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62 lines
1.6 KiB
Go
62 lines
1.6 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/c9s/bbgo/pkg/fixedpoint"
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"github.com/c9s/bbgo/pkg/types"
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"github.com/stretchr/testify/assert"
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)
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/*
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python:
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import pandas as pd
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from scipy.stats.mstats import gmean
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data = pd.Series([1.1,1.2,1.3,1.4,1.5,1.6,1.7,1.8,1.9,1.1,1.2,1.3,1.4,1.5,1.6,1.7,1.8,1.9,1.1,1.2,1.3,1.4,1.5,1.6,1.7,1.8,1.9])
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gmean(data[-5:])
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gmean(data[-6:-1])
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gmean(pd.concat(data[-4:], pd.Series([1.3])))
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*/
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func Test_GMA(t *testing.T) {
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var randomPrices = []byte(`[1.1, 1.2, 1.3, 1.4, 1.5, 1.6, 1.7, 1.8, 1.9, 1.1, 1.2, 1.3, 1.4, 1.5, 1.6, 1.7, 1.8, 1.9, 1.1, 1.2, 1.3, 1.4, 1.5, 1.6, 1.7, 1.8, 1.9]`)
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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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tests := []struct {
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name string
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kLines []types.KLine
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want float64
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next float64
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update float64
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updateResult float64
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all int
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}{
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{
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name: "test",
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kLines: buildKLines(input),
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want: 1.6940930229200213,
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next: 1.5937204331251167,
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update: 1.3,
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updateResult: 1.6462950504034335,
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all: 24,
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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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gma := GMA{IntervalWindow: types.IntervalWindow{Window: 5}}
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for _, k := range tt.kLines {
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gma.PushK(k)
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}
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assert.InDelta(t, tt.want, gma.Last(0), Delta)
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assert.InDelta(t, tt.next, gma.Index(1), Delta)
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gma.Update(tt.update)
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assert.InDelta(t, tt.updateResult, gma.Last(0), Delta)
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assert.Equal(t, tt.all, gma.Length())
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})
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}
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}
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