diff --git a/.github/workflows/CI.yml b/.github/workflows/CI.yml index a13a299..d48c1f9 100644 --- a/.github/workflows/CI.yml +++ b/.github/workflows/CI.yml @@ -11,7 +11,6 @@ on: permissions: contents: read pages: write - id-token: write jobs: # ------------------------------------------------------------------------- @@ -386,6 +385,7 @@ jobs: runs-on: ubuntu-latest needs: - audit + - changelog-check - version-check - rust - rust-core @@ -452,6 +452,9 @@ jobs: runs-on: ubuntu-latest needs: build-wheels if: github.event_name == 'release' && github.event.action == 'published' + environment: + name: pypi + url: https://pypi.org/p/ferro-ta permissions: id-token: write steps: @@ -464,10 +467,6 @@ jobs: - name: Publish to PyPI uses: pypa/gh-action-pypi-publish@release/v1 - with: - # Use token if set; otherwise the action uses OIDC trusted publishing - username: __token__ - password: ${{ secrets.PYPI_API_TOKEN }} # ------------------------------------------------------------------------- # Publish ferro_ta_core to crates.io (requires CARGO_REGISTRY_TOKEN secret) diff --git a/CHANGELOG.md b/CHANGELOG.md index 867452a..ca43b30 100644 --- a/CHANGELOG.md +++ b/CHANGELOG.md @@ -9,6 +9,8 @@ and the project uses [Semantic Versioning](https://semver.org/). ## [Unreleased] +## [1.0.0] — 2026-03-23 *(initial stable release)* + ### Performance - **SMA/EMA** (`src/overlap/sma.rs`, `src/overlap/ema.rs`): Replaced per-bar `ta::SimpleMovingAverage` / `ta::ExponentialMovingAverage` state-machine objects with `ferro_ta_core::overlap::sma` (O(n) sliding-window sum) and `ferro_ta_core::overlap::ema` (O(n) recurrence). SMA/EMA now run at **200–600 M bars/s** on 1 M input. @@ -250,25 +252,5 @@ and the project uses [Semantic Versioning](https://semver.org/). --- -## [0.1.0] — 2025-xx-xx *(initial release)* - -### Added -- Rust + PyO3 core with 155+ TA-Lib-compatible indicators. -- Overlap studies (SMA, EMA, BBANDS, MACD, …). -- Momentum indicators (RSI, STOCH, ADX, CCI, …). -- Volume indicators (AD, ADOSC, OBV). -- Volatility indicators (ATR, NATR, TRANGE). -- Statistic functions (STDDEV, VAR, LINEARREG, BETA, CORREL). -- Price transforms (AVGPRICE, MEDPRICE, TYPPRICE, WCLPRICE). -- 61 candlestick pattern recognition functions. -- Cycle indicators (HT_TRENDLINE, HT_DCPERIOD, HT_DCPHASE, HT_PHASOR, HT_SINE, HT_TRENDMODE). -- Math operators and transforms (ADD, SUB, SUM, MAX, ACOS, SIN, …). -- Extended indicators (VWAP, SUPERTREND, ICHIMOKU, DONCHIAN, PIVOT_POINTS). -- Streaming / incremental API for live trading (StreamingSMA, StreamingRSI, …). -- Transparent pandas Series / DataFrame support. -- Type stubs (`.pyi`) for IDE auto-completion. -- Sphinx documentation in `docs/`. -- Pre-compiled manylinux wheels for Linux, Windows, macOS (Intel & Apple Silicon). - -[Unreleased]: https://github.com/pratikbhadane24/ferro-ta/compare/v0.1.0...HEAD -[0.1.0]: https://github.com/pratikbhadane24/ferro-ta/releases/tag/v0.1.0 +[Unreleased]: https://github.com/pratikbhadane24/ferro-ta/compare/v1.0.0...HEAD +[1.0.0]: https://github.com/pratikbhadane24/ferro-ta/releases/tag/v1.0.0 diff --git a/Cargo.lock b/Cargo.lock index aa6b3ba..0d95e25 100644 --- a/Cargo.lock +++ b/Cargo.lock @@ -28,15 +28,15 @@ checksum = "4b46cbb362ab8752921c97e041f5e366ee6297bd428a31275b9fcf1e380f7299" [[package]] name = "anstyle" -version = "1.0.13" +version = "1.0.14" source = "registry+https://github.com/rust-lang/crates.io-index" -checksum = "5192cca8006f1fd4f7237516f40fa183bb07f8fbdfedaa0036de5ea9b0b45e78" +checksum = "940b3a0ca603d1eade50a4846a2afffd5ef57a9feac2c0e2ec2e14f9ead76000" [[package]] name = "arc-swap" -version = "1.8.2" +version = "1.9.0" source = "registry+https://github.com/rust-lang/crates.io-index" -checksum = "f9f3647c145568cec02c42054e07bdf9a5a698e15b466fb2341bfc393cd24aa5" +checksum = "a07d1f37ff60921c83bdfc7407723bdefe89b44b98a9b772f225c8f9d67141a6" dependencies = [ "rustversion", ] @@ -67,9 +67,9 @@ checksum = "37b2a672a2cb129a2e41c10b1224bb368f9f37a2b16b612598138befd7b37eb5" [[package]] name = "cc" -version = "1.2.56" +version = "1.2.57" source = "registry+https://github.com/rust-lang/crates.io-index" -checksum = "aebf35691d1bfb0ac386a69bac2fde4dd276fb618cf8bf4f5318fe285e821bb2" +checksum = "7a0dd1ca384932ff3641c8718a02769f1698e7563dc6974ffd03346116310423" dependencies = [ "find-msvc-tools", "shlex", @@ -110,18 +110,18 @@ dependencies = [ [[package]] name = "clap" -version = "4.5.60" +version = "4.6.0" source = "registry+https://github.com/rust-lang/crates.io-index" -checksum = "2797f34da339ce31042b27d23607e051786132987f595b02ba4f6a6dffb7030a" +checksum = "b193af5b67834b676abd72466a96c1024e6a6ad978a1f484bd90b85c94041351" dependencies = [ "clap_builder", ] [[package]] name = "clap_builder" -version = "4.5.60" +version = "4.6.0" source = "registry+https://github.com/rust-lang/crates.io-index" -checksum = "24a241312cea5059b13574bb9b3861cabf758b879c15190b37b6d6fd63ab6876" +checksum = "714a53001bf66416adb0e2ef5ac857140e7dc3a0c48fb28b2f10762fc4b5069f" dependencies = [ "anstyle", "clap_lex", @@ -129,9 +129,9 @@ dependencies = [ [[package]] name = "clap_lex" -version = "1.0.0" +version = "1.1.0" source = "registry+https://github.com/rust-lang/crates.io-index" -checksum = "3a822ea5bc7590f9d40f1ba12c0dc3c2760f3482c6984db1573ad11031420831" +checksum = "c8d4a3bb8b1e0c1050499d1815f5ab16d04f0959b233085fb31653fbfc9d98f9" [[package]] name = "criterion" @@ -207,7 +207,7 @@ checksum = "48c757948c5ede0e46177b7add2e67155f70e33c07fea8284df6576da70b3719" [[package]] name = "ferro_ta" -version = "0.1.0" +version = "1.0.0" dependencies = [ "criterion", "ferro_ta_core", @@ -222,7 +222,7 @@ dependencies = [ [[package]] name = "ferro_ta_core" -version = "0.1.0" +version = "1.0.0" dependencies = [ "criterion", "wide", @@ -271,9 +271,9 @@ dependencies = [ [[package]] name = "itoa" -version = "1.0.17" +version = "1.0.18" source = "registry+https://github.com/rust-lang/crates.io-index" -checksum = "92ecc6618181def0457392ccd0ee51198e065e016d1d527a7ac1b6dc7c1f09d2" +checksum = "8f42a60cbdf9a97f5d2305f08a87dc4e09308d1276d28c869c684d7777685682" [[package]] name = "js-sys" @@ -287,9 +287,9 @@ dependencies = [ [[package]] name = "libc" -version = "0.2.182" +version = "0.2.183" source = "registry+https://github.com/rust-lang/crates.io-index" -checksum = "6800badb6cb2082ffd7b6a67e6125bb39f18782f793520caee8cb8846be06112" +checksum = "b5b646652bf6661599e1da8901b3b9522896f01e736bad5f723fe7a3a27f899d" [[package]] name = "log" @@ -382,9 +382,9 @@ dependencies = [ [[package]] name = "once_cell" -version = "1.21.3" +version = "1.21.4" source = "registry+https://github.com/rust-lang/crates.io-index" -checksum = "42f5e15c9953c5e4ccceeb2e7382a716482c34515315f7b03532b8b4e8393d2d" +checksum = "9f7c3e4beb33f85d45ae3e3a1792185706c8e16d043238c593331cc7cd313b50" [[package]] name = "oorandom" @@ -438,9 +438,9 @@ checksum = "c33a9471896f1c69cecef8d20cbe2f7accd12527ce60845ff44c153bb2a21b49" [[package]] name = "portable-atomic-util" -version = "0.2.5" +version = "0.2.6" source = "registry+https://github.com/rust-lang/crates.io-index" -checksum = "7a9db96d7fa8782dd8c15ce32ffe8680bbd1e978a43bf51a34d39483540495f5" +checksum = "091397be61a01d4be58e7841595bd4bfedb15f1cd54977d79b8271e94ed799a3" dependencies = [ "portable-atomic", ] @@ -782,9 +782,9 @@ dependencies = [ [[package]] name = "wide" -version = "1.1.1" +version = "1.2.0" source = "registry+https://github.com/rust-lang/crates.io-index" -checksum = "ac11b009ebeae802ed758530b6496784ebfee7a87b9abfbcaf3bbe25b814eb25" +checksum = "198f6abc41fab83526d10880fa5c17e2b4ee44e763949b4bb34e2fd1e8ca48e4" dependencies = [ "bytemuck", "safe_arch", @@ -838,18 +838,18 @@ dependencies = [ [[package]] name = "zerocopy" -version = "0.8.40" +version = "0.8.47" source = "registry+https://github.com/rust-lang/crates.io-index" -checksum = "a789c6e490b576db9f7e6b6d661bcc9799f7c0ac8352f56ea20193b2681532e5" +checksum = "efbb2a062be311f2ba113ce66f697a4dc589f85e78a4aea276200804cea0ed87" dependencies = [ "zerocopy-derive", ] [[package]] name = "zerocopy-derive" -version = "0.8.40" +version = "0.8.47" source = "registry+https://github.com/rust-lang/crates.io-index" -checksum = "f65c489a7071a749c849713807783f70672b28094011623e200cb86dcb835953" +checksum = "0e8bc7269b54418e7aeeef514aa68f8690b8c0489a06b0136e5f57c4c5ccab89" dependencies = [ "proc-macro2", "quote", diff --git a/Cargo.toml b/Cargo.toml index e83194b..52c2802 100644 --- a/Cargo.toml +++ b/Cargo.toml @@ -5,7 +5,7 @@ resolver = "2" [package] name = "ferro_ta" -version = "0.1.0" +version = "1.0.0" edition = "2021" license = "MIT" publish = false @@ -23,7 +23,7 @@ ndarray = "0.16" rayon = "1.10" log = "0.4" pyo3-log = "0.12" -ferro_ta_core = { path = "crates/ferro_ta_core", version = "0.1.0" } +ferro_ta_core = { path = "crates/ferro_ta_core", version = "1.0.0" } [dev-dependencies] criterion = { version = "0.8", features = ["html_reports"] } diff --git a/PACKAGING.md b/PACKAGING.md index 680bcd8..d8385e3 100644 --- a/PACKAGING.md +++ b/PACKAGING.md @@ -5,6 +5,8 @@ This document describes how ferro-ta is packaged and published. ## PyPI (pip) Wheels are built by CI on release (see [RELEASE.md](RELEASE.md)). +Publishing uses PyPI Trusted Publishing via GitHub OIDC; no long-lived PyPI API +token is required. Supported platforms and Python versions are documented in [PLATFORMS.md](PLATFORMS.md). diff --git a/RELEASE.md b/RELEASE.md index 2e26e59..dd92b2e 100644 --- a/RELEASE.md +++ b/RELEASE.md @@ -3,7 +3,7 @@ This document describes the step-by-step process for cutting a new **ferro-ta** release. Follow every step in order to produce a consistent, reproducible release. -For **automated publishing** (secrets and what runs on release), see [PUBLISHING.md](PUBLISHING.md). +For the packaging and release overview, see [PACKAGING.md](PACKAGING.md). --- @@ -11,7 +11,7 @@ For **automated publishing** (secrets and what runs on release), see [PUBLISHING | Artifact | How | |-------------|-----| -| **PyPI** | CI job `publish| +| **PyPI** | CI job `publish` using PyPI Trusted Publishing (OIDC) | | **npm (WASM)** | Workflow `wasm-publish`| | **crates.io** | CI job `publish-cratesio` | @@ -129,7 +129,8 @@ git push origin v0.2.0 5. Click **Publish release**. Publishing the release triggers the CI `build-wheels` and `publish` jobs -automatically (the workflow responds to `release: published`). +automatically (the workflow responds to `release: published`). The PyPI upload +uses Trusted Publishing via GitHub OIDC, so no `PYPI_API_TOKEN` secret is used. --- diff --git a/VERSIONING.md b/VERSIONING.md index 3f9573c..b56aa0a 100644 --- a/VERSIONING.md +++ b/VERSIONING.md @@ -22,13 +22,13 @@ Currently supported: **3.10, 3.11, 3.12, 3.13** (see `pyproject.toml`). ## Release playbook 1. **Bump the version** in `Cargo.toml` and `pyproject.toml` to the new version - (e.g. `0.2.0`). + (e.g. `1.0.1`). 2. **Update `CHANGELOG.md`**: move the `[Unreleased]` block to a new dated section - `[0.2.0] — YYYY-MM-DD` and open a fresh `[Unreleased]` block. + `[1.0.1] — YYYY-MM-DD` and open a fresh `[Unreleased]` block. 3. **Commit** the version bump and changelog update with message - `chore: release v0.2.0`. -4. **Create a tag**: `git tag v0.2.0 && git push origin v0.2.0`. -5. **Create a GitHub Release** for tag `v0.2.0` — the CI `build-wheels` and + `chore: release v1.0.1`. +4. **Create a tag**: `git tag v1.0.1 && git push origin v1.0.1`. +5. **Create a GitHub Release** for tag `v1.0.1` — the CI `build-wheels` and `publish` jobs trigger automatically on `release: published`. ## Breaking-change policy @@ -47,10 +47,10 @@ touch `src/`, `python/`, or `wasm/`. --- -## API Stability Guarantees (v1.0 preparation) +## API Stability Guarantees -The following modules are considered **stable API** as of the v0.1.x series and -will not have breaking changes in minor releases: +The following modules are considered **stable API** as of `1.0.0` and will not +have breaking changes in minor releases: | Module | Stability | |---|---| @@ -90,13 +90,12 @@ will not have breaking changes in minor releases: - [x] Configuration defaults API - [x] Jupyter notebook examples -### Path to v1.0 +### Post-1.0 notes -When the v1.0 release is cut: -1. Remove any `Beta` classifiers from `pyproject.toml`. -2. Update `CHANGELOG.md` with the `[1.0.0]` release section. -3. Update this file to reflect stable status. -4. Consider adding `Stable :: Stable` PyPI classifier. +With `1.0.0` released: +1. The package now uses the `Development Status :: 5 - Production/Stable` classifier. +2. `CHANGELOG.md` now contains the `[1.0.0]` release section. +3. This file now reflects the stable-series SemVer contract. ### Compatibility matrix diff --git a/api/main.py b/api/main.py index d9a67b4..40fec75 100644 --- a/api/main.py +++ b/api/main.py @@ -106,7 +106,7 @@ MAX_SERIES_LENGTH = int(os.environ.get("MAX_SERIES_LENGTH", "100000")) app = FastAPI( title="ferro-ta API", description="REST API for ferro-ta technical analysis indicators and backtesting.", - version="0.1.0", + version="1.0.0", docs_url="/docs", redoc_url="/redoc", ) diff --git a/api/requirements.txt b/api/requirements.txt index 499a3ab..345001f 100644 --- a/api/requirements.txt +++ b/api/requirements.txt @@ -1,5 +1,5 @@ # Runtime dependencies for ferro-ta API -ferro_ta>=0.1.0 +ferro_ta>=1.0.0 fastapi>=0.110.0 uvicorn[standard]>=0.27.0 pydantic>=2.0.0 diff --git a/benchmarks/check_vs_talib_regression.py b/benchmarks/check_vs_talib_regression.py index 3a91dec..2257b97 100644 --- a/benchmarks/check_vs_talib_regression.py +++ b/benchmarks/check_vs_talib_regression.py @@ -23,6 +23,23 @@ def _parse_threshold_items(items: list[str]) -> dict[int, float]: return thresholds +def _percentile(values: list[float], q: float) -> float: + """Return the q percentile using linear interpolation.""" + if not values: + raise ValueError("Cannot compute percentile of empty sequence") + if q <= 0: + return min(values) + if q >= 100: + return max(values) + + values = sorted(values) + rank = (len(values) - 1) * (q / 100.0) + lower = int(rank) + upper = min(lower + 1, len(values) - 1) + weight = rank - lower + return values[lower] * (1.0 - weight) + values[upper] * weight + + def main() -> int: parser = argparse.ArgumentParser( description="Check TA-Lib benchmark JSON against regression thresholds." @@ -47,8 +64,20 @@ def main() -> int: parser.add_argument( "--min-speedup-floor", action="append", + default=["10000=0.10", "100000=0.10"], + help="Hard minimum per-row speedup floor per size, e.g. 100000=0.1 (repeatable)", + ) + parser.add_argument( + "--tail-percentile", + type=float, + default=10.0, + help="Tail percentile used for distribution-based slowdown checks (default: 10)", + ) + parser.add_argument( + "--tail-speedup-floor", + action="append", default=["10000=0.20", "100000=0.20"], - help="Required minimum per-row speedup floor per size, e.g. 100000=0.2 (repeatable)", + help="Required minimum tail percentile speedup per size, e.g. 100000=0.2 (repeatable)", ) args = parser.parse_args() @@ -67,10 +96,19 @@ def main() -> int: for entry in data.get("summary", {}).get("by_size", []) if entry.get("size") is not None } + results_by_size: dict[int, list[dict[str, object]]] = {} + for row in data.get("results", []): + if "speedup" not in row or row.get("size") is None: + continue + size = int(row["size"]) + results_by_size.setdefault(size, []).append(row) median_floor = _parse_threshold_items(args.median_floor) min_speedup_floor = _parse_threshold_items(args.min_speedup_floor) - required_sizes = sorted(set(median_floor) | set(min_speedup_floor)) + tail_speedup_floor = _parse_threshold_items(args.tail_speedup_floor) + required_sizes = sorted( + set(median_floor) | set(min_speedup_floor) | set(tail_speedup_floor) + ) failures: list[str] = [] for size in required_sizes: @@ -78,12 +116,20 @@ def main() -> int: if entry is None: failures.append(f"missing summary for size={size}") continue + rows_for_size = results_by_size.get(size, []) + if not rows_for_size: + failures.append(f"missing detailed rows for size={size}") + continue rows = int(entry.get("rows", 0)) med = float(entry.get("median_speedup", 0.0)) min_s = float(entry.get("min_speedup", 0.0)) + speedups = [float(row["speedup"]) for row in rows_for_size] + tail_s = _percentile(speedups, args.tail_percentile) print( - f"size={size}: rows={rows}, median_speedup={med:.4f}, min_speedup={min_s:.4f}" + "size=" + f"{size}: rows={rows}, median_speedup={med:.4f}, " + f"p{args.tail_percentile:g}_speedup={tail_s:.4f}, min_speedup={min_s:.4f}" ) if rows < args.min_rows: @@ -94,6 +140,12 @@ def main() -> int: failures.append( f"size={size} median_speedup {med:.4f} < floor {median_floor[size]:.4f}" ) + if tail_s < tail_speedup_floor.get(size, float("-inf")): + failures.append( + "size=" + f"{size} p{args.tail_percentile:g}_speedup {tail_s:.4f} " + f"< floor {tail_speedup_floor[size]:.4f}" + ) if min_s < min_speedup_floor.get(size, float("-inf")): failures.append( f"size={size} min_speedup {min_s:.4f} < floor {min_speedup_floor[size]:.4f}" diff --git a/conda/meta.yaml b/conda/meta.yaml index 650d533..88a20f0 100644 --- a/conda/meta.yaml +++ b/conda/meta.yaml @@ -1,5 +1,5 @@ {% set name = "ferro-ta" %} -{% set version = "0.1.0" %} +{% set version = "1.0.0" %} package: name: {{ name|lower }} diff --git a/crates/ferro_ta_core/Cargo.toml b/crates/ferro_ta_core/Cargo.toml index 538e0ce..03fca4a 100644 --- a/crates/ferro_ta_core/Cargo.toml +++ b/crates/ferro_ta_core/Cargo.toml @@ -1,6 +1,6 @@ [package] name = "ferro_ta_core" -version = "0.1.0" +version = "1.0.0" edition = "2021" description = "Pure Rust core indicator library — no PyO3, no numpy dependency" license = "MIT" diff --git a/docs/changelog.rst b/docs/changelog.rst index fbc7543..02b2a74 100644 --- a/docs/changelog.rst +++ b/docs/changelog.rst @@ -1,7 +1,7 @@ Changelog ========= -0.1.0 (2024) +1.0.0 (2026) ------------ **Candlestick Pattern Parity (61/61)** diff --git a/docs/conf.py b/docs/conf.py index e8965a5..e9dd0d5 100644 --- a/docs/conf.py +++ b/docs/conf.py @@ -18,7 +18,7 @@ project = "ferro-ta" copyright = "2024, pratikbhadane24" author = "pratikbhadane24" # Version from env (e.g. set in CI from git tag) or default -release = os.environ.get("FERRO_TA_VERSION", "0.1.0") +release = os.environ.get("FERRO_TA_VERSION", "1.0.0") version = release # -- General configuration ---------------------------------------------------- diff --git a/docs/index.rst b/docs/index.rst index 411b1c2..e207834 100644 --- a/docs/index.rst +++ b/docs/index.rst @@ -1,5 +1,5 @@ ferro-ta Documentation -===================== +====================== .. toctree:: :maxdepth: 2 diff --git a/docs/plugin-catalog.md b/docs/plugin-catalog.md index 7a1698b..f9d3ca6 100644 --- a/docs/plugin-catalog.md +++ b/docs/plugin-catalog.md @@ -60,8 +60,8 @@ register("SMOOTH_RSI", SMOOTH_RSI) ```toml [project] name = "ferro-ta-myplugin" -version = "0.1.0" -dependencies = ["ferro_ta>=0.1.0"] +version = "1.0.0" +dependencies = ["ferro_ta>=1.0.0"] [project.entry-points."ferro_ta.plugins"] auto_register = "ferro_ta_myplugin:register_all" diff --git a/docs/stability.md b/docs/stability.md index d91c62d..9a21f15 100644 --- a/docs/stability.md +++ b/docs/stability.md @@ -61,9 +61,8 @@ ferro-ta follows [Semantic Versioning 2.0.0]: | New indicators, new sub-modules, new features (backward-compatible) | **MINOR** | | Bug fixes, performance improvements, docs, dependency bumps | **PATCH** | -The current version (`0.1.x`) is pre-stable — **breaking changes are possible -in minor releases**. When the project reaches 1.0.0, the full SemVer -contract kicks in. +The current version (`1.x`) is stable. Breaking changes to stable APIs are +reserved for future **major** releases. --- @@ -71,7 +70,7 @@ contract kicks in. Before removing or renaming any **stable** API: -1. The deprecated name/function is kept for at least **one minor release** after +1. The deprecated name/function is kept until the next **major release** after the deprecation notice. 2. A `DeprecationWarning` is raised when the deprecated API is used. 3. The deprecation and removal are documented in `CHANGELOG.md` under @@ -79,8 +78,8 @@ Before removing or renaming any **stable** API: Example timeline: -- `0.2.0` — `OLD_NAME` deprecated, `DeprecationWarning` added; `NEW_NAME` available. -- `0.3.0` — `OLD_NAME` removed. +- `1.1.0` — `OLD_NAME` deprecated, `DeprecationWarning` added; `NEW_NAME` available. +- `2.0.0` — `OLD_NAME` removed. --- diff --git a/pyproject.toml b/pyproject.toml index 5c7e547..53cd5c4 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -4,17 +4,17 @@ build-backend = "maturin" [project] name = "ferro-ta" -version = "0.1.0" +version = "1.0.0" description = "A fast Technical Analysis library — TA-Lib alternative powered by Rust and PyO3" readme = "README.md" license = { text = "MIT" } -requires-python = ">=3.12" +requires-python = ">=3.10" keywords = [ "technical-analysis", "trading", "finance", "rust", "pyo3", "ta-lib", "indicators", "candlestick", "pandas", "numpy", ] classifiers = [ - "Development Status :: 4 - Beta", + "Development Status :: 5 - Production/Stable", "Intended Audience :: Financial and Insurance Industry", "Intended Audience :: Developers", "License :: OSI Approved :: MIT License", @@ -37,7 +37,13 @@ benchmark = ["pytest>=7.0", "pytest-benchmark>=4.0"] pandas = ["pandas>=1.0"] polars = ["polars>=0.19"] docs = ["sphinx>=7.0", "sphinx-rtd-theme>=1.3"] -comparison = ["pytest>=7.0", "ta-lib>=0.4", "pandas-ta>=0.3", "ta>=0.10", "pandas>=1.0"] +comparison = [ + "pytest>=7.0", + "ta-lib>=0.4", + "pandas-ta>=0.3; python_version >= '3.12'", + "ta>=0.10", + "pandas>=1.0", +] gpu = ["torch>=2.0"] options = [] mcp = ["mcp>=1.0"] @@ -128,6 +134,6 @@ dev = [ "pyright>=1.1", "maturin>=1.0,<2.0", "pyyaml>=6.0", - "pandas-ta>=0.3", + "pandas-ta>=0.3; python_version >= '3.12'", "ta>=0.10", ] diff --git a/python/ferro_ta/__init__.py b/python/ferro_ta/__init__.py index 8cb3217..0f042ea 100644 --- a/python/ferro_ta/__init__.py +++ b/python/ferro_ta/__init__.py @@ -57,6 +57,17 @@ array([ nan, nan, 11. , 12. , 13. , 13.5, 13.33...]) from __future__ import annotations +import sys as _sys + +# --------------------------------------------------------------------------- +# Exceptions — exported at the top level for convenient catching +# --------------------------------------------------------------------------- +from ferro_ta.core.exceptions import ( # noqa: F401 + FerroTAError, + FerroTAInputError, + FerroTAValueError, +) + # --------------------------------------------------------------------------- # Cycle Indicators # --------------------------------------------------------------------------- @@ -69,15 +80,6 @@ from ferro_ta.indicators.cycle import ( # noqa: F401 HT_TRENDMODE, ) -# --------------------------------------------------------------------------- -# Exceptions — exported at the top level for convenient catching -# --------------------------------------------------------------------------- -from ferro_ta.core.exceptions import ( # noqa: F401 - FerroTAError, - FerroTAInputError, - FerroTAValueError, -) - # --------------------------------------------------------------------------- # Math Operators & Math Transforms # --------------------------------------------------------------------------- @@ -476,21 +478,6 @@ __all__ = [ # --------------------------------------------------------------------------- from ferro_ta._utils import pandas_wrap as _pandas_wrap # noqa: E402 from ferro_ta._utils import polars_wrap as _polars_wrap # noqa: E402 - -# --------------------------------------------------------------------------- -# Additional modules (not in __all__ — access via submodule) -# --------------------------------------------------------------------------- -from ferro_ta.tools.alerts import ( # noqa: F401, E402 - AlertManager, - check_cross, - check_threshold, - collect_alert_bars, -) - -# --------------------------------------------------------------------------- -# API discovery helpers — ferro_ta.indicators() and ferro_ta.info() -# --------------------------------------------------------------------------- -from ferro_ta.tools.api_info import indicators, info # noqa: F401, E402 from ferro_ta.analysis.attribution import ( # noqa: F401, E402 TradeStats, attribution_by_month, @@ -498,6 +485,36 @@ from ferro_ta.analysis.attribution import ( # noqa: F401, E402 from_backtest, trade_stats, ) +from ferro_ta.analysis.crypto import ( # noqa: F401, E402 + continuous_bar_labels, + funding_pnl, + resample_continuous, + session_boundaries, +) +from ferro_ta.analysis.regime import ( # noqa: F401, E402 + detect_breaks_cusum, + regime, + regime_adx, + regime_combined, + rolling_variance_break, + structural_breaks, +) +from ferro_ta.core import exceptions as exceptions # noqa: F401, E402 + +# --------------------------------------------------------------------------- +# Logging utilities — ferro_ta.enable_debug() / ferro_ta.benchmark() +# --------------------------------------------------------------------------- +from ferro_ta.core.logging_utils import ( # noqa: F401, E402 + benchmark, + debug_mode, + disable_debug, + enable_debug, + get_logger, + log_call, + traced, +) +from ferro_ta.data import batch as batch # noqa: F401, E402 +from ferro_ta.data import streaming as streaming # noqa: F401, E402 # --------------------------------------------------------------------------- # Batch API (not in __all__ — use directly from ferro_ta.batch) @@ -515,45 +532,6 @@ from ferro_ta.data.chunked import ( # noqa: F401, E402 stitch_chunks, trim_overlap, ) -from ferro_ta.analysis.crypto import ( # noqa: F401, E402 - continuous_bar_labels, - funding_pnl, - resample_continuous, - session_boundaries, -) -from ferro_ta.indicators.extended import ( # noqa: F401, E402 - CHANDELIER_EXIT, - CHOPPINESS_INDEX, - DONCHIAN, - HULL_MA, - ICHIMOKU, - KELTNER_CHANNELS, - PIVOT_POINTS, - SUPERTREND, - VWAP, - VWMA, -) - -# --------------------------------------------------------------------------- -# Logging utilities — ferro_ta.enable_debug() / ferro_ta.benchmark() -# --------------------------------------------------------------------------- -from ferro_ta.core.logging_utils import ( # noqa: F401, E402 - benchmark, - debug_mode, - disable_debug, - enable_debug, - get_logger, - log_call, - traced, -) -from ferro_ta.analysis.regime import ( # noqa: F401, E402 - detect_breaks_cusum, - regime, - regime_adx, - regime_combined, - rolling_variance_break, - structural_breaks, -) # --------------------------------------------------------------------------- # Streaming / Incremental API (not in __all__ — these are classes, not funcs) @@ -570,6 +548,63 @@ from ferro_ta.data.streaming import ( # noqa: F401, E402 # type: ignore[assign StreamingSupertrend, # type: ignore[attr-defined] StreamingVWAP, # type: ignore[attr-defined] ) +from ferro_ta.indicators import cycle as cycle # noqa: F401, E402 +from ferro_ta.indicators import extended as extended # noqa: F401, E402 +from ferro_ta.indicators import math_ops as math_ops # noqa: F401, E402 +from ferro_ta.indicators import momentum as momentum # noqa: F401, E402 +from ferro_ta.indicators import overlap as overlap # noqa: F401, E402 +from ferro_ta.indicators import pattern as pattern # noqa: F401, E402 +from ferro_ta.indicators import price_transform as price_transform # noqa: F401, E402 +from ferro_ta.indicators import statistic as statistic # noqa: F401, E402 +from ferro_ta.indicators import volatility as volatility # noqa: F401, E402 +from ferro_ta.indicators import volume as volume # noqa: F401, E402 +from ferro_ta.indicators.extended import ( # noqa: F401, E402 + CHANDELIER_EXIT, + CHOPPINESS_INDEX, + DONCHIAN, + HULL_MA, + ICHIMOKU, + KELTNER_CHANNELS, + PIVOT_POINTS, + SUPERTREND, + VWAP, + VWMA, +) + +# --------------------------------------------------------------------------- +# Additional modules (not in __all__ — access via submodule) +# --------------------------------------------------------------------------- +from ferro_ta.tools.alerts import ( # noqa: F401, E402 + AlertManager, + check_cross, + check_threshold, + collect_alert_bars, +) + +# --------------------------------------------------------------------------- +# API discovery helpers — ferro_ta.indicators() and ferro_ta.info() +# --------------------------------------------------------------------------- +from ferro_ta.tools.api_info import indicators, info # noqa: F401, E402 + +_ALIASED_SUBMODULES = { + "batch": batch, + "cycle": cycle, + "exceptions": exceptions, + "extended": extended, + "math_ops": math_ops, + "momentum": momentum, + "overlap": overlap, + "pattern": pattern, + "price_transform": price_transform, + "statistic": statistic, + "streaming": streaming, + "volatility": volatility, + "volume": volume, +} + +for _module_name, _module in _ALIASED_SUBMODULES.items(): + setattr(_sys.modules[__name__], _module_name, _module) + _sys.modules[f"{__name__}.{_module_name}"] = _module _g = globals() for _name in __all__: @@ -579,4 +614,4 @@ for _name in __all__: _fn = _g.get(_name) if callable(_fn) and not getattr(_fn, "_polars_wrapped", False): _g[_name] = _polars_wrap(_fn) -del _g, _name, _fn +del _ALIASED_SUBMODULES, _g, _module, _module_name, _name, _fn, _sys diff --git a/python/ferro_ta/_binding.py b/python/ferro_ta/_binding.py index b909cf3..9997c08 100644 --- a/python/ferro_ta/_binding.py +++ b/python/ferro_ta/_binding.py @@ -28,8 +28,8 @@ from collections.abc import Callable from typing import Any, Optional from ferro_ta._utils import _to_f64 -from ferro_ta.core.exceptions import _normalize_rust_error from ferro_ta.core.exceptions import ( + _normalize_rust_error, check_equal_length, check_timeperiod, ) diff --git a/python/ferro_ta/logging_utils.py b/python/ferro_ta/logging_utils.py index 48f491e..cb42960 100644 --- a/python/ferro_ta/logging_utils.py +++ b/python/ferro_ta/logging_utils.py @@ -1,5 +1,7 @@ """Backward-compat stub — moved to ``ferro_ta.core.logging_utils``.""" + from ferro_ta.core.logging_utils import * # noqa: F401, F403 + try: from ferro_ta.core.logging_utils import __all__ # noqa: F401 except ImportError: diff --git a/python/ferro_ta/mcp/__init__.py b/python/ferro_ta/mcp/__init__.py index eeedb48..80ec5f2 100644 --- a/python/ferro_ta/mcp/__init__.py +++ b/python/ferro_ta/mcp/__init__.py @@ -392,7 +392,7 @@ def _run_stdio_fallback() -> None: # pragma: no cover "result": { "protocolVersion": "2024-11-05", "capabilities": {"tools": {}}, - "serverInfo": {"name": "ferro-ta", "version": "0.1.0"}, + "serverInfo": {"name": "ferro-ta", "version": "1.0.0"}, }, } elif method == "tools/list": diff --git a/python/ferro_ta/tools/__init__.py b/python/ferro_ta/tools/__init__.py index aa0c022..af60100 100644 --- a/python/ferro_ta/tools/__init__.py +++ b/python/ferro_ta/tools/__init__.py @@ -27,4 +27,3 @@ from ferro_ta.tools.tools import ( # noqa: F401 list_indicators, run_backtest, ) - diff --git a/python/ferro_ta/tools/viz.py b/python/ferro_ta/tools/viz.py index 5e2fbbb..20e40ba 100644 --- a/python/ferro_ta/tools/viz.py +++ b/python/ferro_ta/tools/viz.py @@ -40,10 +40,10 @@ True from __future__ import annotations +import warnings from typing import Any, Optional import numpy as np -import warnings from numpy.typing import ArrayLike, NDArray __all__ = [ diff --git a/scripts/check_changelog.py b/scripts/check_changelog.py new file mode 100644 index 0000000..e879198 --- /dev/null +++ b/scripts/check_changelog.py @@ -0,0 +1,36 @@ +#!/usr/bin/env python3 +"""Validate that CHANGELOG.md keeps a single top-level [Unreleased] section.""" + +from __future__ import annotations + +import re +from pathlib import Path + + +def main() -> int: + changelog = Path("CHANGELOG.md") + if not changelog.exists(): + print("ERROR: CHANGELOG.md not found.") + return 1 + + text = changelog.read_text(encoding="utf-8") + headings = list(re.finditer(r"^## \[(.+?)\]\s*$", text, flags=re.MULTILINE)) + unreleased = [m for m in headings if m.group(1) == "Unreleased"] + + if not unreleased: + print("ERROR: CHANGELOG.md is missing a '## [Unreleased]' heading.") + return 1 + if len(unreleased) > 1: + print("ERROR: CHANGELOG.md contains multiple '## [Unreleased]' headings.") + return 1 + + if headings and headings[0].group(1) != "Unreleased": + print("ERROR: '## [Unreleased]' must be the first top-level changelog section.") + return 1 + + print("OK: CHANGELOG.md contains a single top-level [Unreleased] section.") + return 0 + + +if __name__ == "__main__": + raise SystemExit(main()) diff --git a/tests/integration/test_streaming_accuracy.py b/tests/integration/test_streaming_accuracy.py index 7ca8a84..ea3f67e 100644 --- a/tests/integration/test_streaming_accuracy.py +++ b/tests/integration/test_streaming_accuracy.py @@ -197,9 +197,9 @@ class TestStreamingATR: # Streaming streamer = StreamingATR(period=period) - stream_out = np.array([ - streamer.update(h, l, c) for h, l, c in zip(HIGH, LOW, CLOSE) - ]) + stream_out = np.array( + [streamer.update(h, l, c) for h, l, c in zip(HIGH, LOW, CLOSE)] + ) # Compare only the overlap region where both arrays are valid mask = np.isfinite(batch_out) & np.isfinite(stream_out) @@ -207,9 +207,9 @@ class TestStreamingATR: """ATR values should be non-negative.""" period = 14 streamer = StreamingATR(period=period) - stream_out = np.array([ - streamer.update(h, l, c) for h, l, c in zip(HIGH, LOW, CLOSE) - ]) + stream_out = np.array( + [streamer.update(h, l, c) for h, l, c in zip(HIGH, LOW, CLOSE)] + ) # Filter out NaN values valid = stream_out[~np.isnan(stream_out)] @@ -222,15 +222,21 @@ class TestStreamingATR: streamer = StreamingATR(period=period) # First pass - first_pass = np.array([ - streamer.update(h, l, c) for h, l, c in zip(HIGH[:50], LOW[:50], CLOSE[:50]) - ]) + first_pass = np.array( + [ + streamer.update(h, l, c) + for h, l, c in zip(HIGH[:50], LOW[:50], CLOSE[:50]) + ] + ) # Reset and second pass streamer.reset() - second_pass = np.array([ - streamer.update(h, l, c) for h, l, c in zip(HIGH[:50], LOW[:50], CLOSE[:50]) - ]) + second_pass = np.array( + [ + streamer.update(h, l, c) + for h, l, c in zip(HIGH[:50], LOW[:50], CLOSE[:50]) + ] + ) assert np.allclose(first_pass, second_pass, equal_nan=True, atol=1e-12) @@ -253,7 +259,9 @@ class TestStreamingBBands: verify proximity with atol=0.2 and confirm internal consistency separately. """ # Batch - batch_upper, batch_middle, batch_lower = ferro_ta.BBANDS(CLOSE, timeperiod=period) + batch_upper, batch_middle, batch_lower = ferro_ta.BBANDS( + CLOSE, timeperiod=period + ) # Streaming streamer = StreamingBBands(period=period, nbdevup=2.0, nbdevdn=2.0) @@ -265,8 +273,9 @@ class TestStreamingBBands: # Compare only overlapping valid region mask = np.isfinite(batch_middle) # Middle band (SMA) must match exactly - assert np.allclose(stream_middle[mask], batch_middle[mask], atol=1e-10), \ + assert np.allclose(stream_middle[mask], batch_middle[mask], atol=1e-10), ( "BBands middle (SMA) must match batch exactly" + ) # Upper/lower: streaming uses sample std; batch uses population std — use atol=0.2 assert np.allclose(stream_upper[mask], batch_upper[mask], atol=0.2) assert np.allclose(stream_lower[mask], batch_lower[mask], atol=0.2) @@ -285,7 +294,9 @@ class TestStreamingBBands: # Compare all three bands for i in range(len(first_pass)): - assert np.allclose(first_pass[i], second_pass[i], equal_nan=True, atol=1e-14) + assert np.allclose( + first_pass[i], second_pass[i], equal_nan=True, atol=1e-14 + ) # --------------------------------------------------------------------------- @@ -341,7 +352,9 @@ class TestStreamingMACD: # Compare all three outputs for i in range(len(first_pass)): - assert np.allclose(first_pass[i], second_pass[i], equal_nan=True, atol=1e-14) + assert np.allclose( + first_pass[i], second_pass[i], equal_nan=True, atol=1e-14 + ) # --------------------------------------------------------------------------- @@ -356,19 +369,12 @@ class TestStreamingStoch: """Streaming Stochastic should match batch Stochastic.""" # Batch batch_slowk, batch_slowd = ferro_ta.STOCH( - HIGH, LOW, CLOSE, - fastk_period=5, slowk_period=3, - slowd_period=3 + HIGH, LOW, CLOSE, fastk_period=5, slowk_period=3, slowd_period=3 ) # Streaming - streamer = StreamingStoch( - fastk_period=5, slowk_period=3, - slowd_period=3 - ) - stream_results = [ - streamer.update(h, l, c) for h, l, c in zip(HIGH, LOW, CLOSE) - ] + streamer = StreamingStoch(fastk_period=5, slowk_period=3, slowd_period=3) + stream_results = [streamer.update(h, l, c) for h, l, c in zip(HIGH, LOW, CLOSE)] stream_slowk = np.array([r[0] for r in stream_results]) stream_slowd = np.array([r[1] for r in stream_results]) @@ -380,13 +386,8 @@ class TestStreamingStoch: def test_stoch_range_zero_to_hundred(self): """Stochastic values should be in range [0, 100].""" - streamer = StreamingStoch( - fastk_period=5, slowk_period=3, - slowd_period=3 - ) - stream_results = [ - streamer.update(h, l, c) for h, l, c in zip(HIGH, LOW, CLOSE) - ] + streamer = StreamingStoch(fastk_period=5, slowk_period=3, slowd_period=3) + stream_results = [streamer.update(h, l, c) for h, l, c in zip(HIGH, LOW, CLOSE)] stream_slowk = np.array([r[0] for r in stream_results]) stream_slowd = np.array([r[1] for r in stream_results]) @@ -401,10 +402,7 @@ class TestStreamingStoch: def test_reset_gives_same_result(self): """Reset and re-feed should give identical output.""" - streamer = StreamingStoch( - fastk_period=5, slowk_period=3, - slowd_period=3 - ) + streamer = StreamingStoch(fastk_period=5, slowk_period=3, slowd_period=3) # First pass first_pass = [ @@ -419,7 +417,9 @@ class TestStreamingStoch: # Compare for i in range(len(first_pass)): - assert np.allclose(first_pass[i], second_pass[i], equal_nan=True, atol=1e-14) + assert np.allclose( + first_pass[i], second_pass[i], equal_nan=True, atol=1e-14 + ) # --------------------------------------------------------------------------- @@ -437,9 +437,12 @@ class TestStreamingVWAP: # Streaming (cumulative) streamer = StreamingVWAP() - stream_out = np.array([ - streamer.update(h, l, c, v) for h, l, c, v in zip(HIGH, LOW, CLOSE, VOLUME) - ]) + stream_out = np.array( + [ + streamer.update(h, l, c, v) + for h, l, c, v in zip(HIGH, LOW, CLOSE, VOLUME) + ] + ) # Compare assert np.allclose(stream_out, batch_out, equal_nan=True, atol=1e-10) @@ -451,9 +454,12 @@ class TestStreamingVWAP: # Streaming (cumulative) streamer = StreamingVWAP() - stream_out = np.array([ - streamer.update(h, l, c, v) for h, l, c, v in zip(HIGH, LOW, CLOSE, VOLUME) - ]) + stream_out = np.array( + [ + streamer.update(h, l, c, v) + for h, l, c, v in zip(HIGH, LOW, CLOSE, VOLUME) + ] + ) # Compare assert np.allclose(stream_out, batch_out, equal_nan=True, atol=1e-10) @@ -463,17 +469,21 @@ class TestStreamingVWAP: streamer = StreamingVWAP() # First pass - first_pass = np.array([ - streamer.update(h, l, c, v) - for h, l, c, v in zip(HIGH[:50], LOW[:50], CLOSE[:50], VOLUME[:50]) - ]) + first_pass = np.array( + [ + streamer.update(h, l, c, v) + for h, l, c, v in zip(HIGH[:50], LOW[:50], CLOSE[:50], VOLUME[:50]) + ] + ) # Reset and second pass streamer.reset() - second_pass = np.array([ - streamer.update(h, l, c, v) - for h, l, c, v in zip(HIGH[:50], LOW[:50], CLOSE[:50], VOLUME[:50]) - ]) + second_pass = np.array( + [ + streamer.update(h, l, c, v) + for h, l, c, v in zip(HIGH[:50], LOW[:50], CLOSE[:50], VOLUME[:50]) + ] + ) assert np.allclose(first_pass, second_pass, equal_nan=True, atol=1e-14) @@ -498,9 +508,7 @@ class TestStreamingSupertrend: # Streaming streamer = StreamingSupertrend(period=period, multiplier=multiplier) - stream_results = [ - streamer.update(h, l, c) for h, l, c in zip(HIGH, LOW, CLOSE) - ] + stream_results = [streamer.update(h, l, c) for h, l, c in zip(HIGH, LOW, CLOSE)] stream_line = np.array([r[0] for r in stream_results]) stream_dir = np.array([r[1] for r in stream_results]) @@ -527,4 +535,6 @@ class TestStreamingSupertrend: # Compare for i in range(len(first_pass)): - assert np.allclose(first_pass[i], second_pass[i], equal_nan=True, atol=1e-14) + assert np.allclose( + first_pass[i], second_pass[i], equal_nan=True, atol=1e-14 + ) diff --git a/tests/integration/test_vs_pandas_ta.py b/tests/integration/test_vs_pandas_ta.py index f45dc73..0b1f66a 100644 --- a/tests/integration/test_vs_pandas_ta.py +++ b/tests/integration/test_vs_pandas_ta.py @@ -181,7 +181,9 @@ class TestBBANDSVsPandasTA: pt_upper = pt_bbands[upper_col].to_numpy() # Middle band (SMA) must be identical - assert _allclose(ft_middle, pt_middle, atol=1e-8), "BBands middle (SMA) must match" + assert _allclose(ft_middle, pt_middle, atol=1e-8), ( + "BBands middle (SMA) must match" + ) # Upper/lower: differ due to ddof=0 vs ddof=1 assert _allclose(ft_upper, pt_upper, atol=0.1) assert _allclose(ft_lower, pt_lower, atol=0.1) @@ -259,18 +261,15 @@ class TestSTOCHVsPandasTA: close = ohlcv_500["close"] ft_slowk, ft_slowd = ferro_ta.STOCH( - high, low, close, - fastk_period=14, slowk_period=3, - slowd_period=3 + high, low, close, fastk_period=14, slowk_period=3, slowd_period=3 ) # pandas-ta returns DataFrame pt_stoch = pandas_ta.stoch( - pd.Series(high), pd.Series(low), pd.Series(close), - k=14, d=3, smooth_k=3 + pd.Series(high), pd.Series(low), pd.Series(close), k=14, d=3, smooth_k=3 ) - pt_slowk = pt_stoch[f"STOCHk_14_3_3"].to_numpy() - pt_slowd = pt_stoch[f"STOCHd_14_3_3"].to_numpy() + pt_slowk = pt_stoch["STOCHk_14_3_3"].to_numpy() + pt_slowd = pt_stoch["STOCHd_14_3_3"].to_numpy() assert _allclose(ft_slowk, pt_slowk, atol=1e-2, tail_fraction=0.3) assert _allclose(ft_slowd, pt_slowd, atol=1e-2, tail_fraction=0.3) @@ -291,7 +290,9 @@ class TestCCIVsPandasTA: # Compute CCI manually: (TP - SMA(TP)) / (0.015 * MeanAbsDev(TP)) tp = (pd.Series(high) + pd.Series(low) + pd.Series(close)) / 3.0 mean_tp = tp.rolling(period).mean() - mad_tp = tp.rolling(period).apply(lambda x: np.mean(np.abs(x - x.mean())), raw=True) + mad_tp = tp.rolling(period).apply( + lambda x: np.mean(np.abs(x - x.mean())), raw=True + ) pt = ((tp - mean_tp) / (0.015 * mad_tp)).to_numpy() assert _allclose(ft, pt, atol=1e-8) @@ -469,8 +470,8 @@ class TestVWAPVsPandasTA: n = len(tp) ref = np.full(n, np.nan) for i in range(period - 1, n): - w = tp[i - period + 1: i + 1] - v = vol[i - period + 1: i + 1] + w = tp[i - period + 1 : i + 1] + v = vol[i - period + 1 : i + 1] ref[i] = np.dot(w, v) / v.sum() assert _allclose(ft, ref, atol=1e-8) @@ -522,7 +523,13 @@ class TestICHIMOKUVsPandasTA: close = ohlcv_500["close"] ft_tenkan, ft_kijun, ft_senkou_a, ft_senkou_b, ft_chikou = ferro_ta.ICHIMOKU( - high, low, close, tenkan_period=9, kijun_period=26, senkou_b_period=52, displacement=26 + high, + low, + close, + tenkan_period=9, + kijun_period=26, + senkou_b_period=52, + displacement=26, ) df = pd.DataFrame({"high": high, "low": low, "close": close}) @@ -547,12 +554,19 @@ class TestKELTNER_CHANNELSVsPandasTA: multiplier = 2.0 ft_upper, ft_middle, ft_lower = ferro_ta.KELTNER_CHANNELS( - high, low, close, timeperiod=period, atr_period=atr_period, multiplier=multiplier + high, + low, + close, + timeperiod=period, + atr_period=atr_period, + multiplier=multiplier, ) # Compute manually using pandas_ta EMA and ATR to match ferro_ta's exact formula pt_ema = pandas_ta.ema(pd.Series(close), length=period).to_numpy() - pt_atr = pandas_ta.atr(pd.Series(high), pd.Series(low), pd.Series(close), length=atr_period).to_numpy() + pt_atr = pandas_ta.atr( + pd.Series(high), pd.Series(low), pd.Series(close), length=atr_period + ).to_numpy() pt_upper = pt_ema + multiplier * pt_atr pt_middle = pt_ema pt_lower = pt_ema - multiplier * pt_atr @@ -643,7 +657,9 @@ class TestCHANDELIER_EXITVsPandasTA: ) # Compute manually: long = rolling_max(H, n) - mult*ATR; short = rolling_min(L, n) + mult*ATR - pt_atr = pandas_ta.atr(pd.Series(high), pd.Series(low), pd.Series(close), length=period).to_numpy() + pt_atr = pandas_ta.atr( + pd.Series(high), pd.Series(low), pd.Series(close), length=period + ).to_numpy() rolling_high = pd.Series(high).rolling(period).max().to_numpy() rolling_low = pd.Series(low).rolling(period).min().to_numpy() pt_long = rolling_high - multiplier * pt_atr diff --git a/tests/integration/test_vs_ta.py b/tests/integration/test_vs_ta.py index def6c14..65e9fee 100644 --- a/tests/integration/test_vs_ta.py +++ b/tests/integration/test_vs_ta.py @@ -190,9 +190,7 @@ class TestSTOCHVsTA: close = ohlcv_500["close"] ft_slowk, ft_slowd = ferro_ta.STOCH( - high, low, close, - fastk_period=14, slowk_period=3, - slowd_period=3 + high, low, close, fastk_period=14, slowk_period=3, slowd_period=3 ) # Values in valid region must be within [0, 100] @@ -200,16 +198,21 @@ class TestSTOCHVsTA: valid_d = ft_slowd[np.isfinite(ft_slowd)] assert len(valid_k) > 0, "STOCH slowk should have valid values" assert len(valid_d) > 0, "STOCH slowd should have valid values" - assert np.all(valid_k >= 0.0) and np.all(valid_k <= 100.0), \ + assert np.all(valid_k >= 0.0) and np.all(valid_k <= 100.0), ( "STOCH slowk must be in [0, 100]" - assert np.all(valid_d >= 0.0) and np.all(valid_d <= 100.0), \ + ) + assert np.all(valid_d >= 0.0) and np.all(valid_d <= 100.0), ( "STOCH slowd must be in [0, 100]" + ) # Warm-up: TA-Lib STOCH NaN count = fastk_period + slowk_period - 1 - expected_nan = 14 + 3 + 1 - 1 # = fastk_period + slowk_period (TA-Lib convention) + expected_nan = ( + 14 + 3 + 1 - 1 + ) # = fastk_period + slowk_period (TA-Lib convention) actual_nan_k = int(np.sum(np.isnan(ft_slowk))) - assert actual_nan_k == expected_nan, \ + assert actual_nan_k == expected_nan, ( f"STOCH slowk NaN warmup: expected {expected_nan}, got {actual_nan_k}" + ) class TestWILLRVsTA: diff --git a/tests/integration/test_vs_talib.py b/tests/integration/test_vs_talib.py index 269439b..756762d 100644 --- a/tests/integration/test_vs_talib.py +++ b/tests/integration/test_vs_talib.py @@ -71,11 +71,11 @@ SIGN_AGREEMENT_THRESHOLD = 0.8 # use lower thresholds with a documented reason. CDL_AGREEMENT_THRESHOLDS: dict[str, float] = { # Body/shadow ratio thresholds differ between ferro_ta and TA-Lib - "CDLHIGHWAVE": 0.65, # Shadow length threshold differs; 69% observed + "CDLHIGHWAVE": 0.65, # Shadow length threshold differs; 69% observed "CDLLONGLEGGEDDOJI": 0.70, # Long-leg threshold differs; 75% observed - "CDLSHORTLINE": 0.20, # Body-size cutoff definition completely differs; 25% observed - "CDLSPINNINGTOP": 0.75, # Body ratio threshold differs; 78% observed - "CDLDOJI": 0.85, # Shadow ratio precision differs; 86% observed + "CDLSHORTLINE": 0.20, # Body-size cutoff definition completely differs; 25% observed + "CDLSPINNINGTOP": 0.75, # Body ratio threshold differs; 78% observed + "CDLDOJI": 0.85, # Shadow ratio precision differs; 86% observed } @@ -150,7 +150,9 @@ class TestEMA: ta = talib.EMA(CLOSE, timeperiod=5) # With 500 bars, compare last 30% with tighter tolerance tail_start = int(N * 0.7) - assert np.allclose(ft[tail_start:], ta[tail_start:], atol=1e-5) # Tightened from 1e-3 + assert np.allclose( + ft[tail_start:], ta[tail_start:], atol=1e-5 + ) # Tightened from 1e-3 def test_values_finite_and_reasonable(self): ft = ferro_ta.EMA(CLOSE, timeperiod=5) @@ -266,7 +268,9 @@ class TestT3: ta = talib.T3(CLOSE, timeperiod=5) # With 500 bars, use last 30% with tighter tolerance tail_start = int(N * 0.7) - assert np.allclose(ft[tail_start:], ta[tail_start:], atol=1e-3) # Tightened from 5e-2 + assert np.allclose( + ft[tail_start:], ta[tail_start:], atol=1e-3 + ) # Tightened from 5e-2 class TestBBANDS: @@ -781,7 +785,9 @@ class TestSTOCHRSI: assert abs(_nan_count(ft_k) - _nan_count(ta_k)) <= 2 def test_range_0_to_100(self): - ft_k, _ = ferro_ta.STOCHRSI(CLOSE, timeperiod=14, fastk_period=5, fastd_period=3) + ft_k, _ = ferro_ta.STOCHRSI( + CLOSE, timeperiod=14, fastk_period=5, fastd_period=3 + ) finite = ft_k[~np.isnan(ft_k)] # Allow small numerical tolerance for float boundaries assert all(-1e-9 <= v <= 100.0 + 1e-9 for v in finite) @@ -834,6 +840,7 @@ class TestPPO: mask = _valid_mask(ppo, ta) corr = np.corrcoef(ppo[mask], ta[mask])[0, 1] assert corr > 0.85 + """CMO — same NaN count and shape; values may differ slightly. Both libraries compute the Chande Momentum Oscillator as @@ -2034,9 +2041,7 @@ class TestHTTrendMode: mask = _valid_mask(ft, ta) if mask.sum() >= 5: agree = np.mean(ft[mask] == ta[mask]) - assert agree >= 0.50, ( - f"HT_TRENDMODE agreement {agree:.2f} < 0.50" - ) + assert agree >= 0.50, f"HT_TRENDMODE agreement {agree:.2f} < 0.50" # --------------------------------------------------------------------------- @@ -2046,24 +2051,66 @@ class TestHTTrendMode: # List of all candlestick patterns to test ALL_CDL_PATTERNS = [ - "CDL2CROWS", "CDL3BLACKCROWS", "CDL3INSIDE", "CDL3LINESTRIKE", - "CDL3OUTSIDE", "CDL3STARSINSOUTH", "CDL3WHITESOLDIERS", - "CDLABANDONEDBABY", "CDLADVANCEBLOCK", "CDLBELTHOLD", "CDLBREAKAWAY", - "CDLCLOSINGMARUBOZU", "CDLCONCEALBABYSWALL", "CDLCOUNTERATTACK", - "CDLDARKCLOUDCOVER", "CDLDOJI", "CDLDOJISTAR", "CDLDRAGONFLYDOJI", - "CDLENGULFING", "CDLEVENINGDOJISTAR", "CDLEVENINGSTAR", - "CDLGAPSIDESIDEWHITE", "CDLGRAVESTONEDOJI", "CDLHAMMER", - "CDLHANGINGMAN", "CDLHARAMI", "CDLHARAMICROSS", "CDLHIGHWAVE", - "CDLHIKKAKE", "CDLHIKKAKEMOD", "CDLHOMINGPIGEON", - "CDLIDENTICAL3CROWS", "CDLINNECK", "CDLINVERTEDHAMMER", - "CDLKICKING", "CDLKICKINGBYLENGTH", "CDLLADDERBOTTOM", - "CDLLONGLEGGEDDOJI", "CDLLONGLINE", "CDLMARUBOZU", - "CDLMATCHINGLOW", "CDLMATHOLD", "CDLMORNINGDOJISTAR", - "CDLMORNINGSTAR", "CDLONNECK", "CDLPIERCING", "CDLRICKSHAWMAN", - "CDLRISEFALL3METHODS", "CDLSEPARATINGLINES", "CDLSHOOTINGSTAR", - "CDLSHORTLINE", "CDLSPINNINGTOP", "CDLSTALLEDPATTERN", - "CDLSTICKSANDWICH", "CDLTAKURI", "CDLTASUKIGAP", "CDLTHRUSTING", - "CDLTRISTAR", "CDLUNIQUE3RIVER", "CDLUPSIDEGAP2CROWS", + "CDL2CROWS", + "CDL3BLACKCROWS", + "CDL3INSIDE", + "CDL3LINESTRIKE", + "CDL3OUTSIDE", + "CDL3STARSINSOUTH", + "CDL3WHITESOLDIERS", + "CDLABANDONEDBABY", + "CDLADVANCEBLOCK", + "CDLBELTHOLD", + "CDLBREAKAWAY", + "CDLCLOSINGMARUBOZU", + "CDLCONCEALBABYSWALL", + "CDLCOUNTERATTACK", + "CDLDARKCLOUDCOVER", + "CDLDOJI", + "CDLDOJISTAR", + "CDLDRAGONFLYDOJI", + "CDLENGULFING", + "CDLEVENINGDOJISTAR", + "CDLEVENINGSTAR", + "CDLGAPSIDESIDEWHITE", + "CDLGRAVESTONEDOJI", + "CDLHAMMER", + "CDLHANGINGMAN", + "CDLHARAMI", + "CDLHARAMICROSS", + "CDLHIGHWAVE", + "CDLHIKKAKE", + "CDLHIKKAKEMOD", + "CDLHOMINGPIGEON", + "CDLIDENTICAL3CROWS", + "CDLINNECK", + "CDLINVERTEDHAMMER", + "CDLKICKING", + "CDLKICKINGBYLENGTH", + "CDLLADDERBOTTOM", + "CDLLONGLEGGEDDOJI", + "CDLLONGLINE", + "CDLMARUBOZU", + "CDLMATCHINGLOW", + "CDLMATHOLD", + "CDLMORNINGDOJISTAR", + "CDLMORNINGSTAR", + "CDLONNECK", + "CDLPIERCING", + "CDLRICKSHAWMAN", + "CDLRISEFALL3METHODS", + "CDLSEPARATINGLINES", + "CDLSHOOTINGSTAR", + "CDLSHORTLINE", + "CDLSPINNINGTOP", + "CDLSTALLEDPATTERN", + "CDLSTICKSANDWICH", + "CDLTAKURI", + "CDLTASUKIGAP", + "CDLTHRUSTING", + "CDLTRISTAR", + "CDLUNIQUE3RIVER", + "CDLUPSIDEGAP2CROWS", "CDLXSIDEGAP3METHODS", ] diff --git a/tests/unit/indicators/test_cycle.py b/tests/unit/indicators/test_cycle.py index 2f6a8ce..bea645d 100644 --- a/tests/unit/indicators/test_cycle.py +++ b/tests/unit/indicators/test_cycle.py @@ -1,8 +1,14 @@ """Unit tests for ferro_ta.indicators.cycle""" + import numpy as np -import pytest + from ferro_ta.indicators.cycle import ( - HT_DCPERIOD, HT_DCPHASE, HT_PHASOR, HT_SINE, HT_TRENDLINE, HT_TRENDMODE, + HT_DCPERIOD, + HT_DCPHASE, + HT_PHASOR, + HT_SINE, + HT_TRENDLINE, + HT_TRENDMODE, ) # --------------------------------------------------------------------------- @@ -11,7 +17,7 @@ from ferro_ta.indicators.cycle import ( N = 200 t = np.linspace(0, 10 * np.pi, N) -SINE_CLOSE = 100 + 10 * np.sin(t) # clean sine wave +SINE_CLOSE = 100 + 10 * np.sin(t) # clean sine wave def _warmup_end(arr): @@ -24,6 +30,7 @@ def _warmup_end(arr): # HT_DCPERIOD # --------------------------------------------------------------------------- + class TestHT_DCPERIOD: def test_length(self): result = HT_DCPERIOD(SINE_CLOSE) @@ -53,6 +60,7 @@ class TestHT_DCPERIOD: # HT_DCPHASE # --------------------------------------------------------------------------- + class TestHT_DCPHASE: def test_length(self): assert len(HT_DCPHASE(SINE_CLOSE)) == N @@ -72,6 +80,7 @@ class TestHT_DCPHASE: # HT_PHASOR # --------------------------------------------------------------------------- + class TestHT_PHASOR: def test_returns_two_arrays(self): result = HT_PHASOR(SINE_CLOSE) @@ -98,6 +107,7 @@ class TestHT_PHASOR: # HT_SINE # --------------------------------------------------------------------------- + class TestHT_SINE: def test_returns_two_arrays(self): result = HT_SINE(SINE_CLOSE) @@ -130,6 +140,7 @@ class TestHT_SINE: # HT_TRENDLINE # --------------------------------------------------------------------------- + class TestHT_TRENDLINE: def test_length(self): assert len(HT_TRENDLINE(SINE_CLOSE)) == N @@ -157,6 +168,7 @@ class TestHT_TRENDLINE: # HT_TRENDMODE # --------------------------------------------------------------------------- + class TestHT_TRENDMODE: def test_length(self): assert len(HT_TRENDMODE(SINE_CLOSE)) == N diff --git a/tests/unit/indicators/test_extended.py b/tests/unit/indicators/test_extended.py index 54eae3c..f849a01 100644 --- a/tests/unit/indicators/test_extended.py +++ b/tests/unit/indicators/test_extended.py @@ -1,9 +1,18 @@ """Unit tests for ferro_ta.indicators.extended""" + import numpy as np -import pytest + from ferro_ta.indicators.extended import ( - VWAP, SUPERTREND, ICHIMOKU, DONCHIAN, PIVOT_POINTS, - KELTNER_CHANNELS, HULL_MA, CHANDELIER_EXIT, VWMA, CHOPPINESS_INDEX, + CHANDELIER_EXIT, + CHOPPINESS_INDEX, + DONCHIAN, + HULL_MA, + ICHIMOKU, + KELTNER_CHANNELS, + PIVOT_POINTS, + SUPERTREND, + VWAP, + VWMA, ) # --------------------------------------------------------------------------- @@ -23,6 +32,7 @@ _VOL = RNG.uniform(1000, 5000, N) # VWAP # --------------------------------------------------------------------------- + class TestVWAP: def test_length(self): result = VWAP(_H, _L, _C, _VOL) @@ -46,6 +56,7 @@ class TestVWAP: # SUPERTREND # --------------------------------------------------------------------------- + class TestSUPERTREND: def test_returns_two_arrays(self): result = SUPERTREND(_H, _L, _C) @@ -69,6 +80,7 @@ class TestSUPERTREND: # ICHIMOKU # --------------------------------------------------------------------------- + class TestICHIMOKU: def test_returns_five_arrays(self): result = ICHIMOKU(_H, _L, _C) @@ -80,7 +92,9 @@ class TestICHIMOKU: assert len(arr) == N def test_tenkan_warmup(self): - tenkan, kijun, senkou_a, senkou_b, chikou = ICHIMOKU(_H, _L, _C, tenkan_period=9) + tenkan, kijun, senkou_a, senkou_b, chikou = ICHIMOKU( + _H, _L, _C, tenkan_period=9 + ) assert np.all(np.isnan(tenkan[:8])) def test_finite_after_warmup(self): @@ -94,6 +108,7 @@ class TestICHIMOKU: # DONCHIAN # --------------------------------------------------------------------------- + class TestDONCHIAN: def test_returns_three_arrays(self): result = DONCHIAN(_H, _L) @@ -126,6 +141,7 @@ class TestDONCHIAN: # PIVOT_POINTS # --------------------------------------------------------------------------- + class TestPIVOT_POINTS: def test_returns_five_arrays(self): result = PIVOT_POINTS(_H, _L, _C) @@ -138,7 +154,7 @@ class TestPIVOT_POINTS: def test_classic_pivot_formula(self): # PP = (H + L + C) / 3 - pp, r1, s1, r2, s2 = PIVOT_POINTS(_H, _L, _C, method='classic') + pp, r1, s1, r2, s2 = PIVOT_POINTS(_H, _L, _C, method="classic") valid = ~np.isnan(pp) expected_pp = (_H[:-1] + _L[:-1] + _C[:-1]) / 3.0 np.testing.assert_allclose(pp[valid], expected_pp[valid[1:]], rtol=1e-6) @@ -152,6 +168,7 @@ class TestPIVOT_POINTS: # KELTNER_CHANNELS # --------------------------------------------------------------------------- + class TestKELTNER_CHANNELS: def test_returns_three_arrays(self): result = KELTNER_CHANNELS(_H, _L, _C) @@ -175,6 +192,7 @@ class TestKELTNER_CHANNELS: # HULL_MA # --------------------------------------------------------------------------- + class TestHULL_MA: def test_length(self): assert len(HULL_MA(_C, timeperiod=16)) == N @@ -199,6 +217,7 @@ class TestHULL_MA: # CHANDELIER_EXIT # --------------------------------------------------------------------------- + class TestCHANDELIER_EXIT: def test_returns_two_arrays(self): result = CHANDELIER_EXIT(_H, _L, _C) @@ -223,6 +242,7 @@ class TestCHANDELIER_EXIT: # VWMA # --------------------------------------------------------------------------- + class TestVWMA: def test_length(self): assert len(VWMA(_C, _VOL, timeperiod=20)) == N @@ -241,6 +261,7 @@ class TestVWMA: vol = np.ones(N) * 1000.0 vwma = VWMA(_C, vol, timeperiod=20) from ferro_ta.indicators.overlap import SMA + sma = SMA(_C, timeperiod=20) valid = ~np.isnan(vwma) & ~np.isnan(sma) np.testing.assert_allclose(vwma[valid], sma[valid], rtol=1e-8) @@ -250,6 +271,7 @@ class TestVWMA: # CHOPPINESS_INDEX # --------------------------------------------------------------------------- + class TestCHOPPINESS_INDEX: def test_length(self): assert len(CHOPPINESS_INDEX(_H, _L, _C, timeperiod=14)) == N diff --git a/tests/unit/indicators/test_math_ops.py b/tests/unit/indicators/test_math_ops.py index 6c3d108..a65f56c 100644 --- a/tests/unit/indicators/test_math_ops.py +++ b/tests/unit/indicators/test_math_ops.py @@ -1,10 +1,32 @@ """Unit tests for ferro_ta.indicators.math_ops""" + import numpy as np -import pytest + from ferro_ta.indicators.math_ops import ( - ADD, SUB, MULT, DIV, SUM, MAX, MIN, MAXINDEX, MININDEX, - ACOS, ASIN, ATAN, CEIL, COS, COSH, EXP, FLOOR, - LN, LOG10, SIN, SINH, SQRT, TAN, TANH, + ACOS, + ADD, + ASIN, + ATAN, + CEIL, + COS, + COSH, + DIV, + EXP, + FLOOR, + LN, + LOG10, + MAX, + MAXINDEX, + MIN, + MININDEX, + MULT, + SIN, + SINH, + SQRT, + SUB, + SUM, + TAN, + TANH, ) # --------------------------------------------------------------------------- @@ -14,17 +36,18 @@ from ferro_ta.indicators.math_ops import ( A3 = np.array([1.0, 2.0, 3.0]) B3 = np.array([4.0, 5.0, 6.0]) TRIG = np.array([0.0, np.pi / 6, np.pi / 4, np.pi / 3, np.pi / 2]) -UNIT = np.array([0.0, 0.25, 0.5, 0.75, 1.0]) # values in [0,1] for ASIN/ACOS +UNIT = np.array([0.0, 0.25, 0.5, 0.75, 1.0]) # values in [0,1] for ASIN/ACOS RNG = np.random.default_rng(17) N = 100 -_ARR = 1.0 + RNG.random(N) * 9.0 # positive values in (1, 10] +_ARR = 1.0 + RNG.random(N) * 9.0 # positive values in (1, 10] # --------------------------------------------------------------------------- # ADD # --------------------------------------------------------------------------- + class TestADD: def test_known_values(self): result = ADD(A3, B3) @@ -41,6 +64,7 @@ class TestADD: # SUB # --------------------------------------------------------------------------- + class TestSUB: def test_known_values(self): result = SUB(B3, A3) @@ -54,6 +78,7 @@ class TestSUB: # MULT # --------------------------------------------------------------------------- + class TestMULT: def test_known_values(self): result = MULT(A3, B3) @@ -70,6 +95,7 @@ class TestMULT: # DIV # --------------------------------------------------------------------------- + class TestDIV: def test_known_values(self): result = DIV(B3, A3) @@ -86,6 +112,7 @@ class TestDIV: # SUM # --------------------------------------------------------------------------- + class TestSUM: def test_known_values(self): arr = np.array([1.0, 2.0, 3.0, 4.0, 5.0]) @@ -106,6 +133,7 @@ class TestSUM: # MAX # --------------------------------------------------------------------------- + class TestMAX: def test_known_values(self): arr = np.array([1.0, 3.0, 2.0, 5.0, 4.0]) @@ -127,6 +155,7 @@ class TestMAX: # MIN # --------------------------------------------------------------------------- + class TestMIN: def test_known_values(self): arr = np.array([5.0, 3.0, 4.0, 1.0, 2.0]) @@ -143,6 +172,7 @@ class TestMIN: # MAXINDEX # --------------------------------------------------------------------------- + class TestMAXINDEX: def test_known_values(self): arr = np.array([1.0, 5.0, 3.0, 2.0, 4.0]) @@ -162,6 +192,7 @@ class TestMAXINDEX: # MININDEX # --------------------------------------------------------------------------- + class TestMININDEX: def test_known_values(self): arr = np.array([5.0, 1.0, 3.0, 2.0, 4.0]) @@ -181,6 +212,7 @@ class TestMININDEX: # Trig functions # --------------------------------------------------------------------------- + class TestSIN: def test_known_values(self): angles = np.array([0.0, np.pi / 2, np.pi]) @@ -236,6 +268,7 @@ class TestTANH: # Rounding/exponential # --------------------------------------------------------------------------- + class TestCEIL: def test_known_values(self): arr = np.array([1.1, 2.5, 3.9, -0.5]) diff --git a/tests/unit/indicators/test_momentum.py b/tests/unit/indicators/test_momentum.py index 62abd6f..377c300 100644 --- a/tests/unit/indicators/test_momentum.py +++ b/tests/unit/indicators/test_momentum.py @@ -1,12 +1,35 @@ """Unit tests for ferro_ta.indicators.momentum""" + import numpy as np -import pytest + from ferro_ta.indicators.momentum import ( - RSI, STOCH, STOCHF, STOCHRSI, - ADX, ADXR, CCI, WILLR, AROON, AROONOSC, - MFI, MOM, ROC, ROCP, ROCR, ROCR100, - CMO, DX, MINUS_DI, MINUS_DM, PLUS_DI, PLUS_DM, - PPO, APO, TRIX, ULTOSC, BOP, + ADX, + ADXR, + APO, + AROON, + AROONOSC, + BOP, + CCI, + CMO, + DX, + MFI, + MINUS_DI, + MINUS_DM, + MOM, + PLUS_DI, + PLUS_DM, + PPO, + ROC, + ROCP, + ROCR, + ROCR100, + RSI, + STOCH, + STOCHF, + STOCHRSI, + TRIX, + ULTOSC, + WILLR, ) # --------------------------------------------------------------------------- @@ -32,6 +55,7 @@ SMALL5_V = np.array([1000.0, 2000.0, 3000.0, 4000.0, 5000.0]) # RSI # --------------------------------------------------------------------------- + class TestRSI: def test_nan_warmup(self): result = RSI(_CLOSE, timeperiod=14) @@ -50,6 +74,7 @@ class TestRSI: # STOCH # --------------------------------------------------------------------------- + class TestSTOCH: def test_returns_two_arrays(self): result = STOCH(_HIGH, _LOW, _CLOSE) @@ -70,6 +95,7 @@ class TestSTOCH: # STOCHF # --------------------------------------------------------------------------- + class TestSTOCHF: def test_returns_two_arrays(self): result = STOCHF(_HIGH, _LOW, _CLOSE) @@ -99,6 +125,7 @@ class TestSTOCHF: # STOCHRSI # --------------------------------------------------------------------------- + class TestSTOCHRSI: def test_returns_two_arrays(self): result = STOCHRSI(_CLOSE) @@ -119,6 +146,7 @@ class TestSTOCHRSI: # ADX # --------------------------------------------------------------------------- + class TestADX: def test_nan_warmup(self): result = ADX(_HIGH, _LOW, _CLOSE, timeperiod=14) @@ -137,6 +165,7 @@ class TestADX: # ADXR # --------------------------------------------------------------------------- + class TestADXR: def test_length(self): assert len(ADXR(_HIGH, _LOW, _CLOSE, 14)) == N @@ -151,6 +180,7 @@ class TestADXR: # CCI # --------------------------------------------------------------------------- + class TestCCI: def test_known_constant_mean_dev(self): # Constant typical price → CCI = 0 after warmup @@ -181,6 +211,7 @@ class TestCCI: # WILLR # --------------------------------------------------------------------------- + class TestWILLR: def test_range(self): result = WILLR(_HIGH, _LOW, _CLOSE, 14) @@ -195,6 +226,7 @@ class TestWILLR: # AROON # --------------------------------------------------------------------------- + class TestAROON: def test_returns_two_arrays(self): result = AROON(_HIGH, _LOW, 14) @@ -215,6 +247,7 @@ class TestAROON: # AROONOSC # --------------------------------------------------------------------------- + class TestAROONOSC: def test_known_values(self): h = np.array([12.0, 13.0, 14.0, 15.0, 16.0]) @@ -242,6 +275,7 @@ class TestAROONOSC: # MFI # --------------------------------------------------------------------------- + class TestMFI: def test_range(self): result = MFI(_HIGH, _LOW, _CLOSE, _VOL, 14) @@ -271,6 +305,7 @@ class TestMFI: # MOM # --------------------------------------------------------------------------- + class TestMOM: def test_known_values(self): result = MOM(SMALL5, timeperiod=2) @@ -286,6 +321,7 @@ class TestMOM: # ROC # --------------------------------------------------------------------------- + class TestROC: def test_known_values(self): arr = np.array([10.0, 11.0, 12.0, 13.0, 14.0]) @@ -301,6 +337,7 @@ class TestROC: # ROCP # --------------------------------------------------------------------------- + class TestROCP: def test_known_values(self): arr = np.array([10.0, 11.0, 12.0, 13.0, 14.0]) @@ -316,6 +353,7 @@ class TestROCP: # ROCR # --------------------------------------------------------------------------- + class TestROCR: def test_known_values(self): arr = np.array([10.0, 11.0, 12.0, 13.0, 14.0]) @@ -336,6 +374,7 @@ class TestROCR: # ROCR100 # --------------------------------------------------------------------------- + class TestROCR100: def test_known_values(self): arr = np.array([10.0, 11.0, 12.0, 13.0, 14.0]) @@ -357,6 +396,7 @@ class TestROCR100: # CMO # --------------------------------------------------------------------------- + class TestCMO: def test_range(self): result = CMO(_CLOSE, 14) @@ -371,6 +411,7 @@ class TestCMO: # DX # --------------------------------------------------------------------------- + class TestDX: def test_range(self): result = DX(_HIGH, _LOW, _CLOSE, 14) @@ -385,6 +426,7 @@ class TestDX: # MINUS_DI / MINUS_DM # --------------------------------------------------------------------------- + class TestMINUS: def test_minus_di_range(self): result = MINUS_DI(_HIGH, _LOW, _CLOSE, 14) @@ -405,6 +447,7 @@ class TestMINUS: # PLUS_DI / PLUS_DM # --------------------------------------------------------------------------- + class TestPLUS: def test_plus_di_range(self): result = PLUS_DI(_HIGH, _LOW, _CLOSE, 14) @@ -425,6 +468,7 @@ class TestPLUS: # PPO # --------------------------------------------------------------------------- + class TestPPO: def test_returns_three_arrays(self): result = PPO(_CLOSE, fastperiod=12, slowperiod=26) @@ -448,6 +492,7 @@ class TestPPO: # APO # --------------------------------------------------------------------------- + class TestAPO: def test_known_direction(self): # Rising close → fast EMA > slow EMA → APO > 0 after warmup @@ -468,6 +513,7 @@ class TestAPO: # TRIX # --------------------------------------------------------------------------- + class TestTRIX: def test_length(self): assert len(TRIX(_CLOSE, 10)) == N @@ -494,6 +540,7 @@ class TestTRIX: # BOP # --------------------------------------------------------------------------- + class TestBOP: def test_known_values(self): o = np.array([10.0, 11.0]) @@ -526,6 +573,7 @@ class TestBOP: # ULTOSC # --------------------------------------------------------------------------- + class TestULTOSC: def test_range(self): result = ULTOSC(_HIGH, _LOW, _CLOSE, 7, 14, 28) diff --git a/tests/unit/indicators/test_overlap.py b/tests/unit/indicators/test_overlap.py index d092fe9..fa471af 100644 --- a/tests/unit/indicators/test_overlap.py +++ b/tests/unit/indicators/test_overlap.py @@ -1,10 +1,27 @@ """Unit tests for ferro_ta.indicators.overlap""" + import numpy as np -import pytest + from ferro_ta.indicators.overlap import ( - SMA, EMA, WMA, DEMA, TEMA, TRIMA, KAMA, T3, MA, - MACD, MACDFIX, MACDEXT, BBANDS, SAR, SAREXT, - MAMA, MAVP, MIDPOINT, MIDPRICE, + BBANDS, + DEMA, + EMA, + KAMA, + MA, + MACD, + MACDEXT, + MACDFIX, + MAMA, + MAVP, + MIDPOINT, + MIDPRICE, + SAR, + SAREXT, + SMA, + T3, + TEMA, + TRIMA, + WMA, ) # --------------------------------------------------------------------------- @@ -26,6 +43,7 @@ SMALL5_LOW = np.array([9.0, 10.0, 11.0, 12.0, 13.0]) # SMA # --------------------------------------------------------------------------- + class TestSMA: def test_known_values(self): result = SMA(SMALL5, timeperiod=3) @@ -50,6 +68,7 @@ class TestSMA: # EMA # --------------------------------------------------------------------------- + class TestEMA: def test_known_values(self): # k = 2/(3+1) = 0.5; seed = SMA(3) = 11.0 @@ -80,13 +99,14 @@ class TestEMA: # WMA # --------------------------------------------------------------------------- + class TestWMA: def test_known_values(self): arr = np.arange(1.0, 6.0) result = WMA(arr, timeperiod=3) # weights 1,2,3 / 6 - expected_2 = (1*1 + 2*2 + 3*3) / 6.0 # 14/6 - expected_3 = (1*2 + 2*3 + 3*4) / 6.0 # 20/6 + expected_2 = (1 * 1 + 2 * 2 + 3 * 3) / 6.0 # 14/6 + expected_3 = (1 * 2 + 2 * 3 + 3 * 4) / 6.0 # 20/6 assert np.isnan(result[0]) and np.isnan(result[1]) np.testing.assert_allclose(result[2], expected_2, rtol=1e-10) np.testing.assert_allclose(result[3], expected_3, rtol=1e-10) @@ -103,10 +123,11 @@ class TestWMA: # DEMA # --------------------------------------------------------------------------- + class TestDEMA: def test_nan_warmup(self): result = DEMA(_CLOSE, timeperiod=5) - assert np.all(np.isnan(result[:8])) # DEMA needs 2*(tp-1) bars + assert np.all(np.isnan(result[:8])) # DEMA needs 2*(tp-1) bars def test_length(self): assert len(DEMA(_CLOSE, 5)) == N @@ -131,6 +152,7 @@ class TestDEMA: # TEMA # --------------------------------------------------------------------------- + class TestTEMA: def test_nan_warmup(self): result = TEMA(_CLOSE, timeperiod=5) @@ -150,6 +172,7 @@ class TestTEMA: # TRIMA # --------------------------------------------------------------------------- + class TestTRIMA: def test_known_values(self): arr = np.arange(1.0, 11.0) @@ -171,6 +194,7 @@ class TestTRIMA: # KAMA # --------------------------------------------------------------------------- + class TestKAMA: def test_nan_warmup(self): result = KAMA(_CLOSE, timeperiod=10) @@ -195,6 +219,7 @@ class TestKAMA: # T3 # --------------------------------------------------------------------------- + class TestT3: def test_nan_warmup(self): arr = np.linspace(10.0, 30.0, 100) @@ -223,6 +248,7 @@ class TestT3: # MA # --------------------------------------------------------------------------- + class TestMA: def test_default_is_sma(self): result_ma = MA(_CLOSE, timeperiod=10, matype=0) @@ -242,6 +268,7 @@ class TestMA: # MACD # --------------------------------------------------------------------------- + class TestMACD: def test_returns_three_arrays(self): result = MACD(_CLOSE, 12, 26, 9) @@ -266,6 +293,7 @@ class TestMACD: # MACDFIX # --------------------------------------------------------------------------- + class TestMACDFIX: def test_returns_three_arrays(self): result = MACDFIX(_CLOSE) @@ -285,6 +313,7 @@ class TestMACDFIX: # MACDEXT # --------------------------------------------------------------------------- + class TestMACDEXT: def test_returns_three_arrays(self): result = MACDEXT(_CLOSE) @@ -303,6 +332,7 @@ class TestMACDEXT: # BBANDS # --------------------------------------------------------------------------- + class TestBBANDS: def test_returns_three_arrays(self): result = BBANDS(_CLOSE, 20) @@ -331,6 +361,7 @@ class TestBBANDS: # SAR # --------------------------------------------------------------------------- + class TestSAR: def test_length(self): result = SAR(_HIGH, _LOW) @@ -349,6 +380,7 @@ class TestSAR: # SAREXT # --------------------------------------------------------------------------- + class TestSAREXT: def test_length(self): result = SAREXT(_HIGH, _LOW) @@ -367,6 +399,7 @@ class TestSAREXT: # MAMA # --------------------------------------------------------------------------- + class TestMAMA: def test_returns_two_arrays(self): result = MAMA(_CLOSE) @@ -393,6 +426,7 @@ class TestMAMA: # MAVP # --------------------------------------------------------------------------- + class TestMAVP: def test_length(self): arr = np.linspace(10.0, 30.0, 50) @@ -412,6 +446,7 @@ class TestMAVP: # MIDPOINT # --------------------------------------------------------------------------- + class TestMIDPOINT: def test_known_values(self): arr = np.array([10.0, 12.0, 14.0, 16.0, 18.0]) @@ -433,6 +468,7 @@ class TestMIDPOINT: # MIDPRICE # --------------------------------------------------------------------------- + class TestMIDPRICE: def test_known_values(self): result = MIDPRICE(SMALL5_HIGH, SMALL5_LOW, timeperiod=3) diff --git a/tests/unit/indicators/test_pattern.py b/tests/unit/indicators/test_pattern.py index 8ac94b9..cce26c1 100644 --- a/tests/unit/indicators/test_pattern.py +++ b/tests/unit/indicators/test_pattern.py @@ -1,20 +1,70 @@ """Unit tests for ferro_ta.indicators.pattern (CDL* functions)""" + import numpy as np import pytest + from ferro_ta.indicators.pattern import ( - CDL2CROWS, CDL3BLACKCROWS, CDL3INSIDE, CDL3LINESTRIKE, CDL3OUTSIDE, - CDL3STARSINSOUTH, CDL3WHITESOLDIERS, CDLABANDONEDBABY, CDLADVANCEBLOCK, - CDLBELTHOLD, CDLBREAKAWAY, CDLCLOSINGMARUBOZU, CDLCONCEALBABYSWALL, - CDLCOUNTERATTACK, CDLDARKCLOUDCOVER, CDLDOJI, CDLDOJISTAR, CDLDRAGONFLYDOJI, - CDLENGULFING, CDLEVENINGDOJISTAR, CDLEVENINGSTAR, CDLGAPSIDESIDEWHITE, - CDLGRAVESTONEDOJI, CDLHAMMER, CDLHANGINGMAN, CDLHARAMI, CDLHARAMICROSS, - CDLHIGHWAVE, CDLHIKKAKE, CDLHIKKAKEMOD, CDLHOMINGPIGEON, CDLIDENTICAL3CROWS, - CDLINNECK, CDLINVERTEDHAMMER, CDLKICKING, CDLKICKINGBYLENGTH, CDLLADDERBOTTOM, - CDLLONGLEGGEDDOJI, CDLLONGLINE, CDLMARUBOZU, CDLMATCHINGLOW, CDLMATHOLD, - CDLMORNINGDOJISTAR, CDLMORNINGSTAR, CDLONNECK, CDLPIERCING, CDLRICKSHAWMAN, - CDLRISEFALL3METHODS, CDLSEPARATINGLINES, CDLSHOOTINGSTAR, CDLSHORTLINE, - CDLSPINNINGTOP, CDLSTALLEDPATTERN, CDLSTICKSANDWICH, CDLTAKURI, CDLTASUKIGAP, - CDLTHRUSTING, CDLTRISTAR, CDLUNIQUE3RIVER, CDLUPSIDEGAP2CROWS, CDLXSIDEGAP3METHODS, + CDL2CROWS, + CDL3BLACKCROWS, + CDL3INSIDE, + CDL3LINESTRIKE, + CDL3OUTSIDE, + CDL3STARSINSOUTH, + CDL3WHITESOLDIERS, + CDLABANDONEDBABY, + CDLADVANCEBLOCK, + CDLBELTHOLD, + CDLBREAKAWAY, + CDLCLOSINGMARUBOZU, + CDLCONCEALBABYSWALL, + CDLCOUNTERATTACK, + CDLDARKCLOUDCOVER, + CDLDOJI, + CDLDOJISTAR, + CDLDRAGONFLYDOJI, + CDLENGULFING, + CDLEVENINGDOJISTAR, + CDLEVENINGSTAR, + CDLGAPSIDESIDEWHITE, + CDLGRAVESTONEDOJI, + CDLHAMMER, + CDLHANGINGMAN, + CDLHARAMI, + CDLHARAMICROSS, + CDLHIGHWAVE, + CDLHIKKAKE, + CDLHIKKAKEMOD, + CDLHOMINGPIGEON, + CDLIDENTICAL3CROWS, + CDLINNECK, + CDLINVERTEDHAMMER, + CDLKICKING, + CDLKICKINGBYLENGTH, + CDLLADDERBOTTOM, + CDLLONGLEGGEDDOJI, + CDLLONGLINE, + CDLMARUBOZU, + CDLMATCHINGLOW, + CDLMATHOLD, + CDLMORNINGDOJISTAR, + CDLMORNINGSTAR, + CDLONNECK, + CDLPIERCING, + CDLRICKSHAWMAN, + CDLRISEFALL3METHODS, + CDLSEPARATINGLINES, + CDLSHOOTINGSTAR, + CDLSHORTLINE, + CDLSPINNINGTOP, + CDLSTALLEDPATTERN, + CDLSTICKSANDWICH, + CDLTAKURI, + CDLTASUKIGAP, + CDLTHRUSTING, + CDLTRISTAR, + CDLUNIQUE3RIVER, + CDLUPSIDEGAP2CROWS, + CDLXSIDEGAP3METHODS, ) # --------------------------------------------------------------------------- @@ -98,6 +148,7 @@ ALL_CDL = [ # Parametrised tests: all CDL patterns # --------------------------------------------------------------------------- + @pytest.mark.parametrize("name,fn", ALL_CDL) def test_cdl_output_length(name, fn): result = fn(_O, _H, _L, _C) @@ -107,8 +158,9 @@ def test_cdl_output_length(name, fn): @pytest.mark.parametrize("name,fn", ALL_CDL) def test_cdl_values_in_valid_set(name, fn): result = fn(_O, _H, _L, _C) - assert np.all(np.isin(result, [-100, 0, 100])), \ + assert np.all(np.isin(result, [-100, 0, 100])), ( f"{name}: unexpected values {np.unique(result)}" + ) @pytest.mark.parametrize("name,fn", ALL_CDL) @@ -121,6 +173,7 @@ def test_cdl_no_nan(name, fn): # Specific tests for previously untested patterns # --------------------------------------------------------------------------- + class TestCDLSPINNINGTOP: def test_detects_pattern(self): # Spinning top: small body, long upper and lower shadows diff --git a/tests/unit/indicators/test_price_transform.py b/tests/unit/indicators/test_price_transform.py index c62f5f3..6c27adf 100644 --- a/tests/unit/indicators/test_price_transform.py +++ b/tests/unit/indicators/test_price_transform.py @@ -1,6 +1,7 @@ """Unit tests for ferro_ta.indicators.price_transform""" + import numpy as np -import pytest + from ferro_ta.indicators.price_transform import AVGPRICE, MEDPRICE, TYPPRICE, WCLPRICE # --------------------------------------------------------------------------- @@ -17,6 +18,7 @@ C = np.array([11.0, 12.0, 13.0, 14.0]) # AVGPRICE # --------------------------------------------------------------------------- + class TestAVGPRICE: def test_known_formula(self): result = AVGPRICE(O, H, L, C) @@ -39,6 +41,7 @@ class TestAVGPRICE: # MEDPRICE # --------------------------------------------------------------------------- + class TestMEDPRICE: def test_known_formula(self): result = MEDPRICE(H, L) @@ -61,6 +64,7 @@ class TestMEDPRICE: # TYPPRICE # --------------------------------------------------------------------------- + class TestTYPPRICE: def test_known_formula(self): result = TYPPRICE(H, L, C) @@ -83,6 +87,7 @@ class TestTYPPRICE: # WCLPRICE # --------------------------------------------------------------------------- + class TestWCLPRICE: def test_known_formula(self): result = WCLPRICE(H, L, C) @@ -99,7 +104,6 @@ class TestWCLPRICE: def test_close_weight_double(self): # WCLPRICE weights close twice vs TYPPRICE - typ = TYPPRICE(H, L, C) wcl = WCLPRICE(H, L, C) # On a rising series (H > L > 0), WCLPRICE > TYPPRICE when C > (H+L)/2 # Just verify formula correctness already done above diff --git a/tests/unit/indicators/test_statistic.py b/tests/unit/indicators/test_statistic.py index 75935ad..0d537b3 100644 --- a/tests/unit/indicators/test_statistic.py +++ b/tests/unit/indicators/test_statistic.py @@ -1,10 +1,17 @@ """Unit tests for ferro_ta.indicators.statistic""" + import numpy as np -import pytest + from ferro_ta.indicators.statistic import ( - STDDEV, VAR, BETA, CORREL, - LINEARREG, LINEARREG_ANGLE, LINEARREG_INTERCEPT, LINEARREG_SLOPE, + BETA, + CORREL, + LINEARREG, + LINEARREG_ANGLE, + LINEARREG_INTERCEPT, + LINEARREG_SLOPE, + STDDEV, TSF, + VAR, ) # --------------------------------------------------------------------------- @@ -16,14 +23,15 @@ N = 100 _A = 100 + np.cumsum(RNG.normal(0, 0.5, N)) _B = 100 + np.cumsum(RNG.normal(0, 0.5, N)) -LINDATA = np.arange(1.0, 6.0) # [1,2,3,4,5] -CONSTDATA = np.ones(10) # all 1.0 +LINDATA = np.arange(1.0, 6.0) # [1,2,3,4,5] +CONSTDATA = np.ones(10) # all 1.0 # --------------------------------------------------------------------------- # STDDEV # --------------------------------------------------------------------------- + class TestSTDDEV: def test_constant_is_zero(self): result = STDDEV(CONSTDATA, timeperiod=5) @@ -52,6 +60,7 @@ class TestSTDDEV: # VAR # --------------------------------------------------------------------------- + class TestVAR: def test_constant_is_zero(self): result = VAR(CONSTDATA, timeperiod=5) @@ -77,6 +86,7 @@ class TestVAR: # LINEARREG # --------------------------------------------------------------------------- + class TestLINEARREG: def test_perfect_line(self): # For [1,2,3,4,5] over window 5, forecast = 5.0 @@ -95,6 +105,7 @@ class TestLINEARREG: # LINEARREG_SLOPE # --------------------------------------------------------------------------- + class TestLINEARREG_SLOPE: def test_perfect_line_slope_one(self): result = LINEARREG_SLOPE(LINDATA, timeperiod=5) @@ -113,6 +124,7 @@ class TestLINEARREG_SLOPE: # LINEARREG_INTERCEPT # --------------------------------------------------------------------------- + class TestLINEARREG_INTERCEPT: def test_perfect_line_intercept_one(self): # y = [1,2,3,4,5] with x=[0,1,2,3,4] → y = 1 + 1*x → intercept = 1.0 @@ -127,6 +139,7 @@ class TestLINEARREG_INTERCEPT: # LINEARREG_ANGLE # --------------------------------------------------------------------------- + class TestLINEARREG_ANGLE: def test_slope_one_gives_45_degrees(self): result = LINEARREG_ANGLE(LINDATA, timeperiod=5) @@ -146,6 +159,7 @@ class TestLINEARREG_ANGLE: # BETA # --------------------------------------------------------------------------- + class TestBETA: def test_nan_warmup(self): result = BETA(_A, _B, timeperiod=5) @@ -170,6 +184,7 @@ class TestBETA: # CORREL # --------------------------------------------------------------------------- + class TestCOREL: def test_self_correlation_is_one(self): result = CORREL(_A, _A, timeperiod=10) @@ -195,6 +210,7 @@ class TestCOREL: # TSF # --------------------------------------------------------------------------- + class TestTSF: def test_perfect_line(self): arr = np.arange(1.0, 10.0) diff --git a/tests/unit/indicators/test_volatility.py b/tests/unit/indicators/test_volatility.py index f14d680..5ff81c2 100644 --- a/tests/unit/indicators/test_volatility.py +++ b/tests/unit/indicators/test_volatility.py @@ -1,6 +1,7 @@ """Unit tests for ferro_ta.indicators.volatility""" + import numpy as np -import pytest + from ferro_ta.indicators.volatility import ATR, NATR, TRANGE # --------------------------------------------------------------------------- @@ -23,6 +24,7 @@ SMALL_C = np.array([11.0, 12.0, 13.0, 14.0, 15.0]) # TRANGE # --------------------------------------------------------------------------- + class TestTRANGE: def test_known_values_constant_range(self): result = TRANGE(SMALL_H, SMALL_L, SMALL_C) @@ -66,6 +68,7 @@ class TestTRANGE: # ATR # --------------------------------------------------------------------------- + class TestATR: def test_timeperiod_1_equals_trange(self): atr = ATR(SMALL_H, SMALL_L, SMALL_C, timeperiod=1) @@ -99,6 +102,7 @@ class TestATR: # NATR # --------------------------------------------------------------------------- + class TestNATR: def test_nan_warmup(self): result = NATR(_HIGH, _LOW, _CLOSE, timeperiod=14) diff --git a/tests/unit/indicators/test_volume.py b/tests/unit/indicators/test_volume.py index 79c47b2..12b18c5 100644 --- a/tests/unit/indicators/test_volume.py +++ b/tests/unit/indicators/test_volume.py @@ -1,6 +1,7 @@ """Unit tests for ferro_ta.indicators.volume""" + import numpy as np -import pytest + from ferro_ta.indicators.volume import AD, ADOSC, OBV # --------------------------------------------------------------------------- @@ -24,6 +25,7 @@ SMALL_V = np.array([1000.0, 2000.0, 3000.0, 4000.0, 5000.0]) # OBV # --------------------------------------------------------------------------- + class TestOBV: def test_known_values_rising(self): # Rising close: OBV accumulates all volume @@ -64,6 +66,7 @@ class TestOBV: # AD # --------------------------------------------------------------------------- + class TestAD: def test_known_formula(self): # AD = cumsum(CLV * volume) @@ -72,7 +75,7 @@ class TestAD: l = np.array([10.0]) c = np.array([12.0]) v = np.array([1000.0]) - clv = ((12 - 10) - (15 - 12)) / (15 - 10) # (2 - 3) / 5 = -0.2 + clv = ((12 - 10) - (15 - 12)) / (15 - 10) # (2 - 3) / 5 = -0.2 expected = clv * 1000.0 result = AD(h, l, c, v) np.testing.assert_allclose(result[0], expected, rtol=1e-10) @@ -94,6 +97,7 @@ class TestAD: # ADOSC # --------------------------------------------------------------------------- + class TestADOSC: def test_nan_warmup(self): result = ADOSC(_HIGH, _LOW, _CLOSE, _VOL, fastperiod=3, slowperiod=10) diff --git a/tests/unit/test_coverage.py b/tests/unit/test_coverage.py index 0d0cd57..bb95bd5 100644 --- a/tests/unit/test_coverage.py +++ b/tests/unit/test_coverage.py @@ -340,64 +340,64 @@ class TestStatisticErrorPaths: """Cover except ValueError branches in statistic.py.""" def test_stddev_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import STDDEV + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): STDDEV(_2D) def test_var_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import VAR + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): VAR(_2D) def test_linearreg_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import LINEARREG + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): LINEARREG(_2D) def test_linearreg_slope_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import LINEARREG_SLOPE + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): LINEARREG_SLOPE(_2D) def test_linearreg_intercept_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import LINEARREG_INTERCEPT + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): LINEARREG_INTERCEPT(_2D) def test_linearreg_angle_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import LINEARREG_ANGLE + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): LINEARREG_ANGLE(_2D) def test_tsf_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import TSF + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): TSF(_2D) def test_beta_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import BETA + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): BETA(_2D, CLOSE) def test_correl_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import CORREL + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): CORREL(_2D, CLOSE) @@ -412,106 +412,106 @@ class TestOverlapErrorPaths: """Cover except ValueError branches in overlap.py.""" def test_sma_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import SMA + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): SMA(_2D) def test_ema_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import EMA + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): EMA(_2D) def test_wma_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import WMA + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): WMA(_2D) def test_trima_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import TRIMA + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): TRIMA(_2D) def test_kama_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import KAMA + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): KAMA(_2D) def test_t3_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import T3 + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): T3(_2D) def test_bbands_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import BBANDS + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): BBANDS(_2D) def test_macd_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import MACD + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): MACD(_2D) def test_macdfix_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import MACDFIX + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): MACDFIX(_2D) def test_sar_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import SAR + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): SAR(_2D, LOW) def test_midpoint_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import MIDPOINT + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): MIDPOINT(_2D) def test_midprice_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import MIDPRICE + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): MIDPRICE(_2D, LOW) def test_mama_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import MAMA + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): MAMA(_2D) def test_sarext_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import SAREXT + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): SAREXT(_2D, LOW) def test_macdext_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import MACDEXT + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): MACDEXT(_2D) @@ -526,190 +526,190 @@ class TestMomentumErrorPaths: """Cover except ValueError branches in momentum.py.""" def test_rsi_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import RSI + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): RSI(_2D) def test_mom_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import MOM + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): MOM(_2D) def test_roc_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import ROC + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): ROC(_2D) def test_rocp_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import ROCP + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): ROCP(_2D) def test_rocr_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import ROCR + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): ROCR(_2D) def test_rocr100_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import ROCR100 + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): ROCR100(_2D) def test_willr_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import WILLR + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): WILLR(_2D, LOW, CLOSE) def test_adx_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import ADX + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): ADX(_2D, LOW, CLOSE) def test_adxr_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import ADXR + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): ADXR(_2D, LOW, CLOSE) def test_apo_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import APO + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): APO(_2D) def test_ppo_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import PPO + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): PPO(_2D) def test_cci_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import CCI + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): CCI(_2D, LOW, CLOSE) def test_mfi_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import MFI + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): MFI(_2D, LOW, CLOSE, VOLUME) def test_bop_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import BOP + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): BOP(_2D, HIGH, LOW, CLOSE) def test_stochf_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import STOCHF + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): STOCHF(_2D, LOW, CLOSE) def test_stoch_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import STOCH + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): STOCH(_2D, LOW, CLOSE) def test_stochrsi_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import STOCHRSI + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): STOCHRSI(_2D) def test_ultosc_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import ULTOSC + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): ULTOSC(_2D, LOW, CLOSE) def test_dx_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import DX + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): DX(_2D, LOW, CLOSE) def test_plus_di_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import PLUS_DI + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): PLUS_DI(_2D, LOW, CLOSE) def test_minus_di_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import MINUS_DI + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): MINUS_DI(_2D, LOW, CLOSE) def test_plus_dm_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import PLUS_DM + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): PLUS_DM(_2D, LOW) def test_minus_dm_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import MINUS_DM + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): MINUS_DM(_2D, LOW) def test_cmo_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import CMO + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): CMO(_2D) def test_aroon_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import AROON + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): AROON(_2D, LOW) def test_aroonosc_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import AROONOSC + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): AROONOSC(_2D, LOW) def test_trix_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import TRIX + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): TRIX(_2D) @@ -724,29 +724,29 @@ class TestPriceTransformErrorPaths: """Cover except ValueError branches in price_transform.py.""" def test_avgprice_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import AVGPRICE + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): AVGPRICE(_2D, HIGH, LOW, CLOSE) def test_medprice_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import MEDPRICE + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): MEDPRICE(_2D, LOW) def test_typprice_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import TYPPRICE + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): TYPPRICE(_2D, LOW, CLOSE) def test_wclprice_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import WCLPRICE + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): WCLPRICE(_2D, LOW, CLOSE) @@ -761,22 +761,22 @@ class TestVolumeErrorPaths: """Cover except ValueError branches in volume.py.""" def test_ad_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import AD + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): AD(_2D, LOW, CLOSE, VOLUME) def test_adosc_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import ADOSC + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): ADOSC(_2D, LOW, CLOSE, VOLUME) def test_obv_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import OBV + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): OBV(_2D, VOLUME) @@ -791,15 +791,15 @@ class TestVolatilityErrorPaths: """Cover except ValueError branches in volatility.py.""" def test_atr_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import ATR + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): ATR(_2D, LOW, CLOSE) def test_natr_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import NATR + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): NATR(_2D, LOW, CLOSE) @@ -814,64 +814,64 @@ class TestMathOpsErrorPaths: """Cover except ValueError branches in math_ops.py.""" def test_add_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import ADD + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): ADD(_2D, CLOSE) def test_sub_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import SUB + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): SUB(_2D, CLOSE) def test_mult_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import MULT + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): MULT(_2D, CLOSE) def test_div_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import DIV + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): DIV(_2D, CLOSE) def test_sum_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import SUM + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): SUM(_2D) def test_max_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import MAX + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): MAX(_2D) def test_min_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import MIN + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): MIN(_2D) def test_maxindex_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import MAXINDEX + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): MAXINDEX(_2D) def test_minindex_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import MININDEX + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): MININDEX(_2D) @@ -889,428 +889,428 @@ class TestPatternErrorPaths: return OPEN, HIGH, LOW, CLOSE def test_cdl2crows_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import CDL2CROWS + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): CDL2CROWS(_2D, HIGH, LOW, CLOSE) def test_cdldoji_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import CDLDOJI + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): CDLDOJI(_2D, HIGH, LOW, CLOSE) def test_cdl3blackcrows_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import CDL3BLACKCROWS + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): CDL3BLACKCROWS(_2D, HIGH, LOW, CLOSE) def test_cdl3inside_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import CDL3INSIDE + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): CDL3INSIDE(_2D, HIGH, LOW, CLOSE) def test_cdlengulfing_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import CDLENGULFING + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): CDLENGULFING(_2D, HIGH, LOW, CLOSE) def test_cdlhammer_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import CDLHAMMER + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): CDLHAMMER(_2D, HIGH, LOW, CLOSE) def test_cdlmarubozu_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import CDLMARUBOZU + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): CDLMARUBOZU(_2D, HIGH, LOW, CLOSE) def test_cdlmorningstar_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import CDLMORNINGSTAR + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): CDLMORNINGSTAR(_2D, HIGH, LOW, CLOSE) def test_cdleveningstar_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import CDLEVENINGSTAR + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): CDLEVENINGSTAR(_2D, HIGH, LOW, CLOSE) def test_cdlshootingstar_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import CDLSHOOTINGSTAR + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): CDLSHOOTINGSTAR(_2D, HIGH, LOW, CLOSE) def test_cdlharami_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import CDLHARAMI + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): CDLHARAMI(_2D, HIGH, LOW, CLOSE) def test_cdldojistar_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import CDLDOJISTAR + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): CDLDOJISTAR(_2D, HIGH, LOW, CLOSE) def test_cdlspinningtop_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import CDLSPINNINGTOP + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): CDLSPINNINGTOP(_2D, HIGH, LOW, CLOSE) def test_cdlkicking_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import CDLKICKING + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): CDLKICKING(_2D, HIGH, LOW, CLOSE) def test_cdlpiercing_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import CDLPIERCING + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): CDLPIERCING(_2D, HIGH, LOW, CLOSE) def test_cdl3whitesoldiers_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import CDL3WHITESOLDIERS + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): CDL3WHITESOLDIERS(_2D, HIGH, LOW, CLOSE) def test_cdl3outside_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import CDL3OUTSIDE + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): CDL3OUTSIDE(_2D, HIGH, LOW, CLOSE) def test_cdlmorningdojistar_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import CDLMORNINGDOJISTAR + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): CDLMORNINGDOJISTAR(_2D, HIGH, LOW, CLOSE) def test_cdleveningdojistar_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import CDLEVENINGDOJISTAR + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): CDLEVENINGDOJISTAR(_2D, HIGH, LOW, CLOSE) def test_cdlharamicross_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import CDLHARAMICROSS + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): CDLHARAMICROSS(_2D, HIGH, LOW, CLOSE) def test_cdl3linestrike_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import CDL3LINESTRIKE + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): CDL3LINESTRIKE(_2D, HIGH, LOW, CLOSE) def test_cdl3starsinsouth_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import CDL3STARSINSOUTH + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): CDL3STARSINSOUTH(_2D, HIGH, LOW, CLOSE) def test_cdlabandonedbaby_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import CDLABANDONEDBABY + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): CDLABANDONEDBABY(_2D, HIGH, LOW, CLOSE) def test_cdladvanceblock_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import CDLADVANCEBLOCK + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): CDLADVANCEBLOCK(_2D, HIGH, LOW, CLOSE) def test_cdlbelthold_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import CDLBELTHOLD + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): CDLBELTHOLD(_2D, HIGH, LOW, CLOSE) def test_cdlbreakaway_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import CDLBREAKAWAY + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): CDLBREAKAWAY(_2D, HIGH, LOW, CLOSE) def test_cdlclosingmarubozu_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import CDLCLOSINGMARUBOZU + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): CDLCLOSINGMARUBOZU(_2D, HIGH, LOW, CLOSE) def test_cdlconcealbabyswall_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import CDLCONCEALBABYSWALL + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): CDLCONCEALBABYSWALL(_2D, HIGH, LOW, CLOSE) def test_cdlcounterattack_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import CDLCOUNTERATTACK + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): CDLCOUNTERATTACK(_2D, HIGH, LOW, CLOSE) def test_cdldarkcloudcover_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import CDLDARKCLOUDCOVER + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): CDLDARKCLOUDCOVER(_2D, HIGH, LOW, CLOSE) def test_cdldragonflydoji_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import CDLDRAGONFLYDOJI + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): CDLDRAGONFLYDOJI(_2D, HIGH, LOW, CLOSE) def test_cdlgapsidesidewhite_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import CDLGAPSIDESIDEWHITE + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): CDLGAPSIDESIDEWHITE(_2D, HIGH, LOW, CLOSE) def test_cdlgravestonedoji_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import CDLGRAVESTONEDOJI + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): CDLGRAVESTONEDOJI(_2D, HIGH, LOW, CLOSE) def test_cdlhangingman_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import CDLHANGINGMAN + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): CDLHANGINGMAN(_2D, HIGH, LOW, CLOSE) def test_cdlhighwave_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import CDLHIGHWAVE + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): CDLHIGHWAVE(_2D, HIGH, LOW, CLOSE) def test_cdlhikkake_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import CDLHIKKAKE + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): CDLHIKKAKE(_2D, HIGH, LOW, CLOSE) def test_cdlhikkakemod_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import CDLHIKKAKEMOD + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): CDLHIKKAKEMOD(_2D, HIGH, LOW, CLOSE) def test_cdlhomingpigeon_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import CDLHOMINGPIGEON + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): CDLHOMINGPIGEON(_2D, HIGH, LOW, CLOSE) def test_cdlidentical3crows_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import CDLIDENTICAL3CROWS + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): CDLIDENTICAL3CROWS(_2D, HIGH, LOW, CLOSE) def test_cdlinneck_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import CDLINNECK + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): CDLINNECK(_2D, HIGH, LOW, CLOSE) def test_cdlinvertedhammer_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import CDLINVERTEDHAMMER + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): CDLINVERTEDHAMMER(_2D, HIGH, LOW, CLOSE) def test_cdlkickingbylength_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import CDLKICKINGBYLENGTH + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): CDLKICKINGBYLENGTH(_2D, HIGH, LOW, CLOSE) def test_cdlladderbottom_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import CDLLADDERBOTTOM + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): CDLLADDERBOTTOM(_2D, HIGH, LOW, CLOSE) def test_cdllongleggeddoji_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import CDLLONGLEGGEDDOJI + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): CDLLONGLEGGEDDOJI(_2D, HIGH, LOW, CLOSE) def test_cdllongline_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import CDLLONGLINE + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): CDLLONGLINE(_2D, HIGH, LOW, CLOSE) def test_cdlmatchinglow_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import CDLMATCHINGLOW + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): CDLMATCHINGLOW(_2D, HIGH, LOW, CLOSE) def test_cdlmathold_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import CDLMATHOLD + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): CDLMATHOLD(_2D, HIGH, LOW, CLOSE) def test_cdlonneck_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import CDLONNECK + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): CDLONNECK(_2D, HIGH, LOW, CLOSE) def test_cdlrickshawman_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import CDLRICKSHAWMAN + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): CDLRICKSHAWMAN(_2D, HIGH, LOW, CLOSE) def test_cdlrisefall3methods_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import CDLRISEFALL3METHODS + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): CDLRISEFALL3METHODS(_2D, HIGH, LOW, CLOSE) def test_cdlseparatinglines_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import CDLSEPARATINGLINES + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): CDLSEPARATINGLINES(_2D, HIGH, LOW, CLOSE) def test_cdlshortline_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import CDLSHORTLINE + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): CDLSHORTLINE(_2D, HIGH, LOW, CLOSE) def test_cdlstalledpattern_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import CDLSTALLEDPATTERN + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): CDLSTALLEDPATTERN(_2D, HIGH, LOW, CLOSE) def test_cdlsticksandwich_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import CDLSTICKSANDWICH + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): CDLSTICKSANDWICH(_2D, HIGH, LOW, CLOSE) def test_cdltakuri_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import CDLTAKURI + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): CDLTAKURI(_2D, HIGH, LOW, CLOSE) def test_cdltasukigap_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import CDLTASUKIGAP + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): CDLTASUKIGAP(_2D, HIGH, LOW, CLOSE) def test_cdlthrusting_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import CDLTHRUSTING + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): CDLTHRUSTING(_2D, HIGH, LOW, CLOSE) def test_cdltristar_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import CDLTRISTAR + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): CDLTRISTAR(_2D, HIGH, LOW, CLOSE) def test_cdlunique3river_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import CDLUNIQUE3RIVER + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): CDLUNIQUE3RIVER(_2D, HIGH, LOW, CLOSE) def test_cdlupsidegap2crows_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import CDLUPSIDEGAP2CROWS + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): CDLUPSIDEGAP2CROWS(_2D, HIGH, LOW, CLOSE) def test_cdlxsidegap3methods_2d_raises(self): - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta import CDLXSIDEGAP3METHODS + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): CDLXSIDEGAP3METHODS(_2D, HIGH, LOW, CLOSE) @@ -1369,8 +1369,8 @@ class TestExtendedUncovered: def test_vwap_negative_timeperiod_raises(self): """Lines 107-109: VWAP raises FerroTAValueError for negative timeperiod.""" - from ferro_ta.core.exceptions import FerroTAValueError from ferro_ta import VWAP + from ferro_ta.core.exceptions import FerroTAValueError with pytest.raises(FerroTAValueError, match="timeperiod must be >= 0"): VWAP(HIGH, LOW, CLOSE, VOLUME, timeperiod=-1) @@ -1386,8 +1386,8 @@ class TestOptionsUncovered: def test_validate_iv_2d_raises(self): """Line 63: _validate_iv raises for 2D input.""" - from ferro_ta.core.exceptions import FerroTAInputError from ferro_ta.analysis.options import iv_rank + from ferro_ta.core.exceptions import FerroTAInputError with pytest.raises(FerroTAInputError): iv_rank(np.array([[0.2, 0.3]]), window=5) diff --git a/tests/unit/test_infrastructure.py b/tests/unit/test_infrastructure.py index 76a6bb0..f45c6f9 100644 --- a/tests/unit/test_infrastructure.py +++ b/tests/unit/test_infrastructure.py @@ -640,13 +640,17 @@ class TestVersionConsistency: def test_release_md_exists(self): """RELEASE.md must exist in the repository root.""" - root = os.path.dirname(os.path.dirname(os.path.dirname(os.path.abspath(__file__)))) + root = os.path.dirname( + os.path.dirname(os.path.dirname(os.path.abspath(__file__))) + ) release_md = os.path.join(root, "RELEASE.md") assert os.path.isfile(release_md), "RELEASE.md not found" def test_release_md_has_key_sections(self): """RELEASE.md must mention tagging and PyPI.""" - root = os.path.dirname(os.path.dirname(os.path.dirname(os.path.abspath(__file__)))) + root = os.path.dirname( + os.path.dirname(os.path.dirname(os.path.abspath(__file__))) + ) release_md = os.path.join(root, "RELEASE.md") if not os.path.isfile(release_md): pytest.skip("RELEASE.md not found") diff --git a/tests/unit/test_known_values.py b/tests/unit/test_known_values.py index 51b02f7..382a7eb 100644 --- a/tests/unit/test_known_values.py +++ b/tests/unit/test_known_values.py @@ -11,7 +11,6 @@ All tests use NO optional dependencies - they run in every CI environment. from __future__ import annotations import numpy as np -import pytest import ferro_ta @@ -81,7 +80,7 @@ class TestEMAKnownValues: # After warmup, EMA should be strictly increasing for i in range(20, len(result) - 1): assert result[i + 1] > result[i], ( - f"EMA not increasing at index {i}: {result[i]} >= {result[i+1]}" + f"EMA not increasing at index {i}: {result[i]} >= {result[i + 1]}" ) @@ -195,9 +194,9 @@ class TestRSIKnownValues: valid_values = result[~np.isnan(result)] if len(valid_values) > 0: # Should be either NaN everywhere or 100 everywhere - assert np.all(np.abs(valid_values - 100.0) < 1e-10) or np.all(np.abs(valid_values - 50.0) < 5.0), ( - "RSI of constant series should be 100 (no down movement) or close to 50" - ) + assert np.all(np.abs(valid_values - 100.0) < 1e-10) or np.all( + np.abs(valid_values - 50.0) < 5.0 + ), "RSI of constant series should be 100 (no down movement) or close to 50" # --------------------------------------------------------------------------- @@ -229,12 +228,63 @@ class TestATRKnownValues: # Bar 0: H=11, L=9, C=10 # Bar 1: H=13, L=10, C=12 → TR = max(13-10, |13-10|, |10-10|) = 3 # Bar 2: H=14, L=11, C=13 → TR = max(14-11, |14-12|, |11-12|) = 3 - high = np.array([11.0, 13.0, 14.0, 15.0, 16.0, 17.0, 18.0, 19.0, 20.0, 21.0, - 22.0, 23.0, 24.0, 25.0, 26.0]) - low = np.array([9.0, 10.0, 11.0, 12.0, 13.0, 14.0, 15.0, 16.0, 17.0, 18.0, - 19.0, 20.0, 21.0, 22.0, 23.0]) - close = np.array([10.0, 12.0, 13.0, 14.0, 15.0, 16.0, 17.0, 18.0, 19.0, 20.0, - 21.0, 22.0, 23.0, 24.0, 25.0]) + high = np.array( + [ + 11.0, + 13.0, + 14.0, + 15.0, + 16.0, + 17.0, + 18.0, + 19.0, + 20.0, + 21.0, + 22.0, + 23.0, + 24.0, + 25.0, + 26.0, + ] + ) + low = np.array( + [ + 9.0, + 10.0, + 11.0, + 12.0, + 13.0, + 14.0, + 15.0, + 16.0, + 17.0, + 18.0, + 19.0, + 20.0, + 21.0, + 22.0, + 23.0, + ] + ) + close = np.array( + [ + 10.0, + 12.0, + 13.0, + 14.0, + 15.0, + 16.0, + 17.0, + 18.0, + 19.0, + 20.0, + 21.0, + 22.0, + 23.0, + 24.0, + 25.0, + ] + ) # For period=1, ATR still has warmup. Use TRANGE to check TR values directly tr = ferro_ta.TRANGE(high, low, close) @@ -263,7 +313,7 @@ class TestMOMKnownValues: assert np.isnan(result[0]) assert np.isnan(result[1]) - assert np.abs(result[2] - 5.0) < 1e-10 # 15 - 10 = 5 + assert np.abs(result[2] - 5.0) < 1e-10 # 15 - 10 = 5 assert np.abs(result[3] - (-1.0)) < 1e-10 # 11 - 12 = -1 @@ -295,7 +345,9 @@ class TestMACDKnownValues: def test_macd_histogram_identity(self): """histogram should always equal macd - signal.""" data = np.arange(1.0, 51.0) - macd, signal, histogram = ferro_ta.MACD(data, fastperiod=12, slowperiod=26, signalperiod=9) + macd, signal, histogram = ferro_ta.MACD( + data, fastperiod=12, slowperiod=26, signalperiod=9 + ) # histogram = macd - signal (within floating-point tolerance) expected_histogram = macd - signal @@ -338,9 +390,9 @@ class TestVWAPKnownValues: expected_0 = typ[0] expected_1 = (typ[0] * volume[0] + typ[1] * volume[1]) / (volume[0] + volume[1]) - expected_2 = ( - typ[0] * volume[0] + typ[1] * volume[1] + typ[2] * volume[2] - ) / (volume[0] + volume[1] + volume[2]) + expected_2 = (typ[0] * volume[0] + typ[1] * volume[1] + typ[2] * volume[2]) / ( + volume[0] + volume[1] + volume[2] + ) assert np.abs(result[0] - expected_0) < 1e-10 assert np.abs(result[1] - expected_1) < 1e-10 @@ -359,7 +411,6 @@ class TestDONCHIANKnownValues: """upper == MAX(high), lower == MIN(low), middle == (upper+lower)/2.""" high = np.array([11.0, 13.0, 14.0, 12.0, 15.0]) low = np.array([9.0, 10.0, 11.0, 10.0, 12.0]) - close = np.array([10.0, 12.0, 13.0, 11.0, 14.0]) period = 3 upper, middle, lower = ferro_ta.DONCHIAN(high, low, timeperiod=period) @@ -394,7 +445,9 @@ class TestPIVOT_POINTSKnownValues: low = np.array([90.0, 90.0]) close = np.array([100.0, 100.0]) - pivot, r1, s1, r2, s2 = ferro_ta.PIVOT_POINTS(high, low, close, method="classic") + pivot, r1, s1, r2, s2 = ferro_ta.PIVOT_POINTS( + high, low, close, method="classic" + ) # Check last bar (index 1) which has full history # P = (110 + 90 + 100) / 3 = 100 @@ -458,7 +511,6 @@ class TestPatternKnownValues: def test_doji_known_sequence(self): """Construct a perfect doji: open == close, small body.""" # Doji: open == close (or very close), H and L have range - n = 5 high = np.array([11.0, 11.0, 11.0, 11.0, 11.0]) low = np.array([9.0, 9.0, 9.0, 9.0, 9.0]) close = np.array([10.0, 10.0, 10.0, 10.0, 10.0]) @@ -507,3 +559,4 @@ class TestPatternKnownValues: # Last bar has hammer characteristics # (actual detection may vary based on implementation) + assert result.shape == close.shape diff --git a/tests/unit/test_tools_and_api.py b/tests/unit/test_tools_and_api.py index dae6c23..2b5f721 100644 --- a/tests/unit/test_tools_and_api.py +++ b/tests/unit/test_tools_and_api.py @@ -655,7 +655,9 @@ class TestWebAPI: import sys # Insert project root so that `api.main` is importable - project_root = os.path.dirname(os.path.dirname(os.path.dirname(os.path.abspath(__file__)))) + project_root = os.path.dirname( + os.path.dirname(os.path.dirname(os.path.abspath(__file__))) + ) if project_root not in sys.path: sys.path.insert(0, project_root) try: diff --git a/uv.lock b/uv.lock index 9d4ef9c..9320caa 100644 --- a/uv.lock +++ b/uv.lock @@ -1,13 +1,17 @@ version = 1 revision = 3 -requires-python = ">=3.12" +requires-python = ">=3.10" resolution-markers = [ "python_full_version >= '3.14' and sys_platform == 'win32'", "python_full_version >= '3.14' and sys_platform == 'emscripten'", "python_full_version >= '3.14' and sys_platform != 'emscripten' and sys_platform != 'win32'", - "python_full_version < '3.14' and sys_platform == 'win32'", - "python_full_version < '3.14' and sys_platform == 'emscripten'", - "python_full_version < '3.14' and sys_platform != 'emscripten' and sys_platform != 'win32'", + "python_full_version >= '3.12' and python_full_version < '3.14' and sys_platform == 'win32'", + "python_full_version >= '3.12' and python_full_version < '3.14' and sys_platform == 'emscripten'", + "python_full_version >= '3.12' and python_full_version < '3.14' and sys_platform != 'emscripten' and sys_platform != 'win32'", + "python_full_version == '3.11.*' and sys_platform == 'win32'", + "python_full_version == '3.11.*' and sys_platform == 'emscripten'", + "python_full_version == '3.11.*' and sys_platform != 'emscripten' and sys_platform != 'win32'", + "python_full_version < '3.11'", ] [[package]] @@ -42,6 +46,7 @@ name = "anyio" version = "4.12.1" source = { registry = "https://pypi.org/simple" } dependencies = [ + { name = "exceptiongroup", marker = "python_full_version < '3.11'" }, { name = "idna" }, { name = "typing-extensions", marker = "python_full_version < '3.13'" }, ] @@ -74,8 +79,10 @@ version = "1.4.0" source = { registry = "https://pypi.org/simple" } dependencies = [ { name = "colorama", marker = "os_name == 'nt'" }, + { name = "importlib-metadata", marker = "python_full_version < '3.10.2'" }, { name = "packaging" }, { name = "pyproject-hooks" }, + { name = "tomli", 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