c8a2c36bfb
Add ADX (Average Directional Index) with period 14 to calculate_all() for sideways market filtering. Includes test verifying the adx column exists and contains non-negative values. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
62 lines
1.7 KiB
Python
62 lines
1.7 KiB
Python
import pandas as pd
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import numpy as np
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import pytest
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from src.indicators import Indicators
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@pytest.fixture
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def sample_df():
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"""100개 캔들 샘플 데이터"""
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np.random.seed(42)
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n = 100
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close = np.cumsum(np.random.randn(n) * 0.01) + 0.5
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df = pd.DataFrame({
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"open": close * (1 + np.random.randn(n) * 0.001),
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"high": close * (1 + np.abs(np.random.randn(n)) * 0.005),
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"low": close * (1 - np.abs(np.random.randn(n)) * 0.005),
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"close": close,
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"volume": np.random.randint(100000, 1000000, n).astype(float),
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})
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return df
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def test_rsi_range(sample_df):
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ind = Indicators(sample_df)
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df = ind.calculate_all()
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assert "rsi" in df.columns
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valid = df["rsi"].dropna()
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assert (valid >= 0).all() and (valid <= 100).all()
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def test_macd_columns(sample_df):
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ind = Indicators(sample_df)
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df = ind.calculate_all()
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assert "macd" in df.columns
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assert "macd_signal" in df.columns
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assert "macd_hist" in df.columns
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def test_bollinger_bands(sample_df):
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ind = Indicators(sample_df)
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df = ind.calculate_all()
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assert "bb_upper" in df.columns
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assert "bb_lower" in df.columns
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valid = df.dropna()
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assert (valid["bb_upper"] >= valid["bb_lower"]).all()
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def test_adx_column_exists(sample_df):
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"""calculate_all()이 adx 컬럼을 생성하는지 확인."""
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ind = Indicators(sample_df)
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df = ind.calculate_all()
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assert "adx" in df.columns
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valid = df["adx"].dropna()
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assert (valid >= 0).all()
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def test_signal_returns_direction(sample_df):
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ind = Indicators(sample_df)
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df = ind.calculate_all()
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signal = ind.get_signal(df)
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assert signal in ("LONG", "SHORT", "HOLD")
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