mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-25 00:05:15 +00:00
62 lines
1.3 KiB
Go
62 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
|
|
import pandas_ta as ta
|
|
|
|
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])
|
|
sigma = 6
|
|
offset = 0.9
|
|
size = 5
|
|
|
|
result = ta.alma(data, size, sigma, offset)
|
|
print(result)
|
|
*/
|
|
func Test_ALMA(t *testing.T) {
|
|
var Delta = 0.01
|
|
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]`)
|
|
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: 5.60785,
|
|
next: 4.60785,
|
|
all: 26,
|
|
},
|
|
}
|
|
for _, tt := range tests {
|
|
t.Run(tt.name, func(t *testing.T) {
|
|
alma := ALMA{
|
|
IntervalWindow: types.IntervalWindow{Window: 5},
|
|
Offset: 0.9,
|
|
Sigma: 6,
|
|
}
|
|
alma.CalculateAndUpdate(tt.kLines)
|
|
assert.InDelta(t, tt.want, alma.Last(0), Delta)
|
|
assert.InDelta(t, tt.next, alma.Index(1), Delta)
|
|
assert.Equal(t, tt.all, alma.Length())
|
|
})
|
|
}
|
|
}
|