Merge pull request bukosabino#89 from bukosabino/feature/testing-fi

Feature/testing fi

ta/tests/__init__.py

@@ -5,4 +5,5 @@
 from ta.tests.volatility import TestAverageTrueRange
 from ta.tests.volume import (TestAccDistIndexIndicator,
                              TestEaseOfMovementIndicator,
+                             TestForceIndexIndicator,
                              TestOnBalanceVolumeIndicator)

ta/tests/data/cs-fi.csv

@@ -0,0 +1,31 @@
+Date,Close,Volume,FI_1,FI
+25/06/2010,14.33,,,
+25/06/2011,14.23,45579,-4557.9,-4557.9
+25/06/2012,13.98,66285,-16571.25,-6274.092857
+25/06/2013,13.96,51761,-1035.22,-5525.682449
+25/06/2014,13.93,69341,-2080.23,-5033.474956
+25/06/2015,13.84,41631,-3746.79,-4849.66282
+25/06/2016,13.99,73499,11024.85,-2581.875274
+25/06/2017,14.31,55427,17736.64,320.7697651
+25/06/2018,14.51,61082,12216.4,2020.145513
+25/06/2019,14.46,33325,-1666.25,1493.517583
+25/06/2020,14.61,39191,5878.65,2119.965071
+25/06/2021,14.48,51128,-6646.64,867.5929178
+25/06/2022,14.53,46505,2325.25,1075.829644
+25/06/2023,14.56,44562,1336.86,1113.119695
+25/06/2024,14.25,48815,-15132.65,-1207.704547
+25/06/2025,14.42,33411,5679.87,-223.7653263
+25/06/2026,14.24,48157,-8668.26,-1430.121708
+25/06/2027,14.19,43199,-2159.95,-1534.382893
+25/06/2028,14.5,45773,14189.63,711.9046633
+25/06/2029,14.27,54338,-12497.74,-1175.187431
+25/06/2030,14.7,56692,24377.56,2475.205059
+25/06/2031,14.95,61971,15492.75,4334.854336
+25/06/2032,14.68,41212,-11127.24,2125.983717
+25/06/2033,14.77,59785,5380.65,2590.936043
+25/06/2034,14.68,44986,-4048.74,1642.410894
+25/06/2035,15.15,55929,26286.63,5163.013623
+25/06/2036,15.99,162619,136599.96,23939.72025
+25/06/2037,16.27,73914,20695.92,23476.32021
+25/06/2038,16.02,74485,-18621.25,17462.38161
+25/06/2039,16.07,52163,2608.15,15340.34852

ta/tests/volume.py

@@ -2,9 +2,9 @@
 
 from ta.tests.utils import TestIndicator
 from ta.volume import (AccDistIndexIndicator, EaseOfMovementIndicator,
-                       OnBalanceVolumeIndicator, acc_dist_index,
-                       ease_of_movement, on_balance_volume,
-                       sma_ease_of_movement)
+                       ForceIndexIndicator, OnBalanceVolumeIndicator,
+                       acc_dist_index, ease_of_movement, force_index,
+                       on_balance_volume, sma_ease_of_movement)
 
 
 class TestOnBalanceVolumeIndicator(TestIndicator):
@@ -26,6 +26,25 @@ def test_obv2(self):
         pd.testing.assert_series_equal(self._df[target].tail(), result.tail(), check_names=False)
 
 
+class TestForceIndexIndicator(TestIndicator):
+    """
+    https://school.stockcharts.com/doku.php?id=technical_indicators:force_index
+    """
+
+    _filename = 'ta/tests/data/cs-fi.csv'
+
+    def test_fi(self):
+        target = 'FI'
+        result = force_index(close=self._df['Close'], volume=self._df['Volume'], n=13, fillna=False)
+        pd.testing.assert_series_equal(self._df[target].tail(), result.tail(), check_names=False)
+
+    def test_fi2(self):
+        target = 'FI'
+        result = ForceIndexIndicator(
+            close=self._df['Close'], volume=self._df['Volume'], n=13, fillna=False).force_index()
+        pd.testing.assert_series_equal(self._df[target].tail(), result.tail(), check_names=False)
+
+
 class TestEaseOfMovementIndicator(TestIndicator):
     """
     https://school.stockcharts.com/doku.php?id=technical_indicators:ease_of_movement_emv

ta/volume.py

@@ -10,7 +10,7 @@
 import numpy as np
 import pandas as pd
 
-from ta.utils import IndicatorMixin
+from ta.utils import IndicatorMixin, ema
 
 
 class AccDistIndexIndicator(IndicatorMixin):
@@ -126,7 +126,7 @@ class ForceIndexIndicator(IndicatorMixin):
     http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:force_index
     """
 
-    def __init__(self, close: pd.Series, volume: pd.Series, n: int = 2, fillna: bool = False):
+    def __init__(self, close: pd.Series, volume: pd.Series, n: int = 13, fillna: bool = False):
         """
         Args:
             high(pandas.Series): dataset 'High' column.
@@ -143,7 +143,8 @@ def __init__(self, close: pd.Series, volume: pd.Series, n: int = 2, fillna: bool
         self._run()
 
     def _run(self):
-        self._fi = self._close.diff(self._n) * self._volume.diff(self._n)
+        fi = (self._close - self._close.shift(1)) * self._volume
+        self._fi = ema(fi, self._n, fillna=self._fillna)
 
     def force_index(self) -> pd.Series:
         fi = self.check_fillna(self._fi, value=0)
@@ -317,7 +318,7 @@ def chaikin_money_flow(high, low, close, volume, n=20, fillna=False):
         high=high, low=low, close=close, volume=volume, n=n, fillna=fillna).chaikin_money_flow()
 
 
-def force_index(close, volume, n=2, fillna=False):
+def force_index(close, volume, n=13, fillna=False):
     """Force Index (FI)
 
     It illustrates how strong the actual buying or selling pressure is. High

ta/wrapper.py

@@ -48,7 +48,7 @@ def add_volume_ta(df: pd.DataFrame, high: str, low: str, close: str, volume: str
 
     # Force Index
     df[f'{colprefix}volume_fi'] = ForceIndexIndicator(
-        close=df[close], volume=df[volume], fillna=fillna).force_index()
+        close=df[close], volume=df[volume], n=13, fillna=fillna).force_index()
 
     # Ease of Movement
     indicator = EaseOfMovementIndicator(high=df[high], low=df[low], volume=df[volume], n=14, fillna=fillna)