bbgo_origin/pkg/indicator/macd_test.go

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package indicator
import (
"encoding/json"
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"math"
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"testing"
"github.com/c9s/bbgo/pkg/fixedpoint"
"github.com/c9s/bbgo/pkg/types"
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)
/*
python:
import pandas as pd
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])
slow = s.ewm(span=26, adjust=False).mean()
fast = s.ewm(span=12, adjust=False).mean()
print(fast - slow)
*/
func Test_calculateMACD(t *testing.T) {
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]`)
var input []fixedpoint.Value
if err := json.Unmarshal(randomPrices, &input); err != nil {
panic(err)
}
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tests := []struct {
name string
kLines []types.KLine
want float64
}{
{
name: "random_case",
kLines: buildKLines(input),
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want: 0.7967670223776384,
},
}
for _, tt := range tests {
t.Run(tt.name, func(t *testing.T) {
iw := types.IntervalWindow{Window: 9}
macd := MACD{IntervalWindow: iw, ShortPeriod: 12, LongPeriod: 26}
priceF := KLineClosePriceMapper
got := macd.calculateMACD(tt.kLines, priceF)
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diff := math.Trunc((got-tt.want)*100) / 100
if diff != 0 {
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t.Errorf("calculateMACD() = %v, want %v", got, tt.want)
}
})
}
}