114 lines
3.5 KiB
Python
114 lines
3.5 KiB
Python
"""Unit tests for ferro_ta.indicators.price_transform"""
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import numpy as np
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from ferro_ta.indicators.price_transform import AVGPRICE, MEDPRICE, TYPPRICE, WCLPRICE
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# ---------------------------------------------------------------------------
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# Shared fixtures
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# ---------------------------------------------------------------------------
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O = np.array([10.0, 11.0, 12.0, 13.0])
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H = np.array([12.0, 13.0, 14.0, 15.0])
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L = np.array([9.0, 10.0, 11.0, 12.0])
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C = np.array([11.0, 12.0, 13.0, 14.0])
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# ---------------------------------------------------------------------------
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# AVGPRICE
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# ---------------------------------------------------------------------------
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class TestAVGPRICE:
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def test_known_formula(self):
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result = AVGPRICE(O, H, L, C)
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expected = (O + H + L + C) / 4.0
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np.testing.assert_allclose(result, expected, rtol=1e-10)
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def test_first_bar(self):
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result = AVGPRICE(O, H, L, C)
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np.testing.assert_allclose(result[0], (10 + 12 + 9 + 11) / 4.0, rtol=1e-10)
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def test_no_nan(self):
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result = AVGPRICE(O, H, L, C)
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assert np.all(np.isfinite(result))
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def test_length(self):
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assert len(AVGPRICE(O, H, L, C)) == len(O)
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# ---------------------------------------------------------------------------
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# MEDPRICE
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# ---------------------------------------------------------------------------
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class TestMEDPRICE:
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def test_known_formula(self):
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result = MEDPRICE(H, L)
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expected = (H + L) / 2.0
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np.testing.assert_allclose(result, expected, rtol=1e-10)
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def test_first_bar(self):
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result = MEDPRICE(H, L)
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np.testing.assert_allclose(result[0], (12 + 9) / 2.0, rtol=1e-10)
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def test_no_nan(self):
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result = MEDPRICE(H, L)
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assert np.all(np.isfinite(result))
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def test_length(self):
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assert len(MEDPRICE(H, L)) == len(H)
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# ---------------------------------------------------------------------------
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# TYPPRICE
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# ---------------------------------------------------------------------------
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class TestTYPPRICE:
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def test_known_formula(self):
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result = TYPPRICE(H, L, C)
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expected = (H + L + C) / 3.0
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np.testing.assert_allclose(result, expected, rtol=1e-10)
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def test_first_bar(self):
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result = TYPPRICE(H, L, C)
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np.testing.assert_allclose(result[0], (12 + 9 + 11) / 3.0, rtol=1e-10)
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def test_no_nan(self):
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result = TYPPRICE(H, L, C)
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assert np.all(np.isfinite(result))
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def test_length(self):
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assert len(TYPPRICE(H, L, C)) == len(H)
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# ---------------------------------------------------------------------------
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# WCLPRICE
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# ---------------------------------------------------------------------------
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class TestWCLPRICE:
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def test_known_formula(self):
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result = WCLPRICE(H, L, C)
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expected = (H + L + 2.0 * C) / 4.0
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np.testing.assert_allclose(result, expected, rtol=1e-10)
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def test_first_bar(self):
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result = WCLPRICE(H, L, C)
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np.testing.assert_allclose(result[0], (12 + 9 + 2 * 11) / 4.0, rtol=1e-10)
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def test_no_nan(self):
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result = WCLPRICE(H, L, C)
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assert np.all(np.isfinite(result))
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def test_close_weight_double(self):
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# WCLPRICE weights close twice vs TYPPRICE
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wcl = WCLPRICE(H, L, C)
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# On a rising series (H > L > 0), WCLPRICE > TYPPRICE when C > (H+L)/2
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# Just verify formula correctness already done above
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assert np.all(np.isfinite(wcl))
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def test_length(self):
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assert len(WCLPRICE(H, L, C)) == len(H)
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