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]) lag = int((16-1)/2 + 0.5) emadata = s + (s - s.shift(lag)) result = emadata.ewm(span=16).mean() print(result) */ func Test_ZLEMA(t *testing.T) { var Delta = 6.5e-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: 6.622881, next: 5.231044, all: 42, }, } for _, tt := range tests { t.Run(tt.name, func(t *testing.T) { zlema := ZLEMA{IntervalWindow: types.IntervalWindow{Window: 16}} zlema.CalculateAndUpdate(tt.kLines) last := zlema.Last(0) assert.InDelta(t, tt.want, last, Delta) assert.InDelta(t, tt.next, zlema.Index(1), Delta) assert.Equal(t, tt.all, zlema.Length()) }) } }