73 lines
1.7 KiB
Go
73 lines
1.7 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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"git.qtrade.icu/lychiyu/bbgo/pkg/fixedpoint"
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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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/*
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python
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import pandas as pd
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import pandas_ta as ta
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data = [40105.78, 39935.23, 40183.97, 40182.03, 40212.26, 40149.99, 40378.0, 40618.37, 40401.03, 39990.39, 40179.13, 40097.23, 40014.72, 39667.85, 39303.1, 39519.99, 39693.79, 39827.96, 40074.94, 40059.84]
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close = pd.Series(data)
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result = ta.rma(close, length=14)
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print(result)
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*/
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func Test_RMA(t *testing.T) {
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var bytes = []byte(`[40105.78, 39935.23, 40183.97, 40182.03, 40212.26, 40149.99, 40378.0, 40618.37, 40401.03, 39990.39, 40179.13, 40097.23, 40014.72, 39667.85, 39303.1, 39519.99, 39693.79, 39827.96, 40074.94, 40059.84]`)
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var values []fixedpoint.Value
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err := json.Unmarshal(bytes, &values)
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assert.NoError(t, err)
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var kLines []types.KLine
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for _, p := range values {
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kLines = append(kLines, types.KLine{High: p, Low: p, Close: p})
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}
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tests := []struct {
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name string
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window int
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want []float64
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}{
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{
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name: "test_binance_btcusdt_1h",
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window: 14,
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want: []float64{
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40129.841000,
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40041.830291,
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39988.157743,
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39958.803719,
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39946.115094,
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39958.296741,
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39967.681562,
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},
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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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rma := RMA{
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IntervalWindow: types.IntervalWindow{Window: tt.window},
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Adjust: true,
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}
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rma.CalculateAndUpdate(kLines)
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if assert.Equal(t, len(tt.want), len(rma.Values)-tt.window+1) {
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for i, v := range tt.want {
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j := tt.window - 1 + i
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got := rma.Values[j]
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assert.InDelta(t, v, got, 0.01, "Expected rma.slice[%d] to be %v, but got %v", j, v, got)
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}
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}
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})
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}
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}
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