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()) }) } }