bbgo_origin/pkg/indicator/v2_rsi_test.go

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2023-05-31 08:30:04 +00:00
package indicator
import (
"encoding/json"
"testing"
"github.com/stretchr/testify/assert"
"github.com/c9s/bbgo/pkg/datatype/floats"
)
func Test_RSI2(t *testing.T) {
// test case from https://school.stockcharts.com/doku.php?id=technical_indicators:relative_strength_index_rsi
var data = []byte(`[44.34, 44.09, 44.15, 43.61, 44.33, 44.83, 45.10, 45.42, 45.84, 46.08, 45.89, 46.03, 45.61, 46.28, 46.28, 46.00, 46.03, 46.41, 46.22, 45.64, 46.21, 46.25, 45.71, 46.45, 45.78, 45.35, 44.03, 44.18, 44.22, 44.57, 43.42, 42.66, 43.13]`)
var values []float64
err := json.Unmarshal(data, &values)
assert.NoError(t, err)
tests := []struct {
name string
values []float64
window int
want floats.Slice
}{
{
name: "RSI",
values: values,
window: 14,
want: floats.Slice{
100.000000,
99.439336,
99.440090,
98.251826,
98.279242,
98.297781,
98.307626,
98.319149,
98.334036,
98.342426,
97.951933,
97.957908,
97.108036,
97.147514,
70.464135,
70.020964,
69.831224,
80.567686,
73.333333,
59.806295,
62.528217,
60.000000,
48.477752,
53.878407,
48.952381,
43.862816,
37.732919,
32.263514,
32.718121,
38.142620,
31.748252,
25.099602,
30.217670,
},
},
}
for _, tt := range tests {
t.Run(tt.name, func(t *testing.T) {
// RSI2()
prices := &PriceStream{}
rsi := RSI2(prices, tt.window)
t.Logf("data length: %d", len(tt.values))
for _, price := range tt.values {
prices.PushAndEmit(price)
}
assert.Equal(t, floats.Slice(tt.values), prices.slice)
if assert.Equal(t, len(tt.want), len(rsi.slice)) {
for i, v := range tt.want {
assert.InDelta(t, v, rsi.slice[i], 0.000001, "Expected rsi.slice[%d] to be %v, but got %v", i, v, rsi.slice[i])
}
}
})
}
}