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48 lines
1.1 KiB
Go
48 lines
1.1 KiB
Go
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package indicator
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import (
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"encoding/json"
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"testing"
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"github.com/c9s/bbgo/pkg/fixedpoint"
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"github.com/c9s/bbgo/pkg/types"
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"github.com/stretchr/testify/assert"
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)
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func Test_WDrift(t *testing.T) {
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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]`)
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var input []fixedpoint.Value
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if err := json.Unmarshal(randomPrices, &input); err != nil {
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panic(err)
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}
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buildKLines := func(prices []fixedpoint.Value) (klines []types.KLine) {
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for _, p := range prices {
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klines = append(klines, types.KLine{Close: p, Volume: fixedpoint.One})
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}
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return klines
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}
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tests := []struct {
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name string
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kLines []types.KLine
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all int
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}{
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{
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name: "random_case",
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kLines: buildKLines(input),
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all: 47,
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},
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}
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for _, tt := range tests {
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t.Run(tt.name, func(t *testing.T) {
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drift := WeightedDrift{IntervalWindow: types.IntervalWindow{Window: 3}}
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drift.CalculateAndUpdate(tt.kLines)
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assert.Equal(t, drift.Length(), tt.all)
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for _, v := range drift.Values {
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assert.LessOrEqual(t, v, 1.0)
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}
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})
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}
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}
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