mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-27 17:25:16 +00:00
88 lines
1.8 KiB
Go
88 lines
1.8 KiB
Go
package indicatorv2
|
|
|
|
import (
|
|
"encoding/json"
|
|
"testing"
|
|
|
|
"github.com/stretchr/testify/assert"
|
|
|
|
"github.com/c9s/bbgo/pkg/datatype/floats"
|
|
)
|
|
|
|
func Test_RSI2(t *testing.T) {
|
|
// test case from https://school.stockcharts.com/doku.php?id=technical_indicators:relative_strength_index_rsi
|
|
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]`)
|
|
var values []float64
|
|
err := json.Unmarshal(data, &values)
|
|
assert.NoError(t, err)
|
|
|
|
tests := []struct {
|
|
name string
|
|
values []float64
|
|
window int
|
|
want floats.Slice
|
|
}{
|
|
{
|
|
name: "RSI",
|
|
values: values,
|
|
window: 14,
|
|
want: floats.Slice{
|
|
100.000000,
|
|
99.439336,
|
|
99.440090,
|
|
98.251826,
|
|
98.279242,
|
|
98.297781,
|
|
98.307626,
|
|
98.319149,
|
|
98.334036,
|
|
98.342426,
|
|
97.951933,
|
|
97.957908,
|
|
97.108036,
|
|
97.147514,
|
|
70.464135,
|
|
70.020964,
|
|
69.831224,
|
|
80.567686,
|
|
73.333333,
|
|
59.806295,
|
|
62.528217,
|
|
60.000000,
|
|
48.477752,
|
|
53.878407,
|
|
48.952381,
|
|
43.862816,
|
|
37.732919,
|
|
32.263514,
|
|
32.718121,
|
|
38.142620,
|
|
31.748252,
|
|
25.099602,
|
|
30.217670,
|
|
},
|
|
},
|
|
}
|
|
|
|
for _, tt := range tests {
|
|
t.Run(tt.name, func(t *testing.T) {
|
|
// RSI2()
|
|
prices := ClosePrices(nil)
|
|
rsi := RSI2(prices, tt.window)
|
|
|
|
t.Logf("data length: %d", len(tt.values))
|
|
for _, price := range tt.values {
|
|
prices.PushAndEmit(price)
|
|
}
|
|
|
|
assert.Equal(t, floats.Slice(tt.values), prices.Slice)
|
|
|
|
if assert.Equal(t, len(tt.want), len(rsi.Slice)) {
|
|
for i, v := range tt.want {
|
|
assert.InDelta(t, v, rsi.Slice[i], 0.000001, "Expected rsi.slice[%d] to be %v, but got %v", i, v, rsi.Slice[i])
|
|
}
|
|
}
|
|
})
|
|
}
|
|
}
|