mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-07-28 09:47:43 +00:00
Miha Kralj
117 lines
3.6 KiB
Python
117 lines
3.6 KiB
Python
"""test_compat.py — pandas-ta compatibility tests.
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Verifies that:
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1. ALIASES map resolves to real functions
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2. pd.Series input → pd.Series output with correct name
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3. pd.DataFrame input → works for single-column
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"""
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from __future__ import annotations
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import numpy as np
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import pytest
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RNG = np.random.default_rng(99)
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N = 50
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CLOSE = RNG.standard_normal(N).cumsum() + 100.0
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@pytest.fixture(scope="module")
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def qtl():
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try:
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import quantalib as _qtl
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return _qtl
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except (OSError, ImportError) as e:
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pytest.skip(f"quantalib native lib not available: {e}")
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@pytest.fixture(scope="module")
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def pd():
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try:
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import pandas as _pd
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return _pd
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except ImportError:
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pytest.skip("pandas not installed")
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class TestAliases:
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"""Verify ALIASES map entries resolve to real functions."""
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def test_all_aliases_resolve(self, qtl) -> None:
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from quantalib._compat import ALIASES
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for alias, target in ALIASES.items():
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fn = getattr(qtl.indicators, target, None)
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assert fn is not None, f"Alias '{alias}' → '{target}' not found"
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def test_get_compat_returns_callable(self, qtl) -> None:
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from quantalib._compat import get_compat
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fn = get_compat("midprice")
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assert callable(fn)
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def test_get_compat_unknown_returns_none(self, qtl) -> None:
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from quantalib._compat import get_compat
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assert get_compat("nonexistent_indicator") is None
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class TestPandasSeriesIO:
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"""Verify pd.Series input → pd.Series output."""
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def test_sma_series_output(self, qtl, pd) -> None:
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idx = pd.date_range("2020-01-01", periods=N, freq="D")
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s = pd.Series(CLOSE, index=idx, name="Close")
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result = qtl.sma(s, length=10)
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assert isinstance(result, pd.Series)
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assert result.name == "SMA_10"
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assert len(result) == N
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assert (result.index == idx).all()
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def test_ema_series_category(self, qtl, pd) -> None:
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s = pd.Series(CLOSE)
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result = qtl.ema(s, length=14)
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assert isinstance(result, pd.Series)
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assert result.name == "EMA_14"
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assert "category" in result.attrs
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assert result.attrs["category"] == "trends_iir"
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def test_rsi_series(self, qtl, pd) -> None:
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s = pd.Series(CLOSE)
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result = qtl.rsi(s, length=14)
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assert isinstance(result, pd.Series)
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assert result.name == "RSI_14"
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class TestPandasDataFrameIO:
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"""Verify pd.DataFrame input uses first column."""
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def test_sma_dataframe_input(self, qtl, pd) -> None:
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df = pd.DataFrame({"Close": CLOSE, "Volume": np.ones(N)})
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result = qtl.sma(df, length=10)
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assert isinstance(result, pd.Series)
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assert len(result) == N
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class TestMultiOutputPandas:
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"""Verify multi-output returns DataFrame when given Series."""
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def test_bbands_dataframe_output(self, qtl, pd) -> None:
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s = pd.Series(CLOSE)
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result = qtl.bbands(s, length=20, std=2.0)
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assert isinstance(result, pd.DataFrame)
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assert result.shape == (N, 3)
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cols = list(result.columns)
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assert "BBU_20_2.0" in cols
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assert "BBM_20_2.0" in cols
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assert "BBL_20_2.0" in cols
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class TestOffset:
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"""Verify offset parameter works."""
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def test_sma_offset(self, qtl, pd) -> None:
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s = pd.Series(CLOSE)
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result = qtl.sma(s, length=10, offset=3)
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assert isinstance(result, pd.Series)
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# First 3 values should be NaN (from offset)
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assert np.isnan(result.iloc[0])
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assert np.isnan(result.iloc[1])
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assert np.isnan(result.iloc[2])
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