bbgo_origin/pkg/indicator/volumeprofile_test.go

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package indicator
import (
"testing"
"time"
"github.com/c9s/bbgo/pkg/types"
"github.com/stretchr/testify/assert"
)
func Test_DelVolumeProfile(t *testing.T) {
vp := VolumeProfile{IntervalWindow: types.IntervalWindow{Window: 1, Interval: types.Interval1s}, Delta: 1.0}
vp.Update(1., 100., types.Time(time.Now()))
r, v := vp.PointOfControlAboveEqual(1.)
assert.Equal(t, r, 1.)
assert.Equal(t, v, 100.)
vp.Update(2., 100., types.Time(time.Now().Add(time.Second*10)))
r, v = vp.PointOfControlAboveEqual(1.)
assert.Equal(t, r, 2.)
assert.Equal(t, v, 100.)
r, v = vp.PointOfControlBelowEqual(1.)
assert.Equal(t, r, 0.)
assert.Equal(t, v, 0.)
r, v = vp.PointOfControlBelowEqual(2.)
assert.Equal(t, r, 2.)
assert.Equal(t, v, 100.)
}