package indicatorv2 import ( "encoding/json" "math" "testing" "github.com/c9s/bbgo/pkg/fixedpoint" "github.com/c9s/bbgo/pkg/types" ) /* python import pandas as pd import pandas_ta as ta data = { "high": [40145.0, 40186.36, 40196.39, 40344.6, 40245.48, 40273.24, 40464.0, 40699.0, 40627.48, 40436.31, 40370.0, 40376.8, 40227.03, 40056.52, 39721.7, 39597.94, 39750.15, 39927.0, 40289.02, 40189.0], "low": [39870.71, 39834.98, 39866.31, 40108.31, 40016.09, 40094.66, 40105.0, 40196.48, 40154.99, 39800.0, 39959.21, 39922.98, 39940.02, 39632.0, 39261.39, 39254.63, 39473.91, 39555.51, 39819.0, 40006.84], "close": [40105.78, 39935.23, 40183.97, 40182.03, 40212.26, 40149.99, 40378.0, 40618.37, 40401.03, 39990.39, 40179.13, 40097.23, 40014.72, 39667.85, 39303.1, 39519.99, 39693.79, 39827.96, 40074.94, 40059.84] } high = pd.Series(data['high']) low = pd.Series(data['low']) close = pd.Series(data['close']) result = ta.atr(high, low, close, length=14) print(result) */ func Test_ATR2(t *testing.T) { var bytes = []byte(`{ "high": [40145.0, 40186.36, 40196.39, 40344.6, 40245.48, 40273.24, 40464.0, 40699.0, 40627.48, 40436.31, 40370.0, 40376.8, 40227.03, 40056.52, 39721.7, 39597.94, 39750.15, 39927.0, 40289.02, 40189.0], "low": [39870.71, 39834.98, 39866.31, 40108.31, 40016.09, 40094.66, 40105.0, 40196.48, 40154.99, 39800.0, 39959.21, 39922.98, 39940.02, 39632.0, 39261.39, 39254.63, 39473.91, 39555.51, 39819.0, 40006.84], "close": [40105.78, 39935.23, 40183.97, 40182.03, 40212.26, 40149.99, 40378.0, 40618.37, 40401.03, 39990.39, 40179.13, 40097.23, 40014.72, 39667.85, 39303.1, 39519.99, 39693.79, 39827.96, 40074.94, 40059.84] }`) var buildKLines = func(bytes []byte) (kLines []types.KLine) { var prices map[string][]fixedpoint.Value _ = json.Unmarshal(bytes, &prices) for i, h := range prices["high"] { kLine := types.KLine{High: h, Low: prices["low"][i], Close: prices["close"][i]} kLines = append(kLines, kLine) } return kLines } tests := []struct { name string kLines []types.KLine window int want float64 }{ { name: "test_binance_btcusdt_1h", kLines: buildKLines(bytes), window: 14, want: 367.913903, }, } for _, tt := range tests { t.Run(tt.name, func(t *testing.T) { stream := &types.StandardStream{} kLines := KLines(stream, "", "") atr := ATR2(kLines, tt.window) for _, k := range tt.kLines { stream.EmitKLineClosed(k) } got := atr.Last(0) diff := math.Trunc((got-tt.want)*100) / 100 if diff != 0 { t.Errorf("ATR2() = %v, want %v", got, tt.want) } }) } }