bbgo_origin/pkg/indicator/v2_macd_test.go

58 lines
1.3 KiB
Go

package indicator
import (
"encoding/json"
"math"
"testing"
"github.com/stretchr/testify/assert"
"github.com/c9s/bbgo/pkg/fixedpoint"
"github.com/c9s/bbgo/pkg/types"
)
/*
python:
import pandas as pd
s = pd.Series([0,1,2,3,4,5,6,7,8,9,0,1,2,3,4,5,6,7,8,9,0,1,2,3,4,5,6,7,8,9,0,1,2,3,4,5,6,7,8,9,0,1,2,3,4,5,6,7,8,9])
slow = s.ewm(span=26, adjust=False).mean()
fast = s.ewm(span=12, adjust=False).mean()
print(fast - slow)
*/
func Test_MACD2(t *testing.T) {
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, 0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 0, 1, 2, 3, 4, 5, 6, 7, 8, 9]`)
var input []fixedpoint.Value
err := json.Unmarshal(randomPrices, &input)
assert.NoError(t, err)
tests := []struct {
name string
kLines []types.KLine
want float64
}{
{
name: "random_case",
kLines: buildKLines(input),
want: 0.7740187187598249,
},
}
for _, tt := range tests {
t.Run(tt.name, func(t *testing.T) {
prices := ClosePrices(nil)
macd := MACD2(prices, 12, 26, 9)
for _, k := range tt.kLines {
prices.EmitUpdate(k.Close.Float64())
}
got := macd.Last(0)
diff := math.Trunc((got-tt.want)*100) / 100
if diff != 0 {
t.Errorf("MACD2() = %v, want %v", got, tt.want)
}
})
}
}