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88 lines
1.8 KiB
Go
88 lines
1.8 KiB
Go
package indicatorv2
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import (
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"encoding/json"
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"testing"
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"github.com/stretchr/testify/assert"
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"github.com/c9s/bbgo/pkg/datatype/floats"
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)
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func Test_RSI2(t *testing.T) {
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// test case from https://school.stockcharts.com/doku.php?id=technical_indicators:relative_strength_index_rsi
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var data = []byte(`[44.34, 44.09, 44.15, 43.61, 44.33, 44.83, 45.10, 45.42, 45.84, 46.08, 45.89, 46.03, 45.61, 46.28, 46.28, 46.00, 46.03, 46.41, 46.22, 45.64, 46.21, 46.25, 45.71, 46.45, 45.78, 45.35, 44.03, 44.18, 44.22, 44.57, 43.42, 42.66, 43.13]`)
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var values []float64
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err := json.Unmarshal(data, &values)
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assert.NoError(t, err)
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tests := []struct {
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name string
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values []float64
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window int
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want floats.Slice
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}{
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{
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name: "RSI",
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values: values,
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window: 14,
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want: floats.Slice{
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100.000000,
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99.439336,
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99.440090,
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98.251826,
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98.279242,
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98.297781,
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98.307626,
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98.319149,
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98.334036,
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98.342426,
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97.951933,
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97.957908,
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97.108036,
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97.147514,
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70.464135,
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70.020964,
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69.831224,
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80.567686,
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73.333333,
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59.806295,
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62.528217,
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60.000000,
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48.477752,
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53.878407,
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48.952381,
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43.862816,
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37.732919,
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32.263514,
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32.718121,
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38.142620,
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31.748252,
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25.099602,
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30.217670,
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},
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},
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}
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for _, tt := range tests {
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t.Run(tt.name, func(t *testing.T) {
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// RSI2()
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prices := ClosePrices(nil)
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rsi := RSI2(prices, tt.window)
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t.Logf("data length: %d", len(tt.values))
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for _, price := range tt.values {
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prices.PushAndEmit(price)
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}
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assert.Equal(t, floats.Slice(tt.values), prices.Slice)
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if assert.Equal(t, len(tt.want), len(rsi.Slice)) {
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for i, v := range tt.want {
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assert.InDelta(t, v, rsi.Slice[i], 0.000001, "Expected rsi.slice[%d] to be %v, but got %v", i, v, rsi.Slice[i])
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}
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}
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})
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}
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}
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