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]) sigma = 6 offset = 0.9 size = 5 result = ta.alma(data, size, sigma, offset) print(result) */ func Test_ALMA(t *testing.T) { var Delta = 0.01 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 want float64 next float64 all int }{ { name: "random_case", kLines: buildKLines(input), want: 5.60785, next: 4.60785, all: 26, }, } for _, tt := range tests { t.Run(tt.name, func(t *testing.T) { alma := ALMA{ IntervalWindow: types.IntervalWindow{Window: 5}, Offset: 0.9, Sigma: 6, } alma.CalculateAndUpdate(tt.kLines) assert.InDelta(t, tt.want, alma.Last(0), Delta) assert.InDelta(t, tt.next, alma.Index(1), Delta) assert.Equal(t, tt.all, alma.Length()) }) } }