mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-10 09:11:55 +00:00
fix unmarshal behavior to gain more precision
This commit is contained in:
parent
abc1d535d8
commit
9978a3cf90
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@ -1,7 +1,6 @@
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package accounting
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import (
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"fmt"
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"math"
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"sort"
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"strconv"
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@ -16,19 +15,15 @@ func zero(a float64) bool {
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return int(math.Round(a*1e8)) == 0
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}
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func round(a float64) float64 {
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return math.Round(a*1e8) / 1e8
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}
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type Stock types.Trade
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func (stock *Stock) String() string {
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return fmt.Sprintf("%f (%f)", stock.Price, stock.Quantity)
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return stock.Price.String() + " (" + stock.Quantity.String() + ")"
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}
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func (stock *Stock) Consume(quantity fixedpoint.Value) fixedpoint.Value {
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q := fixedpoint.Min(stock.Quantity, quantity)
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stock.Quantity = stock.Quantity.Sub(q).Round(0, fixedpoint.Down)
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stock.Quantity = stock.Quantity.Sub(q)
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return q
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}
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@ -41,7 +36,7 @@ func (slice StockSlice) QuantityBelowPrice(price fixedpoint.Value) (quantity fix
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}
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}
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return quantity.Round(0, fixedpoint.Down)
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return quantity
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}
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func (slice StockSlice) Quantity() (total fixedpoint.Value) {
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@ -49,7 +44,7 @@ func (slice StockSlice) Quantity() (total fixedpoint.Value) {
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total = total.Add(stock.Quantity)
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}
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return total.Round(0, fixedpoint.Down)
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return total
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}
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type StockDistribution struct {
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@ -77,10 +72,7 @@ func (m *StockDistribution) DistributionStats(level int) *DistributionStats {
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for _, stock := range m.Stocks {
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n := math.Ceil(math.Log10(stock.Price.Float64()))
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digits := int(n - math.Max(float64(level), 1.0))
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// TODO: use Round function in fixedpoint
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div := math.Pow10(digits)
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priceLevel := math.Floor(stock.Price.Float64()/div) * div
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key := strconv.FormatFloat(priceLevel, 'f', 2, 64)
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key := stock.Price.Round(-digits, fixedpoint.Down).FormatString(2)
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d.TotalQuantity = d.TotalQuantity.Add(stock.Quantity)
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d.Stocks[key] = append(d.Stocks[key], stock)
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@ -98,8 +90,6 @@ func (m *StockDistribution) DistributionStats(level int) *DistributionStats {
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d.PriceLevels = append(d.PriceLevels, strconv.FormatFloat(price, 'f', 2, 64))
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}
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sort.Float64s(priceLevels)
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return &d
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}
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@ -8,6 +8,7 @@ import (
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"github.com/stretchr/testify/assert"
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"github.com/c9s/bbgo/pkg/types"
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"github.com/c9s/bbgo/pkg/fixedpoint"
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)
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func TestStockManager(t *testing.T) {
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@ -28,7 +29,7 @@ func TestStockManager(t *testing.T) {
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_, err = stockManager.AddTrades(trades)
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assert.NoError(t, err)
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assert.Equal(t, 0.72970242, stockManager.Stocks.Quantity())
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assert.Equal(t, "0.72970242", stockManager.Stocks.Quantity().String())
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assert.NotEmpty(t, stockManager.Stocks)
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assert.Equal(t, 20, len(stockManager.Stocks))
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assert.Equal(t, 0, len(stockManager.PendingSells))
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@ -37,9 +38,9 @@ func TestStockManager(t *testing.T) {
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t.Run("stock", func(t *testing.T) {
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var trades = []types.Trade{
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{Symbol: "BTCUSDT", Price: 9100.0, Quantity: 0.05, IsBuyer: true},
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{Symbol: "BTCUSDT", Price: 9100.0, Quantity: 0.05, IsBuyer: true},
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{Symbol: "BTCUSDT", Price: 9200.0, Quantity: 0.01, IsBuyer: false},
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{Symbol: "BTCUSDT", Price: fixedpoint.MustNewFromString("9100.0"), Quantity: fixedpoint.MustNewFromString("0.05"), IsBuyer: true},
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{Symbol: "BTCUSDT", Price: fixedpoint.MustNewFromString("9100.0"), Quantity: fixedpoint.MustNewFromString("0.05"), IsBuyer: true},
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{Symbol: "BTCUSDT", Price: fixedpoint.MustNewFromString("9200.0"), Quantity: fixedpoint.MustNewFromString("0.01"), IsBuyer: false},
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}
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var stockManager = &StockDistribution{
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@ -53,14 +54,14 @@ func TestStockManager(t *testing.T) {
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assert.Equal(t, StockSlice{
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{
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Symbol: "BTCUSDT",
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Price: 9100.0,
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Quantity: 0.05,
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Price: fixedpoint.MustNewFromString("9100.0"),
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Quantity: fixedpoint.MustNewFromString("0.05"),
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IsBuyer: true,
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},
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{
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Symbol: "BTCUSDT",
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Price: 9100.0,
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Quantity: 0.04,
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Price: fixedpoint.MustNewFromString("9100.0"),
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Quantity: fixedpoint.MustNewFromString("0.04"),
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IsBuyer: true,
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},
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}, stockManager.Stocks)
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@ -69,10 +70,10 @@ func TestStockManager(t *testing.T) {
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t.Run("sold out", func(t *testing.T) {
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var trades = []types.Trade{
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{Symbol: "BTCUSDT", Price: 9100.0, Quantity: 0.05, IsBuyer: true},
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{Symbol: "BTCUSDT", Price: 9200.0, Quantity: 0.05, IsBuyer: false},
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{Symbol: "BTCUSDT", Price: 9100.0, Quantity: 0.05, IsBuyer: true},
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{Symbol: "BTCUSDT", Price: 9200.0, Quantity: 0.05, IsBuyer: false},
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{Symbol: "BTCUSDT", Price: fixedpoint.MustNewFromString("9100.0"), Quantity: fixedpoint.MustNewFromString("0.05"), IsBuyer: true},
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{Symbol: "BTCUSDT", Price: fixedpoint.MustNewFromString("9200.0"), Quantity: fixedpoint.MustNewFromString("0.05"), IsBuyer: false},
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{Symbol: "BTCUSDT", Price: fixedpoint.MustNewFromString("9100.0"), Quantity: fixedpoint.MustNewFromString("0.05"), IsBuyer: true},
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{Symbol: "BTCUSDT", Price: fixedpoint.MustNewFromString("9200.0"), Quantity: fixedpoint.MustNewFromString("0.05"), IsBuyer: false},
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}
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var stockManager = &StockDistribution{
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@ -88,9 +89,9 @@ func TestStockManager(t *testing.T) {
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t.Run("oversell", func(t *testing.T) {
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var trades = []types.Trade{
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{Symbol: "BTCUSDT", Price: 9100.0, Quantity: 0.05, IsBuyer: true},
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{Symbol: "BTCUSDT", Price: 9200.0, Quantity: 0.05, IsBuyer: false},
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{Symbol: "BTCUSDT", Price: 9200.0, Quantity: 0.05, IsBuyer: false},
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{Symbol: "BTCUSDT", Price: fixedpoint.MustNewFromString("9100.0"), Quantity: fixedpoint.MustNewFromString("0.05"), IsBuyer: true},
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{Symbol: "BTCUSDT", Price: fixedpoint.MustNewFromString("9200.0"), Quantity: fixedpoint.MustNewFromString("0.05"), IsBuyer: false},
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{Symbol: "BTCUSDT", Price: fixedpoint.MustNewFromString("9200.0"), Quantity: fixedpoint.MustNewFromString("0.05"), IsBuyer: false},
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}
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var stockManager = &StockDistribution{
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@ -106,9 +107,9 @@ func TestStockManager(t *testing.T) {
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t.Run("loss sell", func(t *testing.T) {
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var trades = []types.Trade{
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{Symbol: "BTCUSDT", Price: 9100.0, Quantity: 0.05, IsBuyer: true},
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{Symbol: "BTCUSDT", Price: 9200.0, Quantity: 0.02, IsBuyer: false},
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{Symbol: "BTCUSDT", Price: 8000.0, Quantity: 0.01, IsBuyer: false},
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{Symbol: "BTCUSDT", Price: fixedpoint.MustNewFromString("9100.0"), Quantity: fixedpoint.MustNewFromString("0.05"), IsBuyer: true},
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{Symbol: "BTCUSDT", Price: fixedpoint.MustNewFromString("9200.0"), Quantity: fixedpoint.MustNewFromString("0.02"), IsBuyer: false},
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{Symbol: "BTCUSDT", Price: fixedpoint.MustNewFromString("8000.0"), Quantity: fixedpoint.MustNewFromString("0.01"), IsBuyer: false},
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}
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var stockManager = &StockDistribution{
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@ -122,8 +123,8 @@ func TestStockManager(t *testing.T) {
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assert.Equal(t, StockSlice{
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{
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Symbol: "BTCUSDT",
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Price: 9100.0,
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Quantity: 0.02,
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Price: fixedpoint.MustNewFromString("9100.0"),
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Quantity: fixedpoint.MustNewFromString("0.02"),
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IsBuyer: true,
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},
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}, stockManager.Stocks)
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@ -132,8 +133,8 @@ func TestStockManager(t *testing.T) {
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t.Run("pending sell 1", func(t *testing.T) {
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var trades = []types.Trade{
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{Symbol: "BTCUSDT", Price: 9200.0, Quantity: 0.02},
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{Symbol: "BTCUSDT", Price: 9100.0, Quantity: 0.05, IsBuyer: true},
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{Symbol: "BTCUSDT", Price: fixedpoint.MustNewFromString("9200.0"), Quantity: fixedpoint.MustNewFromString("0.02")},
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{Symbol: "BTCUSDT", Price: fixedpoint.MustNewFromString("9100.0"), Quantity: fixedpoint.MustNewFromString("0.05"), IsBuyer: true},
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}
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var stockManager = &StockDistribution{
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@ -147,8 +148,8 @@ func TestStockManager(t *testing.T) {
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assert.Equal(t, StockSlice{
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{
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Symbol: "BTCUSDT",
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Price: 9100.0,
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Quantity: 0.03,
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Price: fixedpoint.MustNewFromString("9100.0"),
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Quantity: fixedpoint.MustNewFromString("0.03"),
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IsBuyer: true,
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},
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}, stockManager.Stocks)
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@ -157,8 +158,8 @@ func TestStockManager(t *testing.T) {
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t.Run("pending sell 2", func(t *testing.T) {
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var trades = []types.Trade{
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{Symbol: "BTCUSDT", Price: 9200.0, Quantity: 0.1},
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{Symbol: "BTCUSDT", Price: 9100.0, Quantity: 0.05, IsBuyer: true},
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{Symbol: "BTCUSDT", Price: fixedpoint.MustNewFromString("9200.0"), Quantity: fixedpoint.MustNewFromString("0.1")},
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{Symbol: "BTCUSDT", Price: fixedpoint.MustNewFromString("9100.0"), Quantity: fixedpoint.MustNewFromString("0.05"), IsBuyer: true},
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}
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var stockManager = &StockDistribution{
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@ -173,8 +174,8 @@ func TestStockManager(t *testing.T) {
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assert.Equal(t, StockSlice{
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{
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Symbol: "BTCUSDT",
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Price: 9200.0,
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Quantity: 0.05,
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Price: fixedpoint.MustNewFromString("9200.0"),
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Quantity: fixedpoint.MustNewFromString("0.05"),
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IsBuyer: false,
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},
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}, stockManager.PendingSells)
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@ -7,7 +7,6 @@ import (
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"strconv"
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"strings"
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"database/sql/driver"
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"encoding/json"
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"fmt"
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"errors"
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)
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@ -1001,29 +1000,10 @@ func (v Value) MarshalJSON() ([]byte, error) {
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}
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func (v *Value) UnmarshalJSON(data []byte) error {
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var a interface{}
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err := json.Unmarshal(data, &a)
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if err != nil {
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var err error
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if *v, err = NewFromBytes(data); err != nil {
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return err
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}
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switch d := a.(type) {
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case float64:
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*v = NewFromFloat(d)
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case float32:
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*v = NewFromFloat(float64(d))
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case int:
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*v = NewFromInt(int64(d))
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case int64:
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*v = NewFromInt(d)
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case string:
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v2, err := NewFromString(d)
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if err != nil {
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return err
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}
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*v = v2;
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default:
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return fmt.Errorf("unsupported type :%T %v", d, d)
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}
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return nil
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}
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@ -70,6 +70,22 @@ func TestNew(t *testing.T) {
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assert.Equal(t, "0.10%", f.FormatPercentage(2))
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}
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func TestRound(t *testing.T) {
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f := NewFromFloat(1.2345)
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f = f.Round(0, Down)
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assert.Equal(t, "1", f.String())
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w := NewFromFloat(1.2345)
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w = w.Trunc()
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assert.Equal(t, "1", w.String())
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s := NewFromFloat(1.2345)
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assert.Equal(t, "1.23", s.Round(2, Down).String())
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}
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func TestFromString(t *testing.T) {
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f := MustNewFromString("0.004075")
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assert.Equal(t, "0.004075", f.String())
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}
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// Not used
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/*func TestParse(t *testing.T) {
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type args struct {
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@ -3,15 +3,17 @@ package indicator
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import (
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"math"
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"testing"
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"encoding/json"
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"github.com/c9s/bbgo/pkg/types"
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"github.com/c9s/bbgo/pkg/fixedpoint"
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)
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// generated from:
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// 2020/12/05 10:25
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// curl -s 'https://www.binance.com/api/v3/klines?symbol=ETHUSDT&interval=5m&endTime=1607135400000&limit=1000' | jq '. | map({ closePrice: (.[4] | tonumber), openTime: .[0] })'
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// curl -s 'https://www.binance.com/api/v3/klines?symbol=ETHUSDT&interval=5m&endTime=1607135400000&limit=1000' | jq '. | map(.[4] | tonumber)'
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var ethusdt5m = []float64{
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var ethusdt5m = []byte(`[
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614.36,
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613.62,
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611.68,
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@ -1011,10 +1013,10 @@ var ethusdt5m = []float64{
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572.85,
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572.21,
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572.63,
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572.74,
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}
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572.74
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]`)
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func buildKLines(prices []float64) (klines []types.KLine) {
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func buildKLines(prices []fixedpoint.Value) (klines []types.KLine) {
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for _, p := range prices {
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klines = append(klines, types.KLine{Close: p})
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}
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@ -1028,6 +1030,10 @@ func Test_calculateEWMA(t *testing.T) {
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priceF KLinePriceMapper
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window int
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}
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var input []fixedpoint.Value;
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if err := json.Unmarshal(ethusdt5m, &input); err != nil {
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panic(err)
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}
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tests := []struct {
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name string
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args args
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@ -1036,7 +1042,7 @@ func Test_calculateEWMA(t *testing.T) {
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{
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name: "ETHUSDT EMA 7",
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args: args{
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allKLines: buildKLines(ethusdt5m),
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allKLines: buildKLines(input),
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priceF: KLineClosePriceMapper,
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window: 7,
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},
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@ -1045,7 +1051,7 @@ func Test_calculateEWMA(t *testing.T) {
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{
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name: "ETHUSDT EMA 25",
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args: args{
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allKLines: buildKLines(ethusdt5m),
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allKLines: buildKLines(input),
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priceF: KLineClosePriceMapper,
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window: 25,
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},
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@ -1054,7 +1060,7 @@ func Test_calculateEWMA(t *testing.T) {
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{
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name: "ETHUSDT EMA 99",
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args: args{
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allKLines: buildKLines(ethusdt5m),
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allKLines: buildKLines(input),
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priceF: KLineClosePriceMapper,
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window: 99,
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},
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|
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@ -3,8 +3,10 @@ package indicator
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import (
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"math"
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"testing"
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"encoding/json"
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"github.com/c9s/bbgo/pkg/types"
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"github.com/c9s/bbgo/pkg/fixedpoint"
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)
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/*
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@ -18,7 +20,11 @@ print(fast - slow)
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*/
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func Test_calculateMACD(t *testing.T) {
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var randomPrices = []float64{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 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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if err := json.Unmarshal(randomPrices, &input); err != nil {
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panic(err)
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}
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tests := []struct {
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name string
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kLines []types.KLine
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|
@ -26,7 +32,7 @@ func Test_calculateMACD(t *testing.T) {
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}{
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{
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name: "random_case",
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kLines: buildKLines(randomPrices),
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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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|
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@ -32,14 +32,11 @@ func (inc *OBV) update(kLine types.KLine, priceF KLinePriceMapper) {
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return
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}
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var sign float64 = 0.0
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if volume > inc.PrePrice {
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sign = 1.0
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} else if volume < inc.PrePrice {
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sign = -1.0
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if volume < inc.PrePrice {
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inc.Values.Push(inc.Last() - volume)
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} else {
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inc.Values.Push(inc.Last() + volume)
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}
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obv := inc.Last() + sign*volume
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inc.Values.Push(obv)
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}
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func (inc *OBV) Last() float64 {
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|
|
|
@ -1,19 +1,30 @@
|
|||
package indicator
|
||||
|
||||
import (
|
||||
"reflect"
|
||||
"testing"
|
||||
"encoding/json"
|
||||
|
||||
"github.com/stretchr/testify/assert"
|
||||
|
||||
"github.com/c9s/bbgo/pkg/types"
|
||||
"github.com/c9s/bbgo/pkg/fixedpoint"
|
||||
)
|
||||
|
||||
const Delta = 1e-9
|
||||
|
||||
func Test_calculateOBV(t *testing.T) {
|
||||
buildKLines := func(prices, volumes []float64) (kLines []types.KLine) {
|
||||
buildKLines := func(prices, volumes []fixedpoint.Value) (kLines []types.KLine) {
|
||||
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)
|
||||
|
||||
tests := []struct {
|
||||
name string
|
||||
|
@ -23,13 +34,15 @@ func Test_calculateOBV(t *testing.T) {
|
|||
}{
|
||||
{
|
||||
name: "trivial_case",
|
||||
kLines: buildKLines([]float64{0}, []float64{1}),
|
||||
kLines: buildKLines(
|
||||
[]fixedpoint.Value{fixedpoint.Zero}, []fixedpoint.Value{fixedpoint.One},
|
||||
),
|
||||
window: 0,
|
||||
want: types.Float64Slice{1.0},
|
||||
},
|
||||
{
|
||||
name: "easy_case",
|
||||
kLines: buildKLines([]float64{3, 2, 1, 4}, []float64{3, 2, 2, 6}),
|
||||
kLines: buildKLines(input1, input2),
|
||||
window: 0,
|
||||
want: types.Float64Slice{3, 1, -1, 5},
|
||||
},
|
||||
|
@ -39,8 +52,9 @@ func Test_calculateOBV(t *testing.T) {
|
|||
t.Run(tt.name, func(t *testing.T) {
|
||||
obv := OBV{IntervalWindow: types.IntervalWindow{Window: tt.window}}
|
||||
obv.calculateAndUpdate(tt.kLines)
|
||||
if !reflect.DeepEqual(obv.Values, tt.want) {
|
||||
t.Errorf("calculateAndUpdate() = %v, want %v", obv.Values, tt.want)
|
||||
assert.Equal(t, len(obv.Values), len(tt.want))
|
||||
for i, v := range(obv.Values) {
|
||||
assert.InDelta(t, v, tt.want[i], Delta)
|
||||
}
|
||||
})
|
||||
}
|
||||
|
|
|
@ -4,8 +4,10 @@ import (
|
|||
"math"
|
||||
"testing"
|
||||
"time"
|
||||
"encoding/json"
|
||||
|
||||
"github.com/c9s/bbgo/pkg/types"
|
||||
"github.com/c9s/bbgo/pkg/fixedpoint"
|
||||
)
|
||||
|
||||
/*
|
||||
|
@ -18,17 +20,22 @@ df = pd.DataFrame(klines, columns=['open', 'high', 'low', 'close', 'volume'])
|
|||
print(df.ta.stoch(df['high'], df['low'], df['close'], k=14, d=3, smooth_k=1))
|
||||
*/
|
||||
func TestSTOCH_update(t *testing.T) {
|
||||
open := []float64{8273.0, 8280.0, 8280.0, 8275.0, 8281.0, 8277.0, 8279.0, 8280.0, 8284.0, 8286.0, 8283.0, 8283.0, 8284.0, 8286.0, 8285.0, 8287.0, 8289.0, 8282.0, 8286.0, 8279.0, 8275.0, 8276.0, 8276.0, 8281.0, 8269.0, 8256.0, 8258.0, 8252.0, 8241.0, 8232.0, 8218.0, 8221.0, 8216.0, 8210.0, 8212.0, 8201.0, 8197.0, 8200.0, 8193.0, 8181.0, 8185.0, 8190.0, 8184.0, 8185.0, 8163.0, 8153.0, 8162.0, 8165.0, 8162.0, 8157.0, 8159.0, 8141.0, 8140.0, 8141.0, 8130.0, 8144.0, 8141.0, 8148.0, 8145.0, 8134.0, 8123.0, 8127.0, 8130.0, 8125.0, 8122.0, 8105.0, 8096.0, 8103.0, 8102.0, 8110.0, 8104.0, 8109.0, 8103.0, 8111.0, 8112.0, 8109.0, 8092.0, 8100.0, 8101.0, 8100.0, 8096.0, 8095.0, 8094.0, 8101.0, 8095.0, 8069.0, 8067.0, 8070.0, 8069.0, 8066.0, 8047.0, 8046.0, 8042.0, 8039.0, 8049.0, 8055.0, 8063.0, 8061.0, 8056.0, 8057.0, 8056.0, 8057.0, 8057.0, 8054.0, 8056.0, 8056.0, 8065.0, 8065.0, 8070.0, 8065.0, 8064.0, 8063.0, 8060.0, 8065.0, 8068.0, 8068.0, 8069.0, 8073.0, 8073.0, 8084.0, 8084.0, 8076.0, 8074.0, 8074.0, 8074.0, 8078.0, 8080.0, 8082.0, 8085.0, 8083.0, 8087.0, 8087.0, 8083.0, 8083.0, 8082.0, 8074.0, 8074.0, 8071.0, 8071.0, 8072.0, 8075.0, 8075.0, 8076.0, 8073.0, 8071.0, 8070.0, 8075.0, 8078.0, 8077.0, 8075.0, 8073.0, 8079.0, 8084.0, 8082.0, 8085.0, 8085.0, 8085.0, 8101.0, 8106.0, 8113.0, 8109.0, 8104.0, 8105.0, 8105.0, 8107.0, 8106.0, 8104.0, 8106.0, 8106.0, 8110.0, 8107.0, 8110.0, 8111.0, 8104.0, 8098.0, 8098.0, 8098.0, 8098.0, 8094.0, 8097.0, 8096.0, 8099.0, 8098.0, 8099.0, 8098.0, 8095.0, 8096.0, 8086.0, 8088.0, 8093.0, 8092.0, 8096.0, 8100.0, 8104.0, 8104.0, 8108.0, 8107.0, 8103.0, 8104.0, 8110.0, 8105.0, 8102.0, 8104.0, 8096.0, 8099.0, 8103.0, 8102.0, 8108.0, 8107.0, 8107.0, 8104.0, 8095.0, 8091.0, 8092.0, 8090.0, 8093.0, 8093.0, 8094.0, 8095.0, 8096.0, 8088.0, 8090.0, 8079.0, 8077.0, 8079.0, 8081.0, 8083.0, 8084.0, 8084.0, 8087.0, 8091.0, 8089.0, 8089.0, 8091.0, 8087.0, 8093.0, 8090.0, 8090.0, 8095.0, 8093.0, 8088.0, 8087.0, 8090.0, 8089.0, 8087.0, 8084.0, 8087.0, 8084.0, 8080.0, 8078.0, 8077.0, 8077.0, 8076.0, 8072.0, 8072.0, 8075.0, 8076.0, 8074.0, 8077.0, 8081.0, 8080.0, 8076.0, 8075.0, 8077.0, 8080.0, 8077.0, 8076.0, 8076.0, 8070.0, 8071.0, 8070.0, 8073.0, 8069.0, 8069.0, 8068.0, 8072.0, 8078.0, 8077.0, 8079.0, 8081.0, 8076.0, 8076.0, 8077.0, 8077.0, 8078.0, 8075.0, 8066.0, 8064.0, 8064.0, 8062.0, 8062.0, 8065.0, 8062.0, 8063.0, 8074.0, 8070.0, 8069.0, 8068.0, 8074.0, 8075.0}
|
||||
high := []float64{8279.0, 8282.0, 8280.0, 8280.0, 8284.0, 8284.0, 8280.0, 8282.0, 8284.0, 8289.0, 8288.0, 8285.0, 8284.0, 8287.0, 8286.0, 8294.0, 8290.0, 8292.0, 8289.0, 8288.0, 8278.0, 8279.0, 8279.0, 8284.0, 8282.0, 8270.0, 8261.0, 8260.0, 8252.0, 8244.0, 8233.0, 8227.0, 8222.0, 8217.0, 8217.0, 8211.0, 8202.0, 8203.0, 8203.0, 8196.0, 8186.0, 8193.0, 8194.0, 8187.0, 8185.0, 8168.0, 8165.0, 8169.0, 8166.0, 8163.0, 8162.0, 8159.0, 8143.0, 8148.0, 8143.0, 8146.0, 8152.0, 8149.0, 8152.0, 8147.0, 8138.0, 8128.0, 8134.0, 8131.0, 8133.0, 8123.0, 8106.0, 8105.0, 8104.0, 8113.0, 8112.0, 8112.0, 8111.0, 8114.0, 8115.0, 8114.0, 8110.0, 8101.0, 8107.0, 8103.0, 8100.0, 8101.0, 8100.0, 8102.0, 8101.0, 8100.0, 8070.0, 8076.0, 8072.0, 8072.0, 8069.0, 8050.0, 8048.0, 8044.0, 8049.0, 8055.0, 8063.0, 8070.0, 8067.0, 8061.0, 8059.0, 8060.0, 8063.0, 8058.0, 8061.0, 8061.0, 8068.0, 8066.0, 8071.0, 8073.0, 8068.0, 8066.0, 8066.0, 8065.0, 8070.0, 8072.0, 8072.0, 8075.0, 8078.0, 8084.0, 8085.0, 8084.0, 8077.0, 8076.0, 8075.0, 8079.0, 8081.0, 8083.0, 8088.0, 8086.0, 8088.0, 8088.0, 8092.0, 8086.0, 8086.0, 8083.0, 8075.0, 8074.0, 8073.0, 8073.0, 8077.0, 8077.0, 8078.0, 8077.0, 8076.0, 8073.0, 8075.0, 8079.0, 8079.0, 8078.0, 8074.0, 8080.0, 8086.0, 8086.0, 8085.0, 8085.0, 8087.0, 8102.0, 8109.0, 8113.0, 8114.0, 8110.0, 8105.0, 8106.0, 8109.0, 8114.0, 8107.0, 8106.0, 8106.0, 8110.0, 8111.0, 8110.0, 8112.0, 8112.0, 8109.0, 8102.0, 8098.0, 8099.0, 8098.0, 8097.0, 8099.0, 8099.0, 8099.0, 8102.0, 8099.0, 8099.0, 8096.0, 8097.0, 8091.0, 8094.0, 8094.0, 8096.0, 8102.0, 8106.0, 8109.0, 8109.0, 8110.0, 8108.0, 8106.0, 8110.0, 8122.0, 8105.0, 8105.0, 8104.0, 8103.0, 8104.0, 8103.0, 8110.0, 8110.0, 8107.0, 8109.0, 8105.0, 8097.0, 8095.0, 8093.0, 8094.0, 8097.0, 8096.0, 8096.0, 8096.0, 8097.0, 8092.0, 8090.0, 8081.0, 8081.0, 8083.0, 8087.0, 8085.0, 8085.0, 8087.0, 8092.0, 8094.0, 8090.0, 8093.0, 8092.0, 8094.0, 8093.0, 8091.0, 8095.0, 8095.0, 8092.0, 8089.0, 8090.0, 8090.0, 8091.0, 8088.0, 8089.0, 8089.0, 8085.0, 8081.0, 8080.0, 8078.0, 8078.0, 8076.0, 8073.0, 8077.0, 8078.0, 8077.0, 8077.0, 8083.0, 8082.0, 8082.0, 8077.0, 8079.0, 8082.0, 8080.0, 8077.0, 8078.0, 8076.0, 8073.0, 8074.0, 8073.0, 8073.0, 8070.0, 8070.0, 8072.0, 8079.0, 8078.0, 8079.0, 8081.0, 8083.0, 8077.0, 8078.0, 8080.0, 8079.0, 8080.0, 8077.0, 8069.0, 8071.0, 8066.0, 8064.0, 8066.0, 8066.0, 8063.0, 8074.0, 8075.0, 8071.0, 8070.0, 8075.0, 8075.0}
|
||||
low := []float64{8260.0, 8272.0, 8275.0, 8274.0, 8275.0, 8277.0, 8276.0, 8278.0, 8277.0, 8283.0, 8282.0, 8283.0, 8283.0, 8283.0, 8283.0, 8279.0, 8281.0, 8282.0, 8277.0, 8276.0, 8273.0, 8275.0, 8274.0, 8275.0, 8266.0, 8256.0, 8255.0, 8250.0, 8239.0, 8230.0, 8214.0, 8218.0, 8216.0, 8208.0, 8209.0, 8201.0, 8190.0, 8195.0, 8193.0, 8181.0, 8175.0, 8183.0, 8182.0, 8181.0, 8159.0, 8152.0, 8150.0, 8160.0, 8161.0, 8153.0, 8153.0, 8137.0, 8135.0, 8139.0, 8130.0, 8130.0, 8140.0, 8137.0, 8145.0, 8134.0, 8123.0, 8116.0, 8122.0, 8124.0, 8122.0, 8105.0, 8096.0, 8096.0, 8097.0, 8100.0, 8100.0, 8104.0, 8101.0, 8103.0, 8109.0, 8108.0, 8089.0, 8092.0, 8097.0, 8098.0, 8094.0, 8092.0, 8087.0, 8094.0, 8094.0, 8069.0, 8058.0, 8065.0, 8066.0, 8065.0, 8046.0, 8041.0, 8036.0, 8038.0, 8039.0, 8047.0, 8053.0, 8058.0, 8056.0, 8056.0, 8053.0, 8052.0, 8054.0, 8051.0, 8053.0, 8056.0, 8055.0, 8063.0, 8064.0, 8063.0, 8062.0, 8061.0, 8059.0, 8059.0, 8063.0, 8066.0, 8067.0, 8068.0, 8071.0, 8071.0, 8079.0, 8074.0, 8073.0, 8074.0, 8073.0, 8073.0, 8076.0, 8079.0, 8080.0, 8083.0, 8083.0, 8085.0, 8082.0, 8082.0, 8081.0, 8072.0, 8072.0, 8068.0, 8070.0, 8070.0, 8072.0, 8074.0, 8075.0, 8073.0, 8071.0, 8070.0, 8067.0, 8074.0, 8076.0, 8072.0, 8070.0, 8072.0, 8079.0, 8081.0, 8082.0, 8082.0, 8084.0, 8083.0, 8097.0, 8103.0, 8107.0, 8104.0, 8103.0, 8104.0, 8103.0, 8105.0, 8103.0, 8102.0, 8102.0, 8103.0, 8106.0, 8107.0, 8108.0, 8102.0, 8098.0, 8096.0, 8095.0, 8096.0, 8093.0, 8094.0, 8094.0, 8096.0, 8097.0, 8097.0, 8096.0, 8094.0, 8094.0, 8086.0, 8086.0, 8087.0, 8090.0, 8091.0, 8095.0, 8099.0, 8104.0, 8102.0, 8106.0, 8101.0, 8103.0, 8104.0, 8104.0, 8101.0, 8102.0, 8096.0, 8096.0, 8098.0, 8100.0, 8102.0, 8106.0, 8103.0, 8103.0, 8094.0, 8090.0, 8090.0, 8089.0, 8088.0, 8090.0, 8093.0, 8094.0, 8094.0, 8088.0, 8087.0, 8079.0, 8075.0, 8076.0, 8077.0, 8081.0, 8083.0, 8083.0, 8084.0, 8087.0, 8089.0, 8088.0, 8088.0, 8086.0, 8087.0, 8090.0, 8088.0, 8090.0, 8091.0, 8087.0, 8087.0, 8086.0, 8088.0, 8087.0, 8082.0, 8083.0, 8083.0, 8078.0, 8077.0, 8077.0, 8072.0, 8074.0, 8071.0, 8070.0, 8072.0, 8073.0, 8073.0, 8072.0, 8076.0, 8079.0, 8075.0, 8075.0, 8075.0, 8076.0, 8076.0, 8074.0, 8076.0, 8069.0, 8068.0, 8069.0, 8069.0, 8065.0, 8067.0, 8067.0, 8067.0, 8073.0, 8075.0, 8076.0, 8077.0, 8075.0, 8072.0, 8074.0, 8075.0, 8074.0, 8072.0, 8066.0, 8063.0, 8062.0, 8058.0, 8060.0, 8059.0, 8060.0, 8059.0, 8062.0, 8067.0, 8068.0, 8067.0, 8068.0, 8071.0}
|
||||
close := []float64{8262.0, 8273.0, 8279.0, 8279.0, 8275.0, 8282.0, 8278.0, 8279.0, 8281.0, 8285.0, 8287.0, 8284.0, 8283.0, 8283.0, 8285.0, 8286.0, 8287.0, 8290.0, 8283.0, 8287.0, 8278.0, 8275.0, 8276.0, 8275.0, 8281.0, 8270.0, 8257.0, 8258.0, 8252.0, 8243.0, 8231.0, 8219.0, 8220.0, 8216.0, 8210.0, 8211.0, 8201.0, 8197.0, 8201.0, 8193.0, 8183.0, 8184.0, 8191.0, 8184.0, 8185.0, 8161.0, 8154.0, 8163.0, 8164.0, 8162.0, 8156.0, 8158.0, 8141.0, 8139.0, 8142.0, 8130.0, 8145.0, 8140.0, 8149.0, 8146.0, 8136.0, 8123.0, 8126.0, 8130.0, 8125.0, 8122.0, 8106.0, 8096.0, 8103.0, 8102.0, 8111.0, 8105.0, 8111.0, 8103.0, 8112.0, 8113.0, 8109.0, 8093.0, 8101.0, 8101.0, 8100.0, 8095.0, 8096.0, 8095.0, 8100.0, 8095.0, 8069.0, 8068.0, 8072.0, 8068.0, 8067.0, 8046.0, 8045.0, 8043.0, 8040.0, 8049.0, 8055.0, 8062.0, 8062.0, 8058.0, 8056.0, 8055.0, 8058.0, 8057.0, 8054.0, 8056.0, 8057.0, 8066.0, 8065.0, 8069.0, 8064.0, 8063.0, 8064.0, 8059.0, 8065.0, 8069.0, 8068.0, 8069.0, 8072.0, 8074.0, 8084.0, 8084.0, 8076.0, 8074.0, 8074.0, 8075.0, 8077.0, 8080.0, 8082.0, 8086.0, 8084.0, 8087.0, 8087.0, 8083.0, 8083.0, 8082.0, 8074.0, 8073.0, 8072.0, 8071.0, 8072.0, 8075.0, 8076.0, 8076.0, 8074.0, 8071.0, 8071.0, 8075.0, 8079.0, 8077.0, 8074.0, 8072.0, 8079.0, 8084.0, 8082.0, 8085.0, 8086.0, 8084.0, 8102.0, 8107.0, 8113.0, 8109.0, 8104.0, 8104.0, 8105.0, 8108.0, 8106.0, 8104.0, 8106.0, 8105.0, 8110.0, 8107.0, 8109.0, 8112.0, 8104.0, 8099.0, 8097.0, 8097.0, 8098.0, 8095.0, 8096.0, 8097.0, 8099.0, 8098.0, 8099.0, 8099.0, 8095.0, 8097.0, 8086.0, 8088.0, 8093.0, 8092.0, 8096.0, 8101.0, 8105.0, 8105.0, 8109.0, 8107.0, 8103.0, 8104.0, 8109.0, 8105.0, 8102.0, 8104.0, 8097.0, 8100.0, 8103.0, 8103.0, 8109.0, 8107.0, 8106.0, 8104.0, 8096.0, 8090.0, 8092.0, 8089.0, 8093.0, 8093.0, 8094.0, 8095.0, 8096.0, 8088.0, 8089.0, 8079.0, 8077.0, 8079.0, 8082.0, 8083.0, 8084.0, 8084.0, 8087.0, 8091.0, 8088.0, 8088.0, 8091.0, 8087.0, 8092.0, 8090.0, 8091.0, 8095.0, 8092.0, 8088.0, 8087.0, 8090.0, 8089.0, 8087.0, 8084.0, 8088.0, 8084.0, 8079.0, 8078.0, 8078.0, 8076.0, 8075.0, 8071.0, 8072.0, 8074.0, 8077.0, 8074.0, 8077.0, 8081.0, 8080.0, 8076.0, 8076.0, 8078.0, 8079.0, 8076.0, 8076.0, 8076.0, 8070.0, 8072.0, 8069.0, 8072.0, 8070.0, 8069.0, 8069.0, 8073.0, 8078.0, 8077.0, 8079.0, 8080.0, 8076.0, 8076.0, 8076.0, 8077.0, 8078.0, 8075.0, 8067.0, 8064.0, 8064.0, 8062.0, 8062.0, 8065.0, 8062.0, 8063.0, 8074.0, 8070.0, 8069.0, 8068.0, 8074.0}
|
||||
open := []byte(`[8273.0, 8280.0, 8280.0, 8275.0, 8281.0, 8277.0, 8279.0, 8280.0, 8284.0, 8286.0, 8283.0, 8283.0, 8284.0, 8286.0, 8285.0, 8287.0, 8289.0, 8282.0, 8286.0, 8279.0, 8275.0, 8276.0, 8276.0, 8281.0, 8269.0, 8256.0, 8258.0, 8252.0, 8241.0, 8232.0, 8218.0, 8221.0, 8216.0, 8210.0, 8212.0, 8201.0, 8197.0, 8200.0, 8193.0, 8181.0, 8185.0, 8190.0, 8184.0, 8185.0, 8163.0, 8153.0, 8162.0, 8165.0, 8162.0, 8157.0, 8159.0, 8141.0, 8140.0, 8141.0, 8130.0, 8144.0, 8141.0, 8148.0, 8145.0, 8134.0, 8123.0, 8127.0, 8130.0, 8125.0, 8122.0, 8105.0, 8096.0, 8103.0, 8102.0, 8110.0, 8104.0, 8109.0, 8103.0, 8111.0, 8112.0, 8109.0, 8092.0, 8100.0, 8101.0, 8100.0, 8096.0, 8095.0, 8094.0, 8101.0, 8095.0, 8069.0, 8067.0, 8070.0, 8069.0, 8066.0, 8047.0, 8046.0, 8042.0, 8039.0, 8049.0, 8055.0, 8063.0, 8061.0, 8056.0, 8057.0, 8056.0, 8057.0, 8057.0, 8054.0, 8056.0, 8056.0, 8065.0, 8065.0, 8070.0, 8065.0, 8064.0, 8063.0, 8060.0, 8065.0, 8068.0, 8068.0, 8069.0, 8073.0, 8073.0, 8084.0, 8084.0, 8076.0, 8074.0, 8074.0, 8074.0, 8078.0, 8080.0, 8082.0, 8085.0, 8083.0, 8087.0, 8087.0, 8083.0, 8083.0, 8082.0, 8074.0, 8074.0, 8071.0, 8071.0, 8072.0, 8075.0, 8075.0, 8076.0, 8073.0, 8071.0, 8070.0, 8075.0, 8078.0, 8077.0, 8075.0, 8073.0, 8079.0, 8084.0, 8082.0, 8085.0, 8085.0, 8085.0, 8101.0, 8106.0, 8113.0, 8109.0, 8104.0, 8105.0, 8105.0, 8107.0, 8106.0, 8104.0, 8106.0, 8106.0, 8110.0, 8107.0, 8110.0, 8111.0, 8104.0, 8098.0, 8098.0, 8098.0, 8098.0, 8094.0, 8097.0, 8096.0, 8099.0, 8098.0, 8099.0, 8098.0, 8095.0, 8096.0, 8086.0, 8088.0, 8093.0, 8092.0, 8096.0, 8100.0, 8104.0, 8104.0, 8108.0, 8107.0, 8103.0, 8104.0, 8110.0, 8105.0, 8102.0, 8104.0, 8096.0, 8099.0, 8103.0, 8102.0, 8108.0, 8107.0, 8107.0, 8104.0, 8095.0, 8091.0, 8092.0, 8090.0, 8093.0, 8093.0, 8094.0, 8095.0, 8096.0, 8088.0, 8090.0, 8079.0, 8077.0, 8079.0, 8081.0, 8083.0, 8084.0, 8084.0, 8087.0, 8091.0, 8089.0, 8089.0, 8091.0, 8087.0, 8093.0, 8090.0, 8090.0, 8095.0, 8093.0, 8088.0, 8087.0, 8090.0, 8089.0, 8087.0, 8084.0, 8087.0, 8084.0, 8080.0, 8078.0, 8077.0, 8077.0, 8076.0, 8072.0, 8072.0, 8075.0, 8076.0, 8074.0, 8077.0, 8081.0, 8080.0, 8076.0, 8075.0, 8077.0, 8080.0, 8077.0, 8076.0, 8076.0, 8070.0, 8071.0, 8070.0, 8073.0, 8069.0, 8069.0, 8068.0, 8072.0, 8078.0, 8077.0, 8079.0, 8081.0, 8076.0, 8076.0, 8077.0, 8077.0, 8078.0, 8075.0, 8066.0, 8064.0, 8064.0, 8062.0, 8062.0, 8065.0, 8062.0, 8063.0, 8074.0, 8070.0, 8069.0, 8068.0, 8074.0, 8075.0]`)
|
||||
high := []byte(`[8279.0, 8282.0, 8280.0, 8280.0, 8284.0, 8284.0, 8280.0, 8282.0, 8284.0, 8289.0, 8288.0, 8285.0, 8284.0, 8287.0, 8286.0, 8294.0, 8290.0, 8292.0, 8289.0, 8288.0, 8278.0, 8279.0, 8279.0, 8284.0, 8282.0, 8270.0, 8261.0, 8260.0, 8252.0, 8244.0, 8233.0, 8227.0, 8222.0, 8217.0, 8217.0, 8211.0, 8202.0, 8203.0, 8203.0, 8196.0, 8186.0, 8193.0, 8194.0, 8187.0, 8185.0, 8168.0, 8165.0, 8169.0, 8166.0, 8163.0, 8162.0, 8159.0, 8143.0, 8148.0, 8143.0, 8146.0, 8152.0, 8149.0, 8152.0, 8147.0, 8138.0, 8128.0, 8134.0, 8131.0, 8133.0, 8123.0, 8106.0, 8105.0, 8104.0, 8113.0, 8112.0, 8112.0, 8111.0, 8114.0, 8115.0, 8114.0, 8110.0, 8101.0, 8107.0, 8103.0, 8100.0, 8101.0, 8100.0, 8102.0, 8101.0, 8100.0, 8070.0, 8076.0, 8072.0, 8072.0, 8069.0, 8050.0, 8048.0, 8044.0, 8049.0, 8055.0, 8063.0, 8070.0, 8067.0, 8061.0, 8059.0, 8060.0, 8063.0, 8058.0, 8061.0, 8061.0, 8068.0, 8066.0, 8071.0, 8073.0, 8068.0, 8066.0, 8066.0, 8065.0, 8070.0, 8072.0, 8072.0, 8075.0, 8078.0, 8084.0, 8085.0, 8084.0, 8077.0, 8076.0, 8075.0, 8079.0, 8081.0, 8083.0, 8088.0, 8086.0, 8088.0, 8088.0, 8092.0, 8086.0, 8086.0, 8083.0, 8075.0, 8074.0, 8073.0, 8073.0, 8077.0, 8077.0, 8078.0, 8077.0, 8076.0, 8073.0, 8075.0, 8079.0, 8079.0, 8078.0, 8074.0, 8080.0, 8086.0, 8086.0, 8085.0, 8085.0, 8087.0, 8102.0, 8109.0, 8113.0, 8114.0, 8110.0, 8105.0, 8106.0, 8109.0, 8114.0, 8107.0, 8106.0, 8106.0, 8110.0, 8111.0, 8110.0, 8112.0, 8112.0, 8109.0, 8102.0, 8098.0, 8099.0, 8098.0, 8097.0, 8099.0, 8099.0, 8099.0, 8102.0, 8099.0, 8099.0, 8096.0, 8097.0, 8091.0, 8094.0, 8094.0, 8096.0, 8102.0, 8106.0, 8109.0, 8109.0, 8110.0, 8108.0, 8106.0, 8110.0, 8122.0, 8105.0, 8105.0, 8104.0, 8103.0, 8104.0, 8103.0, 8110.0, 8110.0, 8107.0, 8109.0, 8105.0, 8097.0, 8095.0, 8093.0, 8094.0, 8097.0, 8096.0, 8096.0, 8096.0, 8097.0, 8092.0, 8090.0, 8081.0, 8081.0, 8083.0, 8087.0, 8085.0, 8085.0, 8087.0, 8092.0, 8094.0, 8090.0, 8093.0, 8092.0, 8094.0, 8093.0, 8091.0, 8095.0, 8095.0, 8092.0, 8089.0, 8090.0, 8090.0, 8091.0, 8088.0, 8089.0, 8089.0, 8085.0, 8081.0, 8080.0, 8078.0, 8078.0, 8076.0, 8073.0, 8077.0, 8078.0, 8077.0, 8077.0, 8083.0, 8082.0, 8082.0, 8077.0, 8079.0, 8082.0, 8080.0, 8077.0, 8078.0, 8076.0, 8073.0, 8074.0, 8073.0, 8073.0, 8070.0, 8070.0, 8072.0, 8079.0, 8078.0, 8079.0, 8081.0, 8083.0, 8077.0, 8078.0, 8080.0, 8079.0, 8080.0, 8077.0, 8069.0, 8071.0, 8066.0, 8064.0, 8066.0, 8066.0, 8063.0, 8074.0, 8075.0, 8071.0, 8070.0, 8075.0, 8075.0]`)
|
||||
low := []byte(`[8260.0, 8272.0, 8275.0, 8274.0, 8275.0, 8277.0, 8276.0, 8278.0, 8277.0, 8283.0, 8282.0, 8283.0, 8283.0, 8283.0, 8283.0, 8279.0, 8281.0, 8282.0, 8277.0, 8276.0, 8273.0, 8275.0, 8274.0, 8275.0, 8266.0, 8256.0, 8255.0, 8250.0, 8239.0, 8230.0, 8214.0, 8218.0, 8216.0, 8208.0, 8209.0, 8201.0, 8190.0, 8195.0, 8193.0, 8181.0, 8175.0, 8183.0, 8182.0, 8181.0, 8159.0, 8152.0, 8150.0, 8160.0, 8161.0, 8153.0, 8153.0, 8137.0, 8135.0, 8139.0, 8130.0, 8130.0, 8140.0, 8137.0, 8145.0, 8134.0, 8123.0, 8116.0, 8122.0, 8124.0, 8122.0, 8105.0, 8096.0, 8096.0, 8097.0, 8100.0, 8100.0, 8104.0, 8101.0, 8103.0, 8109.0, 8108.0, 8089.0, 8092.0, 8097.0, 8098.0, 8094.0, 8092.0, 8087.0, 8094.0, 8094.0, 8069.0, 8058.0, 8065.0, 8066.0, 8065.0, 8046.0, 8041.0, 8036.0, 8038.0, 8039.0, 8047.0, 8053.0, 8058.0, 8056.0, 8056.0, 8053.0, 8052.0, 8054.0, 8051.0, 8053.0, 8056.0, 8055.0, 8063.0, 8064.0, 8063.0, 8062.0, 8061.0, 8059.0, 8059.0, 8063.0, 8066.0, 8067.0, 8068.0, 8071.0, 8071.0, 8079.0, 8074.0, 8073.0, 8074.0, 8073.0, 8073.0, 8076.0, 8079.0, 8080.0, 8083.0, 8083.0, 8085.0, 8082.0, 8082.0, 8081.0, 8072.0, 8072.0, 8068.0, 8070.0, 8070.0, 8072.0, 8074.0, 8075.0, 8073.0, 8071.0, 8070.0, 8067.0, 8074.0, 8076.0, 8072.0, 8070.0, 8072.0, 8079.0, 8081.0, 8082.0, 8082.0, 8084.0, 8083.0, 8097.0, 8103.0, 8107.0, 8104.0, 8103.0, 8104.0, 8103.0, 8105.0, 8103.0, 8102.0, 8102.0, 8103.0, 8106.0, 8107.0, 8108.0, 8102.0, 8098.0, 8096.0, 8095.0, 8096.0, 8093.0, 8094.0, 8094.0, 8096.0, 8097.0, 8097.0, 8096.0, 8094.0, 8094.0, 8086.0, 8086.0, 8087.0, 8090.0, 8091.0, 8095.0, 8099.0, 8104.0, 8102.0, 8106.0, 8101.0, 8103.0, 8104.0, 8104.0, 8101.0, 8102.0, 8096.0, 8096.0, 8098.0, 8100.0, 8102.0, 8106.0, 8103.0, 8103.0, 8094.0, 8090.0, 8090.0, 8089.0, 8088.0, 8090.0, 8093.0, 8094.0, 8094.0, 8088.0, 8087.0, 8079.0, 8075.0, 8076.0, 8077.0, 8081.0, 8083.0, 8083.0, 8084.0, 8087.0, 8089.0, 8088.0, 8088.0, 8086.0, 8087.0, 8090.0, 8088.0, 8090.0, 8091.0, 8087.0, 8087.0, 8086.0, 8088.0, 8087.0, 8082.0, 8083.0, 8083.0, 8078.0, 8077.0, 8077.0, 8072.0, 8074.0, 8071.0, 8070.0, 8072.0, 8073.0, 8073.0, 8072.0, 8076.0, 8079.0, 8075.0, 8075.0, 8075.0, 8076.0, 8076.0, 8074.0, 8076.0, 8069.0, 8068.0, 8069.0, 8069.0, 8065.0, 8067.0, 8067.0, 8067.0, 8073.0, 8075.0, 8076.0, 8077.0, 8075.0, 8072.0, 8074.0, 8075.0, 8074.0, 8072.0, 8066.0, 8063.0, 8062.0, 8058.0, 8060.0, 8059.0, 8060.0, 8059.0, 8062.0, 8067.0, 8068.0, 8067.0, 8068.0, 8071.0]`)
|
||||
close := []byte(`[8262.0, 8273.0, 8279.0, 8279.0, 8275.0, 8282.0, 8278.0, 8279.0, 8281.0, 8285.0, 8287.0, 8284.0, 8283.0, 8283.0, 8285.0, 8286.0, 8287.0, 8290.0, 8283.0, 8287.0, 8278.0, 8275.0, 8276.0, 8275.0, 8281.0, 8270.0, 8257.0, 8258.0, 8252.0, 8243.0, 8231.0, 8219.0, 8220.0, 8216.0, 8210.0, 8211.0, 8201.0, 8197.0, 8201.0, 8193.0, 8183.0, 8184.0, 8191.0, 8184.0, 8185.0, 8161.0, 8154.0, 8163.0, 8164.0, 8162.0, 8156.0, 8158.0, 8141.0, 8139.0, 8142.0, 8130.0, 8145.0, 8140.0, 8149.0, 8146.0, 8136.0, 8123.0, 8126.0, 8130.0, 8125.0, 8122.0, 8106.0, 8096.0, 8103.0, 8102.0, 8111.0, 8105.0, 8111.0, 8103.0, 8112.0, 8113.0, 8109.0, 8093.0, 8101.0, 8101.0, 8100.0, 8095.0, 8096.0, 8095.0, 8100.0, 8095.0, 8069.0, 8068.0, 8072.0, 8068.0, 8067.0, 8046.0, 8045.0, 8043.0, 8040.0, 8049.0, 8055.0, 8062.0, 8062.0, 8058.0, 8056.0, 8055.0, 8058.0, 8057.0, 8054.0, 8056.0, 8057.0, 8066.0, 8065.0, 8069.0, 8064.0, 8063.0, 8064.0, 8059.0, 8065.0, 8069.0, 8068.0, 8069.0, 8072.0, 8074.0, 8084.0, 8084.0, 8076.0, 8074.0, 8074.0, 8075.0, 8077.0, 8080.0, 8082.0, 8086.0, 8084.0, 8087.0, 8087.0, 8083.0, 8083.0, 8082.0, 8074.0, 8073.0, 8072.0, 8071.0, 8072.0, 8075.0, 8076.0, 8076.0, 8074.0, 8071.0, 8071.0, 8075.0, 8079.0, 8077.0, 8074.0, 8072.0, 8079.0, 8084.0, 8082.0, 8085.0, 8086.0, 8084.0, 8102.0, 8107.0, 8113.0, 8109.0, 8104.0, 8104.0, 8105.0, 8108.0, 8106.0, 8104.0, 8106.0, 8105.0, 8110.0, 8107.0, 8109.0, 8112.0, 8104.0, 8099.0, 8097.0, 8097.0, 8098.0, 8095.0, 8096.0, 8097.0, 8099.0, 8098.0, 8099.0, 8099.0, 8095.0, 8097.0, 8086.0, 8088.0, 8093.0, 8092.0, 8096.0, 8101.0, 8105.0, 8105.0, 8109.0, 8107.0, 8103.0, 8104.0, 8109.0, 8105.0, 8102.0, 8104.0, 8097.0, 8100.0, 8103.0, 8103.0, 8109.0, 8107.0, 8106.0, 8104.0, 8096.0, 8090.0, 8092.0, 8089.0, 8093.0, 8093.0, 8094.0, 8095.0, 8096.0, 8088.0, 8089.0, 8079.0, 8077.0, 8079.0, 8082.0, 8083.0, 8084.0, 8084.0, 8087.0, 8091.0, 8088.0, 8088.0, 8091.0, 8087.0, 8092.0, 8090.0, 8091.0, 8095.0, 8092.0, 8088.0, 8087.0, 8090.0, 8089.0, 8087.0, 8084.0, 8088.0, 8084.0, 8079.0, 8078.0, 8078.0, 8076.0, 8075.0, 8071.0, 8072.0, 8074.0, 8077.0, 8074.0, 8077.0, 8081.0, 8080.0, 8076.0, 8076.0, 8078.0, 8079.0, 8076.0, 8076.0, 8076.0, 8070.0, 8072.0, 8069.0, 8072.0, 8070.0, 8069.0, 8069.0, 8073.0, 8078.0, 8077.0, 8079.0, 8080.0, 8076.0, 8076.0, 8076.0, 8077.0, 8078.0, 8075.0, 8067.0, 8064.0, 8064.0, 8062.0, 8062.0, 8065.0, 8062.0, 8063.0, 8074.0, 8070.0, 8069.0, 8068.0, 8074.0]`)
|
||||
|
||||
buildKLines := func(open, high, low, close []float64) (kLines []types.KLine) {
|
||||
buildKLines := func(open, high, low, close []fixedpoint.Value) (kLines []types.KLine) {
|
||||
for i := range high {
|
||||
kLines = append(kLines, types.KLine{Open: open[i], High: high[i], Low: low[i], Close: close[i], EndTime: types.Time(time.Now())})
|
||||
}
|
||||
return kLines
|
||||
}
|
||||
var o, h, l, c []fixedpoint.Value
|
||||
_ = json.Unmarshal(open, &o)
|
||||
_ = json.Unmarshal(high, &h)
|
||||
_ = json.Unmarshal(low, &l)
|
||||
_ = json.Unmarshal(close, &c)
|
||||
|
||||
tests := []struct {
|
||||
name string
|
||||
|
@ -39,7 +46,7 @@ func TestSTOCH_update(t *testing.T) {
|
|||
}{
|
||||
{
|
||||
name: "TXF1-1min_2016/1/4",
|
||||
kLines: buildKLines(open, high, low, close),
|
||||
kLines: buildKLines(o, h, l, c),
|
||||
window: 14,
|
||||
want_k: 84.210526,
|
||||
want_d: 59.888357,
|
||||
|
|
|
@ -3,15 +3,25 @@ package indicator
|
|||
import (
|
||||
"math"
|
||||
"testing"
|
||||
"encoding/json"
|
||||
|
||||
"github.com/c9s/bbgo/pkg/types"
|
||||
"github.com/c9s/bbgo/pkg/fixedpoint"
|
||||
)
|
||||
|
||||
var randomPrices = []float64{0.6046702879796195, 0.9405190880450124, 0.6645700532184904, 0.4377241871869802, 0.4246474970712657, 0.6868330728671094, 0.06564701921747622, 0.15652925473279125, 0.09697951891448456, 0.3009218605852871}
|
||||
var randomVolumes = []float64{0.5152226285020653, 0.8136499609900968, 0.21427387258237493, 0.380667189299686, 0.31806817433032986, 0.4688998449024232, 0.2830441511804452, 0.2931118573368158, 0.6790946759202162, 0.2185630525927643}
|
||||
var trivialPrices = []byte(`[0]`)
|
||||
var trivialVolumes = []byte(`[1]`)
|
||||
var easyPrices = []byte(`[1, 2, 3]`)
|
||||
var easyVolumes = []byte(`[4, 5, 6]`)
|
||||
var windowPrices = []byte(`[1, 2, 3, 4]`)
|
||||
var windowVolumes = []byte(`[4, 5, 6, 7]`)
|
||||
var randomPrices = []byte(`[0.6046702879796195, 0.9405190880450124, 0.6645700532184904, 0.4377241871869802, 0.4246474970712657, 0.6868330728671094, 0.06564701921747622, 0.15652925473279125, 0.09697951891448456, 0.3009218605852871]`)
|
||||
var randomVolumes = []byte(`[0.5152226285020653, 0.8136499609900968, 0.21427387258237493, 0.380667189299686, 0.31806817433032986, 0.4688998449024232, 0.2830441511804452, 0.2931118573368158, 0.6790946759202162, 0.2185630525927643]`)
|
||||
|
||||
func Test_calculateVWAP(t *testing.T) {
|
||||
buildKLines := func(prices, volumes []float64) (kLines []types.KLine) {
|
||||
buildKLines := func(pb, vb []byte) (kLines []types.KLine) {
|
||||
var prices, volumes []fixedpoint.Value
|
||||
_ = json.Unmarshal(pb, &prices)
|
||||
_ = json.Unmarshal(vb, &volumes)
|
||||
for i, p := range prices {
|
||||
kLines = append(kLines, types.KLine{High: p, Low: p, Close: p, Volume: volumes[i]})
|
||||
}
|
||||
|
@ -26,19 +36,19 @@ func Test_calculateVWAP(t *testing.T) {
|
|||
}{
|
||||
{
|
||||
name: "trivial_case",
|
||||
kLines: buildKLines([]float64{0}, []float64{1}),
|
||||
kLines: buildKLines(trivialPrices, trivialVolumes),
|
||||
window: 0,
|
||||
want: 0.0,
|
||||
},
|
||||
{
|
||||
name: "easy_case",
|
||||
kLines: buildKLines([]float64{1, 2, 3}, []float64{4, 5, 6}),
|
||||
kLines: buildKLines(easyPrices, easyVolumes),
|
||||
window: 0,
|
||||
want: (1*4 + 2*5 + 3*6) / float64(4+5+6),
|
||||
},
|
||||
{
|
||||
name: "window_case",
|
||||
kLines: buildKLines([]float64{1, 2, 3, 4}, []float64{4, 5, 6, 7}),
|
||||
kLines: buildKLines(windowPrices, windowVolumes),
|
||||
window: 3,
|
||||
want: (2*5 + 3*6 + 4*7) / float64(5+6+7),
|
||||
},
|
||||
|
|
Loading…
Reference in New Issue
Block a user