package indicator import ( "encoding/json" "testing" "github.com/stretchr/testify/assert" "github.com/c9s/bbgo/pkg/fixedpoint" "github.com/c9s/bbgo/pkg/types" ) const Delta = 1e-9 func Test_calculateOBV(t *testing.T) { buildKLines := func(prices, volumes []fixedpoint.Value) (kLines []types.KLine) { for i, p := range prices { kLines = append(kLines, types.KLine{High: p, Low: p, Close: p, Volume: volumes[i]}) } return kLines } var easy1 = []byte(`[3, 2, 1, 4]`) var easy2 = []byte(`[3, 2, 2, 6]`) var input1 []fixedpoint.Value var input2 []fixedpoint.Value _ = json.Unmarshal(easy1, &input1) _ = json.Unmarshal(easy2, &input2) tests := []struct { name string kLines []types.KLine window int want types.Float64Slice }{ { name: "trivial_case", kLines: buildKLines( []fixedpoint.Value{fixedpoint.Zero}, []fixedpoint.Value{fixedpoint.One}, ), window: 0, want: types.Float64Slice{1.0}, }, { name: "easy_case", kLines: buildKLines(input1, input2), window: 0, want: types.Float64Slice{3, 1, -1, 5}, }, } for _, tt := range tests { t.Run(tt.name, func(t *testing.T) { obv := OBV{IntervalWindow: types.IntervalWindow{Window: tt.window}} obv.calculateAndUpdate(tt.kLines) assert.Equal(t, len(obv.Values), len(tt.want)) for i, v := range obv.Values { assert.InDelta(t, v, tt.want[i], Delta) } }) } }