bbgo_origin/pkg/indicator/rsi_test.go

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package indicator
import (
"encoding/json"
"testing"
"github.com/stretchr/testify/assert"
"github.com/c9s/bbgo/pkg/fixedpoint"
"github.com/c9s/bbgo/pkg/types"
)
func Test_calculateRSI(t *testing.T) {
// test case from https://school.stockcharts.com/doku.php?id=technical_indicators:relative_strength_index_rsi
buildKLines := func(prices []fixedpoint.Value) (kLines []types.KLine) {
for _, p := range prices {
kLines = append(kLines, types.KLine{High: p, Low: p, Close: p})
}
return kLines
}
var data = []byte(`[44.34, 44.09, 44.15, 43.61, 44.33, 44.83, 45.10, 45.42, 45.84, 46.08, 45.89, 46.03, 45.61, 46.28, 46.28, 46.00, 46.03, 46.41, 46.22, 45.64, 46.21, 46.25, 45.71, 46.45, 45.78, 45.35, 44.03, 44.18, 44.22, 44.57, 43.42, 42.66, 43.13]`)
var values []fixedpoint.Value
_ = json.Unmarshal(data, &values)
tests := []struct {
name string
kLines []types.KLine
window int
want types.Float64Slice
}{
{
name: "RSI",
kLines: buildKLines(values),
window: 14,
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want: types.Float64Slice{
70.46413502109704,
66.24961855355505,
66.48094183471265,
69.34685316290864,
66.29471265892624,
57.91502067008556,
62.88071830996241,
63.208788718287764,
56.01158478954758,
62.33992931089789,
54.67097137765515,
50.386815195114224,
40.01942379131357,
41.49263540422282,
41.902429678458105,
45.499497238680405,
37.32277831337995,
33.090482572723396,
37.78877198205783,
},
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},
}
for _, tt := range tests {
t.Run(tt.name, func(t *testing.T) {
rsi := RSI{IntervalWindow: types.IntervalWindow{Window: tt.window}}
rsi.calculateAndUpdate(tt.kLines)
assert.Equal(t, len(rsi.Values), len(tt.want))
for i, v := range rsi.Values {
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assert.InDelta(t, v, tt.want[i], Delta)
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}
})
}
}