mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-22 14:55:16 +00:00
54 lines
1.7 KiB
Go
54 lines
1.7 KiB
Go
package indicator
|
|
|
|
import (
|
|
"encoding/json"
|
|
"math"
|
|
"testing"
|
|
|
|
"github.com/c9s/bbgo/pkg/fixedpoint"
|
|
"github.com/c9s/bbgo/pkg/types"
|
|
)
|
|
|
|
func Test_calculateATR(t *testing.T) {
|
|
var bytes = []byte(`{
|
|
"high": [40145.0, 40186.36, 40196.39, 40344.6, 40245.48, 40273.24, 40464.0, 40699.0, 40627.48, 40436.31, 40370.0, 40376.8, 40227.03, 40056.52, 39721.7, 39597.94, 39750.15, 39927.0, 40289.02, 40189.0],
|
|
"low": [39870.71, 39834.98, 39866.31, 40108.31, 40016.09, 40094.66, 40105.0, 40196.48, 40154.99, 39800.0, 39959.21, 39922.98, 39940.02, 39632.0, 39261.39, 39254.63, 39473.91, 39555.51, 39819.0, 40006.84],
|
|
"close": [40105.78, 39935.23, 40183.97, 40182.03, 40212.26, 40149.99, 40378.0, 40618.37, 40401.03, 39990.39, 40179.13, 40097.23, 40014.72, 39667.85, 39303.1, 39519.99, 39693.79, 39827.96, 40074.94, 40059.84]
|
|
}`)
|
|
buildKLines := func(bytes []byte) (kLines []types.KLine) {
|
|
var prices map[string][]fixedpoint.Value
|
|
_ = json.Unmarshal(bytes, &prices)
|
|
for i, h := range prices["high"] {
|
|
kLine := types.KLine{High: h, Low: prices["low"][i], Close: prices["close"][i]}
|
|
kLines = append(kLines, kLine)
|
|
}
|
|
return kLines
|
|
}
|
|
|
|
tests := []struct {
|
|
name string
|
|
kLines []types.KLine
|
|
window int
|
|
want float64
|
|
}{
|
|
{
|
|
name: "test_binance_btcusdt_1h",
|
|
kLines: buildKLines(bytes),
|
|
window: 14,
|
|
want: 364.048648,
|
|
},
|
|
}
|
|
|
|
for _, tt := range tests {
|
|
t.Run(tt.name, func(t *testing.T) {
|
|
atr := ATR{IntervalWindow: types.IntervalWindow{Window: tt.window}}
|
|
atr.calculateAndUpdate(tt.kLines)
|
|
got := atr.Values.Last()
|
|
diff := math.Trunc((got-tt.want)*100) / 100
|
|
if diff != 0 {
|
|
t.Errorf("calculateATR() = %v, want %v", got, tt.want)
|
|
}
|
|
})
|
|
}
|
|
}
|