67 lines
1.6 KiB
Go
67 lines
1.6 KiB
Go
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package indicator
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import (
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"encoding/json"
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"testing"
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"github.com/stretchr/testify/assert"
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"git.qtrade.icu/lychiyu/bbgo/pkg/fixedpoint"
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"git.qtrade.icu/lychiyu/bbgo/pkg/types"
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)
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/*
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python:
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import pandas as pd
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s = pd.Series([0,1,2,3,4,5,6,7,8,9,0,1,2,3,4,5,6,7,8,9,0,1,2,3,4,5,6,7,8,9,0,1,2,3,4,5,6,7,8,9,0,1,2,3,4,5,6,7,8,9])
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ma1 = s.ewm(span=16).mean()
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ma2 = ma1.ewm(span=16).mean()
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ma3 = ma2.ewm(span=16).mean()
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ma4 = ma3.ewm(span=16).mean()
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ma5 = ma4.ewm(span=16).mean()
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ma6 = ma5.ewm(span=16).mean()
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square = 0.7 * 0.7
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cube = 0.7 ** 3
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c1 = -cube
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c2 = 3 * square + 3 * cube
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c3 = -6 * square - 3 * 0.7 - 3 * cube
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c4 = 1 + 3 * 0.7 + cube + 3 * square
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result = (c1 * ma6 + c2 * ma5 + c3 * ma4 + c4 * ma3)
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print(result)
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*/
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func Test_TILL(t *testing.T) {
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var Delta = 0.18
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var randomPrices = []byte(`[0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 0, 1, 2, 3, 4, 5, 6, 7, 8, 9]`)
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var input []fixedpoint.Value
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if err := json.Unmarshal(randomPrices, &input); err != nil {
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panic(err)
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}
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tests := []struct {
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name string
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kLines []types.KLine
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want float64
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next float64
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all int
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}{
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{
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name: "random_case",
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kLines: buildKLines(input),
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want: 4.528608,
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next: 4.457134,
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all: 50,
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},
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}
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for _, tt := range tests {
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t.Run(tt.name, func(t *testing.T) {
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till := TILL{IntervalWindow: types.IntervalWindow{Window: 16}}
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till.CalculateAndUpdate(tt.kLines)
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last := till.Last(0)
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assert.InDelta(t, tt.want, last, Delta)
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assert.InDelta(t, tt.next, till.Index(1), Delta)
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assert.Equal(t, tt.all, till.Length())
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})
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}
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}
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