package indicator import ( "encoding/json" "testing" "github.com/c9s/bbgo/pkg/fixedpoint" "github.com/c9s/bbgo/pkg/types" "github.com/stretchr/testify/assert" ) func Test_WDrift(t *testing.T) { var randomPrices = []byte(`[1, 1, 2, 3, 4, 5, 6, 7, 8, 9, 4, 1, 2, 3, 4, 5, 6, 7, 8, 9, 4, 1, 2, 3, 4, 5, 6, 7, 8, 9, 1, 1, 2, 3, 4, 5, 6, 7, 8, 9, 4, 1, 2, 3, 4, 5, 6, 7, 8, 9]`) var input []fixedpoint.Value if err := json.Unmarshal(randomPrices, &input); err != nil { panic(err) } buildKLines := func(prices []fixedpoint.Value) (klines []types.KLine) { for _, p := range prices { klines = append(klines, types.KLine{Close: p, Volume: fixedpoint.One}) } return klines } tests := []struct { name string kLines []types.KLine all int }{ { name: "random_case", kLines: buildKLines(input), all: 47, }, } for _, tt := range tests { t.Run(tt.name, func(t *testing.T) { drift := WeightedDrift{IntervalWindow: types.IntervalWindow{Window: 3}} drift.CalculateAndUpdate(tt.kLines) assert.Equal(t, drift.Length(), tt.all) for _, v := range drift.Values { assert.LessOrEqual(t, v, 1.0) } }) } }