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]) size = 5 result = ta.ssf(data, size, 2) print(result) result = ta.ssf(data, size, 3) print(result) */ func Test_SSF(t *testing.T) { var Delta = 0.00001 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 poles int want float64 next float64 all int }{ { name: "pole2", kLines: buildKLines(input), poles: 2, want: 8.721776, next: 7.723223, all: 30, }, { name: "pole3", kLines: buildKLines(input), poles: 3, want: 8.687588, next: 7.668013, all: 30, }, } for _, tt := range tests { t.Run(tt.name, func(t *testing.T) { ssf := SSF{ IntervalWindow: types.IntervalWindow{Window: 5}, Poles: tt.poles, } ssf.CalculateAndUpdate(tt.kLines) assert.InDelta(t, tt.want, ssf.Last(0), Delta) assert.InDelta(t, tt.next, ssf.Index(1), Delta) assert.Equal(t, tt.all, ssf.Length()) }) } }