bbgo_origin/pkg/indicator/tsi_test.go

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package indicator
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import (
"encoding/json"
"testing"
"github.com/c9s/bbgo/pkg/fixedpoint"
"github.com/stretchr/testify/assert"
)
/*
import pandas as pd
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])
ma1 = data.diff(1).ewm(span=25, adjust=False).mean()
ma2 = ma1.ewm(span=13, adjust=False).mean()
ma3 = data.diff(1).abs().ewm(span=25, adjust=False).mean()
ma4 = ma3.ewm(span=13, adjust=False).mean()
print(ma2/ma4*100.)
*/
func Test_TSI(t *testing.T) {
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)
}
tsi := TSI{}
klines := buildKLines(input)
for _, kline := range klines {
tsi.PushK(kline)
}
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assert.Equal(t, tsi.Length(), 29)
Delta := 1.5e-2
assert.InDelta(t, tsi.Last(0), 22.89, Delta)
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}