Pratik Bhadane
90 lines
3.2 KiB
Python
90 lines
3.2 KiB
Python
"""Property-based tests (Hypothesis) for ferro-ta."""
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import numpy as np
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import pytest
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from ferro_ta import BBANDS, CDLDOJI, EMA, RSI, SMA
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try:
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from hypothesis import given, settings
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from hypothesis.strategies import floats, integers, lists
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HAS_HYPOTHESIS = True
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except ImportError:
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HAS_HYPOTHESIS = False
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if HAS_HYPOTHESIS:
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# Strategy: finite floats, reasonable length
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finite_floats = floats(
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min_value=1e-6, max_value=1e6, allow_nan=False, allow_infinity=False
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)
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price_arrays = lists(finite_floats, min_size=2, max_size=500).map(np.array)
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periods = integers(min_value=1, max_value=100)
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@given(price_arrays, periods)
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@settings(max_examples=50, deadline=5000)
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def test_sma_output_length_matches_input(close, timeperiod):
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if len(close) < timeperiod:
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timeperiod = min(timeperiod, len(close))
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if timeperiod < 1:
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timeperiod = 1
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result = SMA(close, timeperiod=timeperiod)
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assert len(result) == len(close)
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@given(price_arrays, periods)
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@settings(max_examples=50, deadline=5000)
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def test_ema_output_length_matches_input(close, timeperiod):
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if len(close) < timeperiod:
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timeperiod = min(timeperiod, len(close))
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if timeperiod < 1:
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timeperiod = 1
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result = EMA(close, timeperiod=timeperiod)
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assert len(result) == len(close)
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@given(price_arrays, periods)
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@settings(max_examples=50, deadline=5000)
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def test_rsi_output_length_matches_input(close, timeperiod):
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if len(close) < timeperiod:
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timeperiod = min(timeperiod, len(close))
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if timeperiod < 1:
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timeperiod = 1
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result = RSI(close, timeperiod=timeperiod)
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assert len(result) == len(close)
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@given(price_arrays, periods)
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@settings(max_examples=30, deadline=5000)
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def test_bbands_three_outputs_same_length(close, timeperiod):
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if len(close) < timeperiod:
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timeperiod = min(timeperiod, len(close))
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if timeperiod < 1:
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timeperiod = 1
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upper, middle, lower = BBANDS(close, timeperiod=timeperiod)
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assert len(upper) == len(close)
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assert len(middle) == len(close)
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assert len(lower) == len(close)
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@given(
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lists(finite_floats, min_size=3, max_size=100).map(np.array),
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lists(finite_floats, min_size=3, max_size=100).map(np.array),
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lists(finite_floats, min_size=3, max_size=100).map(np.array),
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lists(finite_floats, min_size=3, max_size=100).map(np.array),
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)
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@settings(max_examples=20, deadline=5000)
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def test_cdl_pattern_output_values_in_set(open_, high, low, close):
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n = min(len(open_), len(high), len(low), len(close))
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open_ = open_[:n]
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high = high[:n]
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low = low[:n]
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close = close[:n]
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result = CDLDOJI(open_, high, low, close)
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assert len(result) == n
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assert all(v in (-100, 0, 100) for v in result)
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@pytest.mark.skipif(not HAS_HYPOTHESIS, reason="hypothesis not installed")
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class TestPropertyBased:
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"""Placeholder for running property-based tests as a class."""
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def test_import(self):
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assert HAS_HYPOTHESIS
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