bbgo/pkg/indicator/gma_test.go

62 lines
1.6 KiB
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"
)
/*
python:
import pandas as pd
from scipy.stats.mstats import gmean
data = pd.Series([1.1,1.2,1.3,1.4,1.5,1.6,1.7,1.8,1.9,1.1,1.2,1.3,1.4,1.5,1.6,1.7,1.8,1.9,1.1,1.2,1.3,1.4,1.5,1.6,1.7,1.8,1.9])
gmean(data[-5:])
gmean(data[-6:-1])
gmean(pd.concat(data[-4:], pd.Series([1.3])))
*/
func Test_GMA(t *testing.T) {
var randomPrices = []byte(`[1.1, 1.2, 1.3, 1.4, 1.5, 1.6, 1.7, 1.8, 1.9, 1.1, 1.2, 1.3, 1.4, 1.5, 1.6, 1.7, 1.8, 1.9, 1.1, 1.2, 1.3, 1.4, 1.5, 1.6, 1.7, 1.8, 1.9]`)
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
update float64
updateResult float64
all int
}{
{
name: "test",
kLines: buildKLines(input),
want: 1.6940930229200213,
next: 1.5937204331251167,
update: 1.3,
updateResult: 1.6462950504034335,
all: 24,
},
}
for _, tt := range tests {
t.Run(tt.name, func(t *testing.T) {
gma := GMA{IntervalWindow: types.IntervalWindow{Window: 5}}
for _, k := range tt.kLines {
gma.PushK(k)
}
assert.InDelta(t, tt.want, gma.Last(0), Delta)
assert.InDelta(t, tt.next, gma.Index(1), Delta)
gma.Update(tt.update)
assert.InDelta(t, tt.updateResult, gma.Last(0), Delta)
assert.Equal(t, tt.all, gma.Length())
})
}
}