30 lines
756 B
Go
30 lines
756 B
Go
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package indicator
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import (
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"testing"
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"time"
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"git.qtrade.icu/lychiyu/bbgo/pkg/types"
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"github.com/stretchr/testify/assert"
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)
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func Test_DelVolumeProfile(t *testing.T) {
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vp := VolumeProfile{IntervalWindow: types.IntervalWindow{Window: 1, Interval: types.Interval1s}, Delta: 1.0}
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vp.Update(1., 100., types.Time(time.Now()))
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r, v := vp.PointOfControlAboveEqual(1.)
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assert.Equal(t, r, 1.)
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assert.Equal(t, v, 100.)
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vp.Update(2., 100., types.Time(time.Now().Add(time.Second*10)))
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r, v = vp.PointOfControlAboveEqual(1.)
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assert.Equal(t, r, 2.)
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assert.Equal(t, v, 100.)
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r, v = vp.PointOfControlBelowEqual(1.)
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assert.Equal(t, r, 0.)
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assert.Equal(t, v, 0.)
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r, v = vp.PointOfControlBelowEqual(2.)
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assert.Equal(t, r, 2.)
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assert.Equal(t, v, 100.)
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}
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