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37 lines
920 B
Go
37 lines
920 B
Go
package indicator
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import (
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"encoding/json"
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"testing"
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"github.com/c9s/bbgo/pkg/fixedpoint"
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"github.com/stretchr/testify/assert"
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)
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/*
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import pandas as pd
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data = 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])
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ma1 = data.diff(1).ewm(span=25, adjust=False).mean()
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ma2 = ma1.ewm(span=13, adjust=False).mean()
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ma3 = data.diff(1).abs().ewm(span=25, adjust=False).mean()
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ma4 = ma3.ewm(span=13, adjust=False).mean()
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print(ma2/ma4*100.)
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*/
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func Test_TSI(t *testing.T) {
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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]`)
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var input []fixedpoint.Value
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if err := json.Unmarshal(randomPrices, &input); err != nil {
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panic(err)
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}
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tsi := TSI{}
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klines := buildKLines(input)
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for _, kline := range klines {
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tsi.PushK(kline)
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}
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assert.Equal(t, tsi.Length(), 29)
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Delta := 1.5e-2
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assert.InDelta(t, tsi.Last(), 22.89, Delta)
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}
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