mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-10 09:11:55 +00:00
71 lines
1.8 KiB
Go
71 lines
1.8 KiB
Go
package indicator
|
|
|
|
import (
|
|
"encoding/json"
|
|
"testing"
|
|
|
|
"github.com/stretchr/testify/assert"
|
|
|
|
"github.com/c9s/bbgo/pkg/datatype/floats"
|
|
"github.com/c9s/bbgo/pkg/fixedpoint"
|
|
"github.com/c9s/bbgo/pkg/types"
|
|
)
|
|
|
|
func Test_calculateRSI(t *testing.T) {
|
|
// test case from https://school.stockcharts.com/doku.php?id=technical_indicators:relative_strength_index_rsi
|
|
buildKLines := func(prices []fixedpoint.Value) (kLines []types.KLine) {
|
|
for _, p := range prices {
|
|
kLines = append(kLines, types.KLine{High: p, Low: p, Close: p})
|
|
}
|
|
return kLines
|
|
}
|
|
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 []fixedpoint.Value
|
|
_ = json.Unmarshal(data, &values)
|
|
|
|
tests := []struct {
|
|
name string
|
|
kLines []types.KLine
|
|
window int
|
|
want floats.Slice
|
|
}{
|
|
{
|
|
name: "RSI",
|
|
kLines: buildKLines(values),
|
|
window: 14,
|
|
want: floats.Slice{
|
|
70.46413502109704,
|
|
66.24961855355505,
|
|
66.48094183471265,
|
|
69.34685316290864,
|
|
66.29471265892624,
|
|
57.91502067008556,
|
|
62.88071830996241,
|
|
63.208788718287764,
|
|
56.01158478954758,
|
|
62.33992931089789,
|
|
54.67097137765515,
|
|
50.386815195114224,
|
|
40.01942379131357,
|
|
41.49263540422282,
|
|
41.902429678458105,
|
|
45.499497238680405,
|
|
37.32277831337995,
|
|
33.090482572723396,
|
|
37.78877198205783,
|
|
},
|
|
},
|
|
}
|
|
|
|
for _, tt := range tests {
|
|
t.Run(tt.name, func(t *testing.T) {
|
|
rsi := RSI{IntervalWindow: types.IntervalWindow{Window: tt.window}}
|
|
rsi.CalculateAndUpdate(tt.kLines)
|
|
assert.Equal(t, len(rsi.Values), len(tt.want))
|
|
for i, v := range rsi.Values {
|
|
assert.InDelta(t, v, tt.want[i], Delta)
|
|
}
|
|
})
|
|
}
|
|
}
|