bbgo/pkg/indicator/dema_test.go

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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
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])
ma1 = s.ewm(span=16).mean()
ma2 = ma1.ewm(span=16).mean()
result = (2 * ma1 - ma2)
print(result)
*/
func Test_DEMA(t *testing.T) {
var Delta = 4e-2
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 []fixedpoint.Value
if err := json.Unmarshal(randomPrices, &input); err != nil {
panic(err)
}
tests := []struct {
name string
kLines []types.KLine
want float64
next float64
all int
}{
{
name: "random_case",
kLines: buildKLines(input),
want: 6.420838,
next: 5.609367,
all: 50,
},
}
for _, tt := range tests {
t.Run(tt.name, func(t *testing.T) {
dema := DEMA{IntervalWindow: types.IntervalWindow{Window: 16}}
dema.CalculateAndUpdate(tt.kLines)
last := dema.Last(0)
assert.InDelta(t, tt.want, last, Delta)
assert.InDelta(t, tt.next, dema.Index(1), Delta)
assert.Equal(t, tt.all, dema.Length())
})
}
}