test: testing ema

tests/indicators/test_ema.py

@@ -0,0 +1,39 @@
+"""Realy basic tests."""
+import pytest
+from datetime import datetime
+from pandas import DataFrame, Series  # type: ignore
+
+from auto_trading.indicators.ema import EMA
+
+
+def date(j: int) -> datetime:
+    return datetime.strptime(f"2015-03-{j}", "%Y-%m-%d")
+
+
+@pytest.mark.parametrize(
+    "nb_values, data, expected",
+    [
+        (
+            10,
+            DataFrame(
+                {
+                    "close": {
+                        (date(i), st): 10 if i == 10 and st == "GOOG" else 0
+                        for i in range(1, 11)
+                        for st in ("GOOG", "GOOGL")
+                    }
+                }
+            ),
+            {"GOOG": 1.48, "GOOGL": 0.0},
+        ),
+    ],
+)
+def test_ema(nb_values: int, data: DataFrame, expected: Series) -> None:
+    """Test the ema indicator."""
+    ema = EMA(nb_values)
+    res = ema(data).to_dict()
+
+    # round all values
+    res = {k: round(v, 3) for k, v in res.items()}
+
+    assert res == expected