Improved RSI code coverage

msarm · Apr 22, 2018 · e6bf301 · e6bf301
1 parent 10bb582
commit e6bf301
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diff --git a/pyalgotrade/technical/rsi.py b/pyalgotrade/technical/rsi.py
@@ -67,23 +67,6 @@ def avg_gain_loss(values, begin, end):
     return (gain/float(rangeLen-1), loss/float(rangeLen-1))
 
 
-def rsi(values, period):
-    assert(period > 1)
-    if len(values) < period + 1:
-        return None
-
-    avgGain, avgLoss = avg_gain_loss(values, 0, period)
-    for i in xrange(period, len(values)):
-        gain, loss = gain_loss_one(values[i-1], values[i])
-        avgGain = (avgGain * (period - 1) + gain) / float(period)
-        avgLoss = (avgLoss * (period - 1) + loss) / float(period)
-
-    if avgLoss == 0:
-        return 100
-    rs = avgGain / avgLoss
-    return 100 - 100 / (1 + rs)
-
-
 class RSIEventWindow(technical.EventWindow):
     def __init__(self, period):
         assert(period > 1)

diff --git a/testcases/technical_rsi_test.py b/testcases/technical_rsi_test.py
@@ -72,12 +72,6 @@ def testDateTimes(self):
         for i in range(len(rsi)):
             self.assertEqual(rsi.getDateTimes()[i], None)
 
-    def testRSIFunc(self):
-        values = [44.3389, 44.0902, 44.1497, 43.6124, 44.3278, 44.8264, 45.0955, 45.4245, 45.8433, 46.0826, 45.8931, 46.0328, 45.6140, 46.2820, 46.2820]
-        self.assertEqual(round(rsi.rsi(values, 14), 8), 70.53278948)
-        values = [44.3389, 44.0902, 44.1497, 43.6124, 44.3278, 44.8264, 45.0955, 45.4245, 45.8433, 46.0826, 45.8931, 46.0328, 45.6140, 46.2820, 46.2820, 46.0028, 46.0328, 46.4116, 46.2222, 45.6439, 46.2122, 46.2521, 45.7137, 46.4515, 45.7835, 45.3548, 44.0288, 44.1783, 44.2181, 44.5672, 43.4205, 42.6628, 43.1314]
-        self.assertEqual(round(rsi.rsi(values, 14), 8), 37.77295211)
-
     def testRSI_Bounded(self):
         values = [44.3389, 44.0902, 44.1497, 43.6124, 44.3278, 44.8264, 45.0955, 45.4245, 45.8433, 46.0826, 45.8931, 46.0328, 45.6140, 46.2820, 46.2820]
         rsi = self.__buildRSI(values, 14, 1)