package indicator import ( "encoding/json" "math" "testing" "github.com/c9s/bbgo/pkg/fixedpoint" "github.com/c9s/bbgo/pkg/types" ) /* python: import pandas as pd s = pd.Series([0,1,2,3,4,5,6,7,8,9,0,1,2,3,4,5,6,7,8,9,0,1,2,3,4,5,6,7,8,9,0,1,2,3,4,5,6,7,8,9,0,1,2,3,4,5,6,7,8,9]) slow = s.ewm(span=26, adjust=False).mean() fast = s.ewm(span=12, adjust=False).mean() print(fast - slow) */ func Test_calculateMACD(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, 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) } tests := []struct { name string kLines []types.KLine want float64 }{ { name: "random_case", kLines: buildKLines(input), want: 0.7967670223776384, }, } for _, tt := range tests { t.Run(tt.name, func(t *testing.T) { iw := types.IntervalWindow{Window: 9} macd := MACD{IntervalWindow: iw, ShortPeriod: 12, LongPeriod: 26} priceF := KLineClosePriceMapper got := macd.calculateMACD(tt.kLines, priceF) diff := math.Trunc((got-tt.want)*100) / 100 if diff != 0 { t.Errorf("calculateMACD() = %v, want %v", got, tt.want) } }) } }