bbgo_origin/pkg/indicator/vidya_test.go

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package indicator
import (
"testing"
"github.com/c9s/bbgo/pkg/types"
"github.com/stretchr/testify/assert"
)
func Test_VIDYA(t *testing.T) {
vidya := &VIDYA{IntervalWindow: types.IntervalWindow{Window: 16}}
vidya.Update(1)
assert.Equal(t, vidya.Last(), 1.)
vidya.Update(2)
newV := 2./17.*2. + 1.*(1.-2./17.)
assert.Equal(t, vidya.Last(), newV)
vidya.Update(1)
assert.Equal(t, vidya.Last(), vidya.Index(1))
}