test_indicators.py

import os
import pandas as pd
import autotrader.indicators as indicators


class TestIndicators:
    def test_supertrend(self):
        testdata = self._get_test_data()
        st = indicators.supertrend(testdata)
        assert st["trend"][-1] == 1, "Supertrend indicator failed"

    def test_halftrend(self):
        testdata = self._get_test_data()
        ht = indicators.halftrend(testdata)
        assert round(ht["halftrend"][-1], 5) == 1.12344, "Halftrend indicator failed"
        assert round(ht["atrHigh"][-1], 5) == 1.12593, "Halftrend indicator failed"
        assert round(ht["atrLow"][-1], 5) == 1.12095, "Halftrend indicator failed"

    def test_range_filter(self):
        testdata = self._get_test_data()
        rfi = indicators.range_filter(testdata)
        assert round(rfi["upper"][-1], 6) == 1.12736, "Range filter indicator failed"
        assert round(rfi["lower"][-1], 6) == 1.119815, "Range filter indicator failed"
        assert round(rfi["rf"][-1], 6) == 1.123588, "Range filter indicator failed"

    @staticmethod
    def test_rolling_signal_list():
        signals = [0, 1, 0, 0, 0, -1, 0, 0, 1, 0, 0]
        rolled_signals = indicators.rolling_signal_list(signals)
        assert rolled_signals == [
            0,
            1,
            1,
            1,
            1,
            -1,
            -1,
            -1,
            1,
            1,
            1,
        ], "Rolling signal list indicator failed"

    @staticmethod
    def test_unroll_signal_list():
        signals = [0, 1, 1, 1, 1, -1, -1, -1, 1, 1, 1]
        unrolled_signals = indicators.unroll_signal_list(signals)
        assert list(unrolled_signals) == [
            0,
            1,
            0,
            0,
            0,
            -1,
            0,
            0,
            1,
            0,
            0,
        ], "Unroll signal list indicator failed"

    @staticmethod
    def _get_test_data():
        home_dir = os.path.abspath(os.path.dirname(__file__))
        data_dir = os.path.join(home_dir, "data", "EUR_USD_H4.csv")
        data = pd.read_csv(data_dir, index_col=0, parse_dates=True)
        testdata = data.iloc[-1000:]
        return testdata