package indicator import ( "encoding/json" "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 = [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] close = pd.Series(data) result = ta.rma(close, length=14) print(result) */ func Test_RMA(t *testing.T) { var bytes = []byte(`[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 values []fixedpoint.Value err := json.Unmarshal(bytes, &values) assert.NoError(t, err) var kLines []types.KLine for _, p := range values { kLines = append(kLines, types.KLine{High: p, Low: p, Close: p}) } tests := []struct { name string window int want []float64 }{ { name: "test_binance_btcusdt_1h", window: 14, want: []float64{ 40129.841000, 40041.830291, 39988.157743, 39958.803719, 39946.115094, 39958.296741, 39967.681562, }, }, } for _, tt := range tests { t.Run(tt.name, func(t *testing.T) { rma := RMA{ IntervalWindow: types.IntervalWindow{Window: tt.window}, Adjust: true, } rma.CalculateAndUpdate(kLines) if assert.Equal(t, len(tt.want), len(rma.Values)-tt.window+1) { for i, v := range tt.want { j := tt.window - 1 + i got := rma.Values[j] assert.InDelta(t, v, got, 0.01, "Expected rma.slice[%d] to be %v, but got %v", j, v, got) } } }) } }