bbgo_origin/pkg/indicator/sma_test.go

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package indicator
import (
"encoding/json"
"testing"
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"github.com/stretchr/testify/assert"
"github.com/c9s/bbgo/pkg/fixedpoint"
"github.com/c9s/bbgo/pkg/types"
)
/*
python:
import pandas as pd
import pandas_ta as ta
data = pd.Series([0,1,2,3,4,5,6,7,8,9,0,1,2,3,4,5,6,7,8,9,0,1,2,3,4,5,6,7,8,9,0])
size = 5
result = ta.sma(data, size)
print(result)
*/
func Test_SMA(t *testing.T) {
Delta := 0.001
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
want float64
next float64
update float64
updateResult float64
all int
}{
{
name: "test",
kLines: buildKLines(input),
want: 7.0,
next: 6.0,
update: 0,
updateResult: 6.0,
all: 27,
},
}
for _, tt := range tests {
t.Run(tt.name, func(t *testing.T) {
sma := SMA{
IntervalWindow: types.IntervalWindow{Window: 5},
}
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for _, k := range tt.kLines {
sma.PushK(k)
}
assert.InDelta(t, tt.want, sma.Last(0), Delta)
assert.InDelta(t, tt.next, sma.Index(1), Delta)
sma.Update(tt.update)
assert.InDelta(t, tt.updateResult, sma.Last(0), Delta)
assert.Equal(t, tt.all, sma.Length())
})
}
}