72 lines
1.4 KiB
Go
72 lines
1.4 KiB
Go
|
package indicator
|
||
|
|
|
||
|
|
import (
|
||
|
|
"encoding/json"
|
||
|
|
"testing"
|
||
|
|
|
||
|
|
"git.qtrade.icu/lychiyu/bbgo/pkg/fixedpoint"
|
||
|
|
"git.qtrade.icu/lychiyu/bbgo/pkg/types"
|
||
|
|
"github.com/stretchr/testify/assert"
|
||
|
|
)
|
||
|
|
|
||
|
|
/*
|
||
|
|
python:
|
||
|
|
|
||
|
|
import pandas as pd
|
||
|
|
import pandas_ta as ta
|
||
|
|
|
||
|
|
data = 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])
|
||
|
|
size = 5
|
||
|
|
|
||
|
|
result = ta.ssf(data, size, 2)
|
||
|
|
print(result)
|
||
|
|
|
||
|
|
result = ta.ssf(data, size, 3)
|
||
|
|
print(result)
|
||
|
|
*/
|
||
|
|
func Test_SSF(t *testing.T) {
|
||
|
|
var Delta = 0.00001
|
||
|
|
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]`)
|
||
|
|
var input []fixedpoint.Value
|
||
|
|
if err := json.Unmarshal(randomPrices, &input); err != nil {
|
||
|
|
panic(err)
|
||
|
|
}
|
||
|
|
tests := []struct {
|
||
|
|
name string
|
||
|
|
kLines []types.KLine
|
||
|
|
poles int
|
||
|
|
want float64
|
||
|
|
next float64
|
||
|
|
all int
|
||
|
|
}{
|
||
|
|
{
|
||
|
|
name: "pole2",
|
||
|
|
kLines: buildKLines(input),
|
||
|
|
poles: 2,
|
||
|
|
want: 8.721776,
|
||
|
|
next: 7.723223,
|
||
|
|
all: 30,
|
||
|
|
},
|
||
|
|
{
|
||
|
|
name: "pole3",
|
||
|
|
kLines: buildKLines(input),
|
||
|
|
poles: 3,
|
||
|
|
want: 8.687588,
|
||
|
|
next: 7.668013,
|
||
|
|
all: 30,
|
||
|
|
},
|
||
|
|
}
|
||
|
|
for _, tt := range tests {
|
||
|
|
t.Run(tt.name, func(t *testing.T) {
|
||
|
|
ssf := SSF{
|
||
|
|
IntervalWindow: types.IntervalWindow{Window: 5},
|
||
|
|
Poles: tt.poles,
|
||
|
|
}
|
||
|
|
ssf.CalculateAndUpdate(tt.kLines)
|
||
|
|
assert.InDelta(t, tt.want, ssf.Last(0), Delta)
|
||
|
|
assert.InDelta(t, tt.next, ssf.Index(1), Delta)
|
||
|
|
assert.Equal(t, tt.all, ssf.Length())
|
||
|
|
})
|
||
|
|
}
|
||
|
|
}
|