41 lines
968 B
Go
41 lines
968 B
Go
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"
|
|
)
|
|
|
|
func Test_Drift(t *testing.T) {
|
|
var randomPrices = []byte(`[1, 1, 2, 3, 4, 5, 6, 7, 8, 9, 4, 1, 2, 3, 4, 5, 6, 7, 8, 9, 4, 1, 2, 3, 4, 5, 6, 7, 8, 9, 1, 1, 2, 3, 4, 5, 6, 7, 8, 9, 4, 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
|
|
all int
|
|
}{
|
|
{
|
|
name: "random_case",
|
|
kLines: buildKLines(input),
|
|
all: 47,
|
|
},
|
|
}
|
|
|
|
for _, tt := range tests {
|
|
t.Run(tt.name, func(t *testing.T) {
|
|
drift := Drift{IntervalWindow: types.IntervalWindow{Window: 3}}
|
|
drift.CalculateAndUpdate(tt.kLines)
|
|
assert.Equal(t, drift.Length(), tt.all)
|
|
for _, v := range drift.Values {
|
|
assert.LessOrEqual(t, v, 1.0)
|
|
}
|
|
})
|
|
}
|
|
}
|