macd regtest

peerchemist · Mar 21, 2020 · e435422 · e435422
1 parent cdfca99
commit e435422
Showing 1 changed file with 10 additions and 0 deletions.
diff --git a/tests/test_reg.py b/tests/test_reg.py
@@ -104,6 +104,16 @@ def test_tr():
     assert round(talib_tr[-1], 5) == round(tr.values[-1], 5)
 
 
+def test_macd():
+    """test MACD"""
+
+    macd = TA.MACD(ohlc)
+    talib_macd = talib.MACD(ohlc['close'])
+
+    assert round(talib_macd[0][-1], 3) == round(macd["MACD"].values[-1], 3)
+    assert round(talib_macd[1][-1], 3) == round(macd["SIGNAL"].values[-1], 3)
+
+
 def test_atr():
     '''test TA.ATR'''