package indicator import ( "encoding/json" "testing" "github.com/stretchr/testify/assert" "git.qtrade.icu/lychiyu/bbgo/pkg/fixedpoint" "git.qtrade.icu/lychiyu/bbgo/pkg/types" ) /* 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() ma3 = ma2.ewm(span=16).mean() ma4 = ma3.ewm(span=16).mean() ma5 = ma4.ewm(span=16).mean() ma6 = ma5.ewm(span=16).mean() square = 0.7 * 0.7 cube = 0.7 ** 3 c1 = -cube c2 = 3 * square + 3 * cube c3 = -6 * square - 3 * 0.7 - 3 * cube c4 = 1 + 3 * 0.7 + cube + 3 * square result = (c1 * ma6 + c2 * ma5 + c3 * ma4 + c4 * ma3) print(result) */ func Test_TILL(t *testing.T) { var Delta = 0.18 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: 4.528608, next: 4.457134, all: 50, }, } for _, tt := range tests { t.Run(tt.name, func(t *testing.T) { till := TILL{IntervalWindow: types.IntervalWindow{Window: 16}} till.CalculateAndUpdate(tt.kLines) last := till.Last(0) assert.InDelta(t, tt.want, last, Delta) assert.InDelta(t, tt.next, till.Index(1), Delta) assert.Equal(t, tt.all, till.Length()) }) } }