Add test for divergence indicator

Author: MDUYN

tests/indicators/test_divergence.py

@@ -0,0 +1,100 @@
+from unittest import TestCase
+from pyindicators import is_divergence
+
+import pandas as pd
+
+class TestDetectDivergence(TestCase):
+
+    def test_detect_bearish_divergence_pandas(self):
+        df = pd.DataFrame({
+            "RSI_highs": [0, 0, 0, 0, 0, 0, 0, -1, 0, 0],
+            "Close_highs": [0, 0, 0, 0, 0, 0, 0, 1, 0, 0],
+            "DateTime": pd.date_range("2021-01-01", periods=10, freq="D")
+        })
+
+        # Set index to DateTime
+        df.set_index("DateTime", inplace=True)
+
+        self.assertFalse(is_divergence(df, window_size=2, number_of_data_points=2, column_one="RSI_highs", column_two="Close_highs"))
+        self.assertTrue(is_divergence(df, window_size=2, number_of_data_points=10, column_one="RSI_highs", column_two="Close_highs"))
+
+        df = pd.DataFrame({
+            "RSI_highs": [0, 0, 0, 0, 0, 0, 0, -1, 0, 0],
+            "Close_highs": [0, 0, 0, 0, 0, 0, 1, 0, 0, 0],
+            "DateTime": pd.date_range("2021-01-01", periods=10, freq="D")
+        })
+
+        # Set index to DateTime
+        df.set_index("DateTime", inplace=True)
+        self.assertFalse(is_divergence(df, window_size=10, number_of_data_points=1, column_one="RSI_highs", column_two="Close_highs"))
+
+        df = pd.DataFrame({
+            "RSI_highs": [0, 1, 0, -1, 0, 0, 0, 0, 0, 0],
+            "Close_highs": [0, 0, -1, 0, 0, 0, 0, 0, 0, 1],
+            "DateTime": pd.date_range("2021-01-01", periods=10, freq="D")
+        })
+
+        # Set index to DateTime
+        df.set_index("DateTime", inplace=True)
+
+        self.assertFalse(is_divergence(df, window_size=6, number_of_data_points=10, column_one="RSI_highs", column_two="Close_highs"))
+        self.assertTrue(is_divergence(df, window_size=7, number_of_data_points=10, column_one="RSI_highs", column_two="Close_highs"))
+
+        df = pd.DataFrame({
+            "RSI_highs": [-1.0],
+            "Close_highs": [1.0],
+            "DateTime": pd.date_range("2021-01-01", periods=1, freq="D")
+        })
+
+        # Set index to DateTime
+        df.set_index("DateTime", inplace=True)
+
+        self.assertTrue(is_divergence(df, window_size=1, number_of_data_points=1, column_one="RSI_highs", column_two="Close_highs"))
+
+    def test_detect_bearish_sequence_with_wrong_params_pandas(self):
+
+        df = pd.DataFrame({
+            "RSI_highs": [0, 1, 0, -1, 0, 0, 0, 0, -1, 0],
+            "Close_highs": [0, 0, -1, 0, 0, 0, 0, 1, 0, 1],
+            "DateTime": pd.date_range("2021-01-01", periods=10, freq="D")
+        })
+
+        # Set index to DateTime
+        df.set_index("DateTime", inplace=True)
+        self.assertTrue(is_divergence(df, window_size=8, number_of_data_points=10, column_one="RSI_highs", column_two="Close_highs"))
+        self.assertFalse(is_divergence(df, window_size=8, number_of_data_points=1, column_one="RSI_highs", column_two="Close_highs"))
+
+        df = pd.DataFrame({
+            "RSI_highs": [0, 0, 0, -1, 0, 0, 0, 0, 0, 0],
+            "Close_highs": [0, 1, -1, 0, 0, 0, 0, 0, 0, 0],
+            "DateTime": pd.date_range("2021-01-01", periods=10, freq="D")
+        })
+        self.assertFalse(is_divergence(df, window_size=6, number_of_data_points=10, column_one="RSI_highs", column_two="Close_highs"))
+
+        df = pd.DataFrame({
+            "RSI_highs": [0, 0, 0, -1, 0, 0, 0, 0, 0, 0],
+            "Close_highs": [0, 1, 0, 0, 0, 0, 0, 0, 0, 0],
+            "DateTime": pd.date_range("2021-01-01", periods=10, freq="D")
+        })
+        self.assertFalse(is_divergence(df, window_size=6, number_of_data_points=10, column_one="RSI_highs", column_two="Close_highs"))
+
+        df = pd.DataFrame({
+            "RSI_highs": [0, 0, 0, -1, 0, 0, 0, 0, 0, 0],
+            "Close_highs": [0, 0, 0, 0, 1, 0, 0, 0, 0, 0],
+            "DateTime": pd.date_range("2021-01-01", periods=10, freq="D")
+        })
+        self.assertTrue(is_divergence(df, window_size=6, number_of_data_points=10, column_one="RSI_highs", column_two="Close_highs"))
+
+        df = pd.DataFrame({
+            "RSI_highs": [0, 0, 0, -1, 0, 0, 0, 0, 0, 0],
+            "Close_highs": [0, 0, 0, 1, 0, 0, 0, 0, 0, 0],
+            "DateTime": pd.date_range("2021-01-01", periods=10, freq="D")
+        })
+        self.assertTrue(is_divergence(df, window_size=1, number_of_data_points=10, column_one="RSI_highs", column_two="Close_highs"))
+
+        df = pd.DataFrame({
+            "RSI_highs": [0, 0, 0, -1, 0, 0, 0, 0, 0, 0],
+            "Close_highs": [0, 0, 0, 0, 1, 0, 0, 0, 0, 0],
+            "DateTime": pd.date_range("2021-01-01", periods=10, freq="D")
+        })
+        self.assertFalse(is_divergence(df, window_size=1, number_of_data_points=10, column_one="RSI_highs", column_two="Close_highs"))