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35 lines
1001 B
Go
35 lines
1001 B
Go
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package indicator
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import (
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"testing"
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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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// data from https://school.stockcharts.com/doku.php?id=technical_indicators:ease_of_movement_emv
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func Test_EMV(t *testing.T) {
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var Delta = 0.01
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emv := &EMV{
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EMVScale: 100000000,
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IntervalWindow: types.IntervalWindow{Window: 14},
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}
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emv.Update(63.74, 62.63, 32178836)
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emv.Update(64.51, 63.85, 36461672)
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assert.InDelta(t, 1.8, emv.Values.Cache.Last(), Delta)
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emv.Update(64.57, 63.81, 51372680)
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emv.Update(64.31, 62.62, 42476356)
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emv.Update(63.43, 62.73, 29504176)
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emv.Update(62.85, 61.95, 33098600)
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emv.Update(62.70, 62.06, 30577960)
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emv.Update(63.18, 62.69, 35693928)
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emv.Update(62.47, 61.54, 49768136)
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emv.Update(64.16, 63.21, 44759968)
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emv.Update(64.38, 63.87, 33425504)
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emv.Update(64.89, 64.29, 15895085)
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emv.Update(65.25, 64.48, 37015388)
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emv.Update(64.69, 63.65, 40672116)
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emv.Update(64.26, 63.68, 35627200)
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assert.InDelta(t, -0.03, emv.Last(), Delta)
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}
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