fixed DMI calculation

peerchemist · May 5, 2019 · 4929446 · 4929446
1 parent b191a58
commit 4929446
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Showing 2 changed files with 7 additions and 4 deletions.
diff --git a/finta/finta.py b/finta/finta.py
@@ -810,10 +810,13 @@ def DMI(cls, ohlc: DataFrame, period: int = 14) -> Series:
          relative strength index. DMI tells you when to be long or short.
          It is especially useful for trend trading strategies because it differentiates between strong and weak trends,
          allowing the trader to enter only the strongest trends.
+        source https://www.fidelity.com/learning-center/trading-investing/technical-analysis/technical-indicator-guide/dmi
+
+        :period: Specifies the number of Periods used for DMI calculation
         """
 
         ohlc["up_move"] = ohlc["high"].diff()
-        ohlc["down_move"] = ohlc["low"].diff()
+        ohlc["down_move"] = -ohlc["low"].diff()
 
         DMp = []
         DMm = []

diff --git a/tests/test_unit.py b/tests/test_unit.py
@@ -348,8 +348,8 @@ def test_dmi():
     assert isinstance(dmi["DI+"], series.Series)
     assert isinstance(dmi["DI-"], series.Series)
 
-    assert dmi["DI+"].values[-1] == 0.32826999511691435
-    assert dmi["DI-"].values[-1] == 10.09866984475557
+    assert dmi["DI+"].values[-1] == 4.2514733223789332
+    assert dmi["DI-"].values[-1] == 20.093318043215021
 
 
 def test_adx():
@@ -358,7 +358,7 @@ def test_adx():
     adx = TA.ADX(ohlc)
 
     assert isinstance(adx, series.Series)
-    assert adx.values[-1] == 66.589993072391422
+    assert adx.values[-1] == 54.781005617031234
 
 
 def test_stoch():