Generalize AccelerationDecelerationOscillator and add test

mementum · mementum · commit b1896429d943 · 2017-06-11T23:10:31.000+02:00
diff --git a/backtrader/indicators/accdecoscillator.py b/backtrader/indicators/accdecoscillator.py
@@ -22,34 +22,38 @@
                         unicode_literals)
 
 import backtrader as bt
-from . import SMA
-from . import AO
+from . import MovAv, AwesomeOscillator
+
+
+__all__ = ['AccelerationDecelerationOscillator', 'AccDeOsc']
 
 
 class AccelerationDecelerationOscillator(bt.Indicator):
     '''
-    Acceleration/Deceleration Technical Indicator (AC) measures acceleration and
-    deceleration of the current driving force. This indicator will change
+    Acceleration/Deceleration Technical Indicator (AC) measures acceleration
+    and deceleration of the current driving force. This indicator will change
     direction before any changes in the driving force, which, it its turn, will
     change its direction before the price.
 
     Formula:
-     - MEDIAN PRICE = (HIGH + LOW) / 2
-     - AO = SMA (MEDIAN PRICE, 5) - SMA (MEDIAN PRICE, 34)
-     - AC = AO - SMA (AO, 5)
+     - AcdDecOsc = AwesomeOscillator - SMA(AwesomeOscillator, period)
 
     See:
       - https://www.metatrader5.com/en/terminal/help/indicators/bw_indicators/ao
       - https://www.ifcmarkets.com/en/ntx-indicators/ntx-indicators-accelerator-decelerator-oscillator
 
     '''
-    alias = ('AC', )
-    lines = ('ac', )
+    alias = ('AccDeOsc',)
+    lines = ('accde', )
 
-    plotlines = dict(ac=dict(_method='bar'))
+    params = (
+        ('period', 5),
+        ('movav', MovAv.SMA),
+    )
 
-    def __init__(self):
+    plotlines = dict(accde=dict(_method='bar', alpha=0.50, width=1.0))
 
-        ao = AO()
-        #self.l.ac = ao - SMA(ao, 5)
-        self.l.ac = ao - SMA(ao, period=5)
+    def __init__(self):
+        ao = AwesomeOscillator()
+        self.l.accde = ao - self.p.movav(ao, period=self.p.period)
+        super(AccelerationDecelerationOscillator, self).__init__()
diff --git a/tests/test_ind_accdecosc.py b/tests/test_ind_accdecosc.py
@@ -0,0 +1,49 @@
+#!/usr/bin/env python
+# -*- coding: utf-8; py-indent-offset:4 -*-
+###############################################################################
+#
+# Copyright (C) 2015, 2016 Daniel Rodriguez
+#
+# This program is free software: you can redistribute it and/or modify
+# it under the terms of the GNU General Public License as published by
+# the Free Software Foundation, either version 3 of the License, or
+# (at your option) any later version.
+#
+# This program is distributed in the hope that it will be useful,
+# but WITHOUT ANY WARRANTY; without even the implied warranty of
+# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+# GNU General Public License for more details.
+#
+# You should have received a copy of the GNU General Public License
+# along with this program.  If not, see <http://www.gnu.org/licenses/>.
+#
+###############################################################################
+from __future__ import (absolute_import, division, print_function,
+                        unicode_literals)
+
+import testcommon
+
+import backtrader as bt
+
+chkdatas = 1
+chkvals = [
+    ['-2.097441', '14.156647', '30.408335']
+]
+
+chkmin = 38
+chkind = bt.ind.AccelerationDecelerationOscillator
+
+
+def test_run(main=False):
+    datas = [testcommon.getdata(i) for i in range(chkdatas)]
+    testcommon.runtest(datas,
+                       testcommon.TestStrategy,
+                       main=main,
+                       plot=main,
+                       chkind=chkind,
+                       chkmin=chkmin,
+                       chkvals=chkvals)
+
+
+if __name__ == '__main__':
+    test_run(main=True)
