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38 lines
945 B
Go
38 lines
945 B
Go
package indicatorv2
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import (
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"encoding/csv"
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"os"
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"path"
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"testing"
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"time"
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"github.com/stretchr/testify/assert"
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"github.com/c9s/bbgo/pkg/datasource/csvsource"
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"github.com/c9s/bbgo/pkg/types"
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)
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func TestVolumeProfile(t *testing.T) {
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file, _ := os.Open(path.Join("testdata", "BTCUSDT-1m-2022-05-06.csv"))
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defer func() {
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assert.NoError(t, file.Close())
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}()
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candles, err := csvsource.NewCSVKLineReader(csv.NewReader(file)).ReadAll(time.Minute)
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assert.NoError(t, err)
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stream := &types.StandardStream{}
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kLines := KLines(stream, "", "")
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ind := VolumeProfile(kLines, 10)
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for _, candle := range candles {
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stream.EmitKLineClosed(candle)
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}
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assert.InDelta(t, 36512.7, ind.VP.Low, 0.01, "VP.LOW")
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assert.InDelta(t, 36512.7, ind.VP.VAL, 0.01, "VP.VAL")
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assert.InDelta(t, 36518.574, ind.VP.POC, 0.01, "VP.POC")
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assert.InDelta(t, 36530.32, ind.VP.VAH, 0.01, "VP.VAH")
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assert.InDelta(t, 36617.433, ind.VP.High, 0.01, "VP.HIGH")
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}
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