mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-25 16:25:16 +00:00
57 lines
1.3 KiB
Go
57 lines
1.3 KiB
Go
package indicator
|
|
|
|
import (
|
|
"encoding/json"
|
|
"testing"
|
|
|
|
"github.com/c9s/bbgo/pkg/fixedpoint"
|
|
"github.com/c9s/bbgo/pkg/types"
|
|
"github.com/stretchr/testify/assert"
|
|
)
|
|
|
|
/*
|
|
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])
|
|
ma1 = s.ewm(span=16).mean()
|
|
ma2 = ma1.ewm(span=16).mean()
|
|
ma3 = ma2.ewm(span=16).mean()
|
|
result = (3 * ma1 - 3 * ma2 + ma3)
|
|
print(result)
|
|
*/
|
|
func Test_TEMA(t *testing.T) {
|
|
var Delta = 4.3e-2
|
|
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, 0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 0, 1, 2, 3, 4, 5, 6, 7, 8, 9]`)
|
|
var input []fixedpoint.Value
|
|
if err := json.Unmarshal(randomPrices, &input); err != nil {
|
|
panic(err)
|
|
}
|
|
tests := []struct {
|
|
name string
|
|
kLines []types.KLine
|
|
want float64
|
|
next float64
|
|
all int
|
|
}{
|
|
{
|
|
name: "random_case",
|
|
kLines: buildKLines(input),
|
|
want: 7.163145,
|
|
next: 6.106229,
|
|
all: 50,
|
|
},
|
|
}
|
|
|
|
for _, tt := range tests {
|
|
t.Run(tt.name, func(t *testing.T) {
|
|
tema := TEMA{IntervalWindow: types.IntervalWindow{Window: 16}}
|
|
tema.calculateAndUpdate(tt.kLines)
|
|
last := tema.Last()
|
|
assert.InDelta(t, tt.want, last, Delta)
|
|
assert.InDelta(t, tt.next, tema.Index(1), Delta)
|
|
assert.Equal(t, tt.all, tema.Length())
|
|
})
|
|
}
|
|
}
|