package indicator import ( "encoding/json" "fmt" "testing" "github.com/c9s/bbgo/pkg/fixedpoint" "github.com/c9s/bbgo/pkg/types" "github.com/stretchr/testify/assert" ) /* python: import pandas as pd import pandas_ta as ta data = 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]) high = pd.Series([100, 101, 102, 103, 104, 105, 106, 107, 108, 109, 100, 101, 102, 103, 104, 105, 106, 107, 108, 109, 100, 101, 102, 103, 104, 105, 106, 107, 108, 109]) low = pd.Series([80,81,82,83,84,85,86,87,88,89,80,81,82,83,84,85,86,87,88,89,80,81,82,83,84,85,86,87,88,89]) close = pd.Series([90,91,92,93,94,95,96,97,98,99,90,91,92,93,94,95,96,97,98,99,90,91,92,93,94,95,96,97,98,99]) result = ta.adx(high, low, close, 5, 14) print(result['ADX_14']) print(result['DMP_5']) print(result['DMN_5']) */ func Test_DMI(t *testing.T) { var Delta = 0.001 var highb = []byte(`[100, 101, 102, 103, 104, 105, 106, 107, 108, 109, 100, 101, 102, 103, 104, 105, 106, 107, 108, 109, 100, 101, 102, 103, 104, 105, 106, 107, 108, 109]`) var lowb = []byte(`[80,81,82,83,84,85,86,87,88,89,80,81,82,83,84,85,86,87,88,89,80,81,82,83,84,85,86,87,88,89]`) var clozeb = []byte(`[90,91,92,93,94,95,96,97,98,99,90,91,92,93,94,95,96,97,98,99,90,91,92,93,94,95,96,97,98,99]`) buildKLines := func(h, l, c []byte) (klines []types.KLine) { var hv, cv, lv []fixedpoint.Value _ = json.Unmarshal(h, &hv) _ = json.Unmarshal(l, &lv) _ = json.Unmarshal(c, &cv) if len(hv) != len(lv) || len(lv) != len(cv) { panic(fmt.Sprintf("length not equal %v %v %v", len(hv), len(lv), len(cv))) } for i, hh := range hv { kline := types.KLine{High: hh, Low: lv[i], Close: cv[i]} klines = append(klines, kline) } return klines } type output struct { dip float64 dim float64 adx float64 } tests := []struct { name string klines []types.KLine want output next output total int }{ { name: "test_dmi", klines: buildKLines(highb, lowb, clozeb), want: output{dip: 4.85114, dim: 1.339736, adx: 37.857156}, next: output{dip: 4.813853, dim: 1.67532, adx: 36.111434}, }, } for _, tt := range tests { t.Run(tt.name, func(t *testing.T) { dmi := &DMI{ IntervalWindow: types.IntervalWindow{Window: 5}, ADXSmoothing: 14, } dmi.CalculateAndUpdate(tt.klines) assert.InDelta(t, dmi.GetDIPlus().Last(0), tt.want.dip, Delta) assert.InDelta(t, dmi.GetDIMinus().Last(0), tt.want.dim, Delta) assert.InDelta(t, dmi.GetADX().Last(0), tt.want.adx, Delta) }) } }