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Increase speed of previous high low function #43

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merged 4 commits into from
May 25, 2024
+51,477 −68
Merged

Increase speed of previous high low function #43

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b0025fc
just testing previous high low
joshyattridge May 25, 2024
3475f05
make previous_high_low function faster
joshyattridge May 25, 2024
3bcca38
added more tests for the previous_high_low function
joshyattridge May 25, 2024
f4f2c0d
updated conftest to correct csv file
joshyattridge May 25, 2024
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just testing previous high low
@joshyattridge
joshyattridge committed May 25, 2024
commit b0025fcd616eb8a0911a32862eb695de3c3d0a19
138 changes: 69 additions & 69 deletions tests/unit_tests.py
View file
Original file line number Diff line number Diff line change
@@ -18,57 +18,57 @@ class TestSmartMoneyConcepts(unittest.TestCase):
# to test each function in the smartmoneyconcepts package
# each function will be called and the result will be compared to the result data

def test_fvg(self):
start_time = time.time()
fvg_data = smc.fvg(df, join_consecutive=True)
fvg_result_data = pd.read_csv(
os.path.join("test_data", test_instrument, "fvg_result_data.csv")
)
print("fvg test time: ", time.time() - start_time)
pd.testing.assert_frame_equal(fvg_data, fvg_result_data, check_dtype=False)

def test_swing_highs_lows(self):
start_time = time.time()
swing_highs_lows_data = smc.swing_highs_lows(df, swing_length=5)
swing_highs_lows_result_data = pd.read_csv(
os.path.join(
"test_data", test_instrument, "swing_highs_lows_result_data.csv"
)
)
print("swing_highs_lows test time: ", time.time() - start_time)
pd.testing.assert_frame_equal(swing_highs_lows_data, swing_highs_lows_result_data, check_dtype=False)

def test_bos_choch(self):
start_time = time.time()
swing_highs_lows_data = smc.swing_highs_lows(df, swing_length=5)
bos_choch_data = smc.bos_choch(df, swing_highs_lows_data)
bos_choch_result_data = pd.read_csv(
os.path.join("test_data", test_instrument, "bos_choch_result_data.csv")
)
print("bos_choch test time: ", time.time() - start_time)
pd.testing.assert_frame_equal(
bos_choch_data, bos_choch_result_data, check_dtype=False
)

def test_ob(self):
start_time = time.time()
swing_highs_lows_data = smc.swing_highs_lows(df, swing_length=5)
ob_data = smc.ob(df, swing_highs_lows_data)
ob_result_data = pd.read_csv(
os.path.join("test_data", test_instrument, "ob_result_data.csv")
)
print("ob test time: ", time.time() - start_time)
pd.testing.assert_frame_equal(ob_data, ob_result_data, check_dtype=False)

def test_liquidity(self):
start_time = time.time()
swing_highs_lows_data = smc.swing_highs_lows(df, swing_length=5)
liquidity_data = smc.liquidity(df, swing_highs_lows_data)
liquidity_result_data = pd.read_csv(
os.path.join("test_data", test_instrument, "liquidity_result_data.csv")
)
print("liquidity test time: ", time.time() - start_time)
pd.testing.assert_frame_equal(liquidity_data, liquidity_result_data, check_dtype=False)
# def test_fvg(self):
# start_time = time.time()
# fvg_data = smc.fvg(df, join_consecutive=True)
# fvg_result_data = pd.read_csv(
# os.path.join("test_data", test_instrument, "fvg_result_data.csv")
# )
# print("fvg test time: ", time.time() - start_time)
# pd.testing.assert_frame_equal(fvg_data, fvg_result_data, check_dtype=False)

# def test_swing_highs_lows(self):
# start_time = time.time()
# swing_highs_lows_data = smc.swing_highs_lows(df, swing_length=5)
# swing_highs_lows_result_data = pd.read_csv(
# os.path.join(
# "test_data", test_instrument, "swing_highs_lows_result_data.csv"
# )
# )
# print("swing_highs_lows test time: ", time.time() - start_time)
# pd.testing.assert_frame_equal(swing_highs_lows_data, swing_highs_lows_result_data, check_dtype=False)

# def test_bos_choch(self):
# start_time = time.time()
# swing_highs_lows_data = smc.swing_highs_lows(df, swing_length=5)
# bos_choch_data = smc.bos_choch(df, swing_highs_lows_data)
# bos_choch_result_data = pd.read_csv(
# os.path.join("test_data", test_instrument, "bos_choch_result_data.csv")
# )
# print("bos_choch test time: ", time.time() - start_time)
# pd.testing.assert_frame_equal(
# bos_choch_data, bos_choch_result_data, check_dtype=False
# )

# def test_ob(self):
# start_time = time.time()
# swing_highs_lows_data = smc.swing_highs_lows(df, swing_length=5)
# ob_data = smc.ob(df, swing_highs_lows_data)
# ob_result_data = pd.read_csv(
# os.path.join("test_data", test_instrument, "ob_result_data.csv")
# )
# print("ob test time: ", time.time() - start_time)
# pd.testing.assert_frame_equal(ob_data, ob_result_data, check_dtype=False)

# def test_liquidity(self):
# start_time = time.time()
# swing_highs_lows_data = smc.swing_highs_lows(df, swing_length=5)
# liquidity_data = smc.liquidity(df, swing_highs_lows_data)
# liquidity_result_data = pd.read_csv(
# os.path.join("test_data", test_instrument, "liquidity_result_data.csv")
# )
# print("liquidity test time: ", time.time() - start_time)
# pd.testing.assert_frame_equal(liquidity_data, liquidity_result_data, check_dtype=False)

def test_previous_high_low(self):
start_time = time.time()
@@ -81,24 +81,24 @@ def test_previous_high_low(self):
print("previous_high_low test time: ", time.time() - start_time)
pd.testing.assert_frame_equal(previous_high_low_data, previous_high_low_result_data, check_dtype=False)

def test_sessions(self):
start_time = time.time()
sessions = smc.sessions(df, session="London")
sessions_result_data = pd.read_csv(
os.path.join("test_data", test_instrument, "sessions_result_data.csv")
)
print("sessions test time: ", time.time() - start_time)
pd.testing.assert_frame_equal(sessions, sessions_result_data, check_dtype=False)

def test_retracements(self):
start_time = time.time()
swing_highs_lows_data = smc.swing_highs_lows(df, swing_length=5)
retracements = smc.retracements(df, swing_highs_lows_data)
retracements_result_data = pd.read_csv(
os.path.join("test_data", test_instrument, "retracements_result_data.csv")
)
print("retracements test time: ", time.time() - start_time)
pd.testing.assert_frame_equal(retracements, retracements_result_data, check_dtype=False)
# def test_sessions(self):
# start_time = time.time()
# sessions = smc.sessions(df, session="London")
# sessions_result_data = pd.read_csv(
# os.path.join("test_data", test_instrument, "sessions_result_data.csv")
# )
# print("sessions test time: ", time.time() - start_time)
# pd.testing.assert_frame_equal(sessions, sessions_result_data, check_dtype=False)

# def test_retracements(self):
# start_time = time.time()
# swing_highs_lows_data = smc.swing_highs_lows(df, swing_length=5)
# retracements = smc.retracements(df, swing_highs_lows_data)
# retracements_result_data = pd.read_csv(
# os.path.join("test_data", test_instrument, "retracements_result_data.csv")
# )
# print("retracements test time: ", time.time() - start_time)
# pd.testing.assert_frame_equal(retracements, retracements_result_data, check_dtype=False)


if __name__ == "__main__":