package indicator import ( "encoding/json" "testing" "github.com/c9s/bbgo/pkg/fixedpoint" "github.com/stretchr/testify/assert" ) /* import pandas as pd 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]) ma1 = data.diff(1).ewm(span=25, adjust=False).mean() ma2 = ma1.ewm(span=13, adjust=False).mean() ma3 = data.diff(1).abs().ewm(span=25, adjust=False).mean() ma4 = ma3.ewm(span=13, adjust=False).mean() print(ma2/ma4*100.) */ func Test_TSI(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]`) var input []fixedpoint.Value if err := json.Unmarshal(randomPrices, &input); err != nil { panic(err) } tsi := TSI{} klines := buildKLines(input) for _, kline := range klines { tsi.PushK(kline) } assert.Equal(t, tsi.Length(), 29) Delta := 1.5e-2 assert.InDelta(t, tsi.Last(0), 22.89, Delta) }