package indicator import ( "encoding/json" "testing" "github.com/stretchr/testify/assert" "git.qtrade.icu/lychiyu/bbgo/pkg/datatype/floats" "git.qtrade.icu/lychiyu/bbgo/pkg/fixedpoint" "git.qtrade.icu/lychiyu/bbgo/pkg/types" ) func Test_calculateRSI(t *testing.T) { // test case from https://school.stockcharts.com/doku.php?id=technical_indicators:relative_strength_index_rsi buildKLines := func(prices []fixedpoint.Value) (kLines []types.KLine) { for _, p := range prices { kLines = append(kLines, types.KLine{High: p, Low: p, Close: p}) } return kLines } var data = []byte(`[44.34, 44.09, 44.15, 43.61, 44.33, 44.83, 45.10, 45.42, 45.84, 46.08, 45.89, 46.03, 45.61, 46.28, 46.28, 46.00, 46.03, 46.41, 46.22, 45.64, 46.21, 46.25, 45.71, 46.45, 45.78, 45.35, 44.03, 44.18, 44.22, 44.57, 43.42, 42.66, 43.13]`) var values []fixedpoint.Value _ = json.Unmarshal(data, &values) tests := []struct { name string kLines []types.KLine window int want floats.Slice }{ { name: "RSI", kLines: buildKLines(values), window: 14, want: floats.Slice{ 70.46413502109704, 66.24961855355505, 66.48094183471265, 69.34685316290864, 66.29471265892624, 57.91502067008556, 62.88071830996241, 63.208788718287764, 56.01158478954758, 62.33992931089789, 54.67097137765515, 50.386815195114224, 40.01942379131357, 41.49263540422282, 41.902429678458105, 45.499497238680405, 37.32277831337995, 33.090482572723396, 37.78877198205783, }, }, } for _, tt := range tests { t.Run(tt.name, func(t *testing.T) { rsi := RSI{IntervalWindow: types.IntervalWindow{Window: tt.window}} rsi.CalculateAndUpdate(tt.kLines) assert.Equal(t, len(rsi.Values), len(tt.want)) for i, v := range rsi.Values { assert.InDelta(t, v, tt.want[i], Delta) } }) } }