package indicatorv2 import ( "encoding/json" "testing" "github.com/stretchr/testify/assert" ) /* 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]) cci = pd.Series((s - s.rolling(16).mean()) / (0.015 * s.rolling(16).std(ddof=0)), name="CCI") print(cci) */ func Test_CCI(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 []float64 var delta = 4.3e-2 if err := json.Unmarshal(randomPrices, &input); err != nil { panic(err) } t.Run("random_case", func(t *testing.T) { price := Price(nil, nil) cci := CCI(price, 16) for _, value := range input { price.PushAndEmit(value) } t.Logf("cci: %+v", cci.Slice) last := cci.Last(0) assert.InDelta(t, 93.250481, last, delta) assert.InDelta(t, 81.813449, cci.Index(1), delta) assert.Equal(t, 50, cci.Length(), "length") }) }