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72 lines
1.4 KiB
Go
72 lines
1.4 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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import pandas_ta as ta
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data = pd.Series([0,1,2,3,4,5,6,7,8,9,0,1,2,3,4,5,6,7,8,9,0,1,2,3,4,5,6,7,8,9])
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size = 5
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result = ta.ssf(data, size, 2)
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print(result)
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result = ta.ssf(data, size, 3)
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print(result)
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*/
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func Test_SSF(t *testing.T) {
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var Delta = 0.00001
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var randomPrices = []byte(`[0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 0, 1, 2, 3, 4, 5, 6, 7, 8, 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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poles int
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want float64
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next float64
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all int
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}{
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{
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name: "pole2",
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kLines: buildKLines(input),
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poles: 2,
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want: 8.721776,
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next: 7.723223,
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all: 30,
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},
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{
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name: "pole3",
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kLines: buildKLines(input),
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poles: 3,
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want: 8.687588,
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next: 7.668013,
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all: 30,
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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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ssf := SSF{
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IntervalWindow: types.IntervalWindow{Window: 5},
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Poles: tt.poles,
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}
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ssf.CalculateAndUpdate(tt.kLines)
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assert.InDelta(t, tt.want, ssf.Last(0), Delta)
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assert.InDelta(t, tt.next, ssf.Index(1), Delta)
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assert.Equal(t, tt.all, ssf.Length())
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})
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}
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}
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