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 from scipy.stats.mstats import gmean data = pd.Series([1.1,1.2,1.3,1.4,1.5,1.6,1.7,1.8,1.9,1.1,1.2,1.3,1.4,1.5,1.6,1.7,1.8,1.9,1.1,1.2,1.3,1.4,1.5,1.6,1.7,1.8,1.9]) gmean(data[-5:]) gmean(data[-6:-1]) gmean(pd.concat(data[-4:], pd.Series([1.3]))) */ func Test_GMA(t *testing.T) { var randomPrices = []byte(`[1.1, 1.2, 1.3, 1.4, 1.5, 1.6, 1.7, 1.8, 1.9, 1.1, 1.2, 1.3, 1.4, 1.5, 1.6, 1.7, 1.8, 1.9, 1.1, 1.2, 1.3, 1.4, 1.5, 1.6, 1.7, 1.8, 1.9]`) var input []fixedpoint.Value if err := json.Unmarshal(randomPrices, &input); err != nil { panic(err) } tests := []struct { name string kLines []types.KLine want float64 next float64 update float64 updateResult float64 all int }{ { name: "test", kLines: buildKLines(input), want: 1.6940930229200213, next: 1.5937204331251167, update: 1.3, updateResult: 1.6462950504034335, all: 24, }, } for _, tt := range tests { t.Run(tt.name, func(t *testing.T) { gma := GMA{IntervalWindow: types.IntervalWindow{Window: 5}} for _, k := range tt.kLines { gma.PushK(k) } assert.InDelta(t, tt.want, gma.Last(), Delta) assert.InDelta(t, tt.next, gma.Index(1), Delta) gma.Update(tt.update) assert.InDelta(t, tt.updateResult, gma.Last(), Delta) assert.Equal(t, tt.all, gma.Length()) }) } }