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70 lines
1.8 KiB
Go
70 lines
1.8 KiB
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/stretchr/testify/assert"
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"github.com/c9s/bbgo/pkg/fixedpoint"
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"github.com/c9s/bbgo/pkg/types"
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)
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func Test_calculateRSI(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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buildKLines := func(prices []fixedpoint.Value) (kLines []types.KLine) {
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for _, p := range prices {
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kLines = append(kLines, types.KLine{High: p, Low: p, Close: p})
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}
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return kLines
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}
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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 []fixedpoint.Value
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_ = json.Unmarshal(data, &values)
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tests := []struct {
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name string
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kLines []types.KLine
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window int
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want types.Float64Slice
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}{
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{
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name: "RSI",
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kLines: buildKLines(values),
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window: 14,
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want: types.Float64Slice{
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70.46413502109704,
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66.24961855355505,
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66.48094183471265,
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69.34685316290864,
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66.29471265892624,
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57.91502067008556,
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62.88071830996241,
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63.208788718287764,
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56.01158478954758,
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62.33992931089789,
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54.67097137765515,
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50.386815195114224,
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40.01942379131357,
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41.49263540422282,
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41.902429678458105,
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45.499497238680405,
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37.32277831337995,
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33.090482572723396,
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37.78877198205783,
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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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rsi := RSI{IntervalWindow: types.IntervalWindow{Window: tt.window}}
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rsi.calculateAndUpdate(tt.kLines)
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assert.Equal(t, len(rsi.Values), len(tt.want))
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for i, v := range rsi.Values {
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assert.InDelta(t, v, tt.want[i], Delta)
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}
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})
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}
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}
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