package indicator import ( "encoding/json" "math" "testing" "github.com/c9s/bbgo/pkg/fixedpoint" "github.com/c9s/bbgo/pkg/types" ) // generated from: // 2020/12/05 10:25 // curl -s 'https://www.binance.com/api/v3/klines?symbol=ETHUSDT&interval=5m&endTime=1607135400000&limit=1000' | jq '. | map({ closePrice: (.[4] | tonumber), openTime: .[0] })' // curl -s 'https://www.binance.com/api/v3/klines?symbol=ETHUSDT&interval=5m&endTime=1607135400000&limit=1000' | jq '. | map(.[4] | tonumber)' var ethusdt5m = []byte(`[ 614.36, 613.62, 611.68, 614.7, 607.69, 606.82, 602.91, 606.35, 606.04, 603.94, 607.37, 599.72, 597.77, 594.36, 595.18, 592.65, 595.44, 595.08, 595.82, 596.31, 592.47, 594.19, 590.71, 586.77, 589.74, 592.33, 593.44, 594.34, 593.89, 594, 590.81, 595.51, 594.08, 596.58, 592.97, 593.3, 590.89, 591.9, 589.67, 590.25, 592.53, 594.01, 591.46, 588.5, 591.34, 589.24, 592, 594.57, 593.98, 593.93, 593.46, 594.22, 595.57, 595.81, 595.44, 599.65, 600.3, 599.5, 601, 598.24, 596.56, 596.55, 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585.57, 588.02, 587.75, 584.22, 583.38, 586.86, 587.51, 589.39, 589.98, 591.01, 590.7, 591.73, 592.09, 590.98, 591.22, 591.04, 590.08, 588.41, 590.28, 590.95, 589.63, 591.09, 591.04, 590.03, 590.92, 589.92, 589.77, 587.7, 589.1, 591.42, 595.3, 594.44, 593.91, 593.85, 593.08, 592.17, 591.94, 592.46, 591.24, 590.66, 590.42, 590.24, 589.58, 589.38, 590.48, 590, 589.55, 589.3, 586.89, 584.95, 588.32, 583.45, 586.51, 586.6, 586.03, 584.14, 583.92, 585.94, 584.76, 587.6, 588.47, 589.39, 588.17, 588.99, 588.52, 589.23, 589.61, 590.62, 589.68, 589.88, 590.22, 589.78, 589.34, 588.11, 588.63, 588.27, 588.8, 587.96, 589.45, 589.99, 591, 590.82, 591.62, 591.17, 591.14, 590.68, 590.78, 591.87, 591.02, 590.61, 589.85, 589.66, 589.83, 591.09, 589.6, 590.89, 590.83, 589.29, 588.84, 588.51, 588.56, 588.26, 588.83, 587.95, 587.32, 588.3, 588.96, 588.54, 588.87, 589.12, 589.01, 587.54, 585.49, 584.81, 584.11, 584.77, 584.68, 585.07, 582.69, 580.38, 580.83, 580.53, 577.67, 582.09, 579.3, 578.17, 575.88, 576.2, 577.53, 572.94, 572.63, 570.55, 569.16, 573.56, 573.78, 574.3, 574.69, 575.85, 575.59, 574.36, 571.4, 571.9, 569.9, 571.62, 567.24, 563.9, 564.1, 565.2, 567.49, 567.81, 568.34, 570.68, 571.31, 570.79, 571.36, 572.66, 571.79, 570.58, 570.63, 572.96, 572.04, 571.64, 570.91, 570.17, 570.94, 572.12, 572.18, 569.6, 567.31, 568.21, 570.32, 572.85, 572.21, 572.63, 572.74 ]`) func buildKLines(prices []fixedpoint.Value) (klines []types.KLine) { for _, p := range prices { klines = append(klines, types.KLine{Close: p}) } return klines } func Test_calculateEWMA(t *testing.T) { type args struct { allKLines []types.KLine priceF KLinePriceMapper window int } var input []fixedpoint.Value if err := json.Unmarshal(ethusdt5m, &input); err != nil { panic(err) } tests := []struct { name string args args want float64 }{ { name: "ETHUSDT EMA 7", args: args{ allKLines: buildKLines(input), priceF: KLineClosePriceMapper, window: 7, }, want: 571.72, // with open price, binance desktop returns 571.45, trading view returns 570.8957, for close price, binance mobile returns 571.72 }, { name: "ETHUSDT EMA 25", args: args{ allKLines: buildKLines(input), priceF: KLineClosePriceMapper, window: 25, }, want: 571.30, }, { name: "ETHUSDT EMA 99", args: args{ allKLines: buildKLines(input), priceF: KLineClosePriceMapper, window: 99, }, want: 577.62, // binance mobile uses 577.58 }, } for _, tt := range tests { t.Run(tt.name, func(t *testing.T) { got := CalculateKLinesEMA(tt.args.allKLines, tt.args.priceF, tt.args.window) got = math.Trunc(got*100.0) / 100.0 if got != tt.want { t.Errorf("CalculateKLinesEMA() = %v, want %v", got, tt.want) } }) } }