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31 lines
767 B
Go
31 lines
767 B
Go
package indicator
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import (
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"testing"
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"github.com/stretchr/testify/assert"
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"github.com/c9s/bbgo/pkg/fixedpoint"
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"github.com/c9s/bbgo/pkg/types"
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)
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func TestSubtract(t *testing.T) {
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stream := &types.StandardStream{}
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kLines := KLines(stream)
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closePrices := ClosePrices(kLines)
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fastEMA := EWMA2(closePrices, 10)
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slowEMA := EWMA2(closePrices, 25)
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subtract := Subtract(fastEMA, slowEMA)
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for i := .0; i < 50.0; i++ {
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stream.EmitKLineClosed(types.KLine{Close: fixedpoint.NewFromFloat(19_000.0 + i)})
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}
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t.Logf("fastEMA: %+v", fastEMA.slice)
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t.Logf("slowEMA: %+v", slowEMA.slice)
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assert.Equal(t, len(subtract.a), len(subtract.b))
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assert.Equal(t, len(subtract.a), len(subtract.c))
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assert.InDelta(t, subtract.c[0], subtract.a[0]-subtract.b[0], 0.0001)
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}
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