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indicator/v2: rename volume profile indicator and fix tests

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c9s 2023-12-14 15:48:51 +08:00
parent 29301cbe7f
commit 4d84308b99
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2 changed files with 8 additions and 8 deletions
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8
pkg/indicator/v2/volume_profile.go
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@ -16,11 +16,11 @@ const DefaultValueAreaPercentage = 0.68
type VolumeProfileStream struct { type VolumeProfileStream struct {
*types.Float64Series *types.Float64Series
VP VolumeProfile VP VolumeProfileDetails
window int window int
} }
// VolumeProfile is a histogram of market price and volume. // VolumeProfileDetails is a histogram of market price and volume.
// Intent is to show the price points with most volume during a period. // Intent is to show the price points with most volume during a period.
// The profile gives key features such as: // The profile gives key features such as:
// //
@ -31,7 +31,7 @@ type VolumeProfileStream struct {
// Value area low (VAL) // Value area low (VAL)
// //
// Session High/Low // Session High/Low
type VolumeProfile struct { type VolumeProfileDetails struct {
// Bins is the histogram bins. // Bins is the histogram bins.
Bins []float64 Bins []float64
@ -65,7 +65,7 @@ type VolumeLevel struct {
Volume float64 Volume float64
} }
func NewVolumeProfile(source KLineSubscription, window int) *VolumeProfileStream { func VolumeProfile(source KLineSubscription, window int) *VolumeProfileStream {
prices := HLC3(source) prices := HLC3(source)
volumes := Volumes(source) volumes := Volumes(source)

8
pkg/indicator/v2/volume_profile_test.go
View File

@ -24,14 +24,14 @@ func TestVolumeProfile(t *testing.T) {
stream := &types.StandardStream{} stream := &types.StandardStream{}
kLines := KLines(stream, "", "") kLines := KLines(stream, "", "")
ind := NewVolumeProfile(kLines, 10) ind := VolumeProfile(kLines, 10)
for _, candle := range candles { for _, candle := range candles {
stream.EmitKLineClosed(candle) stream.EmitKLineClosed(candle)
} }
assert.InDelta(t, 36512.7, ind.VP.Low, 0.01, "VP.LOW") assert.InDelta(t, 36512.7, ind.VP.Low, 0.01, "VP.LOW")
assert.InDelta(t, 36512.7, ind.VP.VAL, 0.01, "VP.VAL") assert.InDelta(t, 36600.811, ind.VP.VAL, 0.01, "VP.VAL")
assert.InDelta(t, 36518.574, ind.VP.POC, 0.01, "VP.POC") assert.InDelta(t, 36612.559, ind.VP.POC, 0.01, "VP.POC")
assert.InDelta(t, 36530.322, ind.VP.VAH, 0.01, "VP.VAH") assert.InDelta(t, 36618.433, ind.VP.VAH, 0.01, "VP.VAH")
assert.InDelta(t, 36617.433, ind.VP.High, 0.01, "VP.HIGH") assert.InDelta(t, 36617.433, ind.VP.High, 0.01, "VP.HIGH")
} }