mirror of
https://github.com/c9s/bbgo.git
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58 lines
1.3 KiB
Go
58 lines
1.3 KiB
Go
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package indicator
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import (
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"encoding/json"
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"math"
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"testing"
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"github.com/stretchr/testify/assert"
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"github.com/c9s/bbgo/pkg/fixedpoint"
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"github.com/c9s/bbgo/pkg/types"
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)
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/*
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python:
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import pandas as pd
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s = pd.Series([0,1,2,3,4,5,6,7,8,9,0,1,2,3,4,5,6,7,8,9,0,1,2,3,4,5,6,7,8,9,0,1,2,3,4,5,6,7,8,9,0,1,2,3,4,5,6,7,8,9])
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slow = s.ewm(span=26, adjust=False).mean()
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fast = s.ewm(span=12, adjust=False).mean()
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print(fast - slow)
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*/
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func Test_MACD2(t *testing.T) {
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var randomPrices = []byte(`[0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 0, 1, 2, 3, 4, 5, 6, 7, 8, 9]`)
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var input []fixedpoint.Value
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err := json.Unmarshal(randomPrices, &input)
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assert.NoError(t, err)
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tests := []struct {
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name string
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kLines []types.KLine
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want float64
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}{
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{
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name: "random_case",
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kLines: buildKLines(input),
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want: 0.7967670223776384,
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},
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}
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for _, tt := range tests {
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t.Run(tt.name, func(t *testing.T) {
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prices := &PriceStream{}
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macd := MACD2(prices, 12, 26, 9)
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for _, k := range tt.kLines {
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prices.EmitUpdate(k.Close.Float64())
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}
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got := macd.Last(0)
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diff := math.Trunc((got-tt.want)*100) / 100
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if diff != 0 {
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t.Errorf("MACD2() = %v, want %v", got, tt.want)
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}
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})
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}
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}
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