,1.00,12.70948923,-0.03117655305
+10-May-10,47.800000000000000,47.310000000000000,47.770000000000000,2.390000000000000,1.631572625217490,51.872369930173200,48.609224679738300,45.346079429303300,0.00,0.00,13.42603291,0.3714086234
+11-May-10,48.390000000000000,47.200000000000000,47.720000000000000,1.190000000000000,1.587415362695740,51.699367340392800,48.524536615001300,45.349705889609800,0.00,0.00,13.0854654,0.3732945652
+12-May-10,48.660000000000000,47.900000000000000,48.620000000000000,0.939999999999998,1.522673826426160,51.578976018805900,48.533628365953500,45.488280713101200,0.00,0.00,12.54943327,0.5141809153
+13-May-10,48.790000000000000,47.730100000000000,47.850000000000000,1.059900000000000,1.476396443783550,51.421313790096500,48.468520902529400,45.515728014962300,0.00,0.00,12.18437383,0.3952651056