bbgo_origin/pkg/indicator/obv_test.go

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package indicator
import (
"encoding/json"
"testing"
"github.com/stretchr/testify/assert"
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"github.com/c9s/bbgo/pkg/datatype/floats"
"github.com/c9s/bbgo/pkg/fixedpoint"
"github.com/c9s/bbgo/pkg/types"
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)
const Delta = 1e-9
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func Test_calculateOBV(t *testing.T) {
buildKLines := func(prices, volumes []fixedpoint.Value) (kLines []types.KLine) {
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for i, p := range prices {
kLines = append(kLines, types.KLine{High: p, Low: p, Close: p, Volume: volumes[i]})
}
return kLines
}
var easy1 = []byte(`[3, 2, 1, 4]`)
var easy2 = []byte(`[3, 2, 2, 6]`)
var input1 []fixedpoint.Value
var input2 []fixedpoint.Value
_ = json.Unmarshal(easy1, &input1)
_ = json.Unmarshal(easy2, &input2)
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tests := []struct {
name string
kLines []types.KLine
window int
want floats.Slice
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}{
{
name: "trivial_case",
kLines: buildKLines(
[]fixedpoint.Value{fixedpoint.Zero}, []fixedpoint.Value{fixedpoint.One},
),
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window: 0,
want: floats.Slice{1.0},
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},
{
name: "easy_case",
kLines: buildKLines(input1, input2),
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window: 0,
want: floats.Slice{3, 1, -1, 5},
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},
}
for _, tt := range tests {
t.Run(tt.name, func(t *testing.T) {
obv := OBV{IntervalWindow: types.IntervalWindow{Window: tt.window}}
obv.CalculateAndUpdate(tt.kLines)
assert.Equal(t, len(obv.Values), len(tt.want))
for i, v := range obv.Values {
assert.InDelta(t, v, tt.want[i], Delta)
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}
})
}
}