mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-14 19:13:52 +00:00
47 lines
1.1 KiB
Go
47 lines
1.1 KiB
Go
package indicator
|
|
|
|
import (
|
|
"math"
|
|
"testing"
|
|
|
|
"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 = []float64{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}
|
|
tests := []struct {
|
|
name string
|
|
kLines []types.KLine
|
|
want float64
|
|
}{
|
|
{
|
|
name: "random_case",
|
|
kLines: buildKLines(randomPrices),
|
|
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)
|
|
}
|
|
})
|
|
}
|
|
}
|