0.5.2 编写ta单元测试

czsc/ta.py

@@ -48,7 +48,7 @@ def EMA(close: np.array, timeperiod=5):
     return np.array(res, dtype=np.double)
 
 @numba.njit()
-def MACD(close: np.array, fastperiod=12, slowperiod=16, signalperiod=9):
+def MACD(close: np.array, fastperiod=12, slowperiod=26, signalperiod=9):
     """
 
     :param close:

test/test_ta.py

+# coding: utf-8
+import sys
+import warnings
+
+sys.path.insert(0, '.')
+sys.path.insert(0, '..')
+import os
+import pandas as pd
+import numpy as np
+import czsc
+
+warnings.warn("czsc version is {}".format(czsc.__version__))
+
+# cur_path = os.path.split(os.path.realpath(__file__))[0]
+cur_path = "./test"
+file_kline = os.path.join(cur_path, "data/000001.SH_D.csv")
+kline = pd.read_csv(file_kline, encoding="utf-8")
+kline.loc[:, "dt"] = pd.to_datetime(kline.dt)
+bars = kline.to_dict("records")
+close = np.array([x['close'] for x in bars], dtype=np.double)
+
+def test_sma():
+    ma5 = czsc.SMA(close, 5)
+    assert len(ma5) == len(close)
+    assert round(ma5[-1], 2) == 3362.53
+    assert round(ma5[-2], 2) == 3410.62
+
+def test_macd():
+    diff, dea, macd = czsc.MACD(close)
+
+    assert len(diff) == len(dea) == len(macd) == len(close)
+    assert round(macd[-1], 2) == 13.35
+    assert round(macd[-5], 2) == 88.0
+
+    assert round(diff[-1], 2) == 117.3
+    assert round(diff[-5], 2) == 127.51
+
+    assert round(dea[-1], 2) == 110.62
+    assert round(dea[-5], 2) == 83.51