40 lines
1.0 KiB
Go
40 lines
1.0 KiB
Go
|
package indicatorv2
|
||
|
|
|
||
|
|
import (
|
||
|
|
"encoding/json"
|
||
|
|
"testing"
|
||
|
|
|
||
|
|
"github.com/stretchr/testify/assert"
|
||
|
|
)
|
||
|
|
|
||
|
|
/*
|
||
|
|
python:
|
||
|
|
|
||
|
|
import pandas as pd
|
||
|
|
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])
|
||
|
|
cci = pd.Series((s - s.rolling(16).mean()) / (0.015 * s.rolling(16).std(ddof=0)), name="CCI")
|
||
|
|
print(cci)
|
||
|
|
*/
|
||
|
|
func Test_CCI(t *testing.T) {
|
||
|
|
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]`)
|
||
|
|
var input []float64
|
||
|
|
var delta = 4.3e-2
|
||
|
|
if err := json.Unmarshal(randomPrices, &input); err != nil {
|
||
|
|
panic(err)
|
||
|
|
}
|
||
|
|
t.Run("random_case", func(t *testing.T) {
|
||
|
|
price := Price(nil, nil)
|
||
|
|
cci := CCI(price, 16)
|
||
|
|
for _, value := range input {
|
||
|
|
price.PushAndEmit(value)
|
||
|
|
}
|
||
|
|
|
||
|
|
t.Logf("cci: %+v", cci.Slice)
|
||
|
|
|
||
|
|
last := cci.Last(0)
|
||
|
|
assert.InDelta(t, 93.250481, last, delta)
|
||
|
|
assert.InDelta(t, 81.813449, cci.Index(1), delta)
|
||
|
|
assert.Equal(t, 50, cci.Length(), "length")
|
||
|
|
})
|
||
|
|
}
|