61 lines
1.4 KiB
Go
61 lines
1.4 KiB
Go
|
package indicator
|
||
|
|
|
||
|
|
import (
|
||
|
|
"encoding/json"
|
||
|
|
"testing"
|
||
|
|
|
||
|
|
"github.com/stretchr/testify/assert"
|
||
|
|
|
||
|
|
"git.qtrade.icu/lychiyu/qbtrade/pkg/fixedpoint"
|
||
|
|
"git.qtrade.icu/lychiyu/qbtrade/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])
|
||
|
|
ma1 = s.ewm(span=8).mean()
|
||
|
|
ma2 = s.ewm(span=16).mean()
|
||
|
|
result = (2 * ma1 - ma2).ewm(span=4).mean()
|
||
|
|
print(result)
|
||
|
|
*/
|
||
|
|
func Test_HULL(t *testing.T) {
|
||
|
|
var Delta = 1.5e-2
|
||
|
|
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
|
||
|
|
if err := json.Unmarshal(randomPrices, &input); err != nil {
|
||
|
|
panic(err)
|
||
|
|
}
|
||
|
|
|
||
|
|
tests := []struct {
|
||
|
|
name string
|
||
|
|
kLines []types.KLine
|
||
|
|
want float64
|
||
|
|
next float64
|
||
|
|
all int
|
||
|
|
}{
|
||
|
|
{
|
||
|
|
name: "random_case",
|
||
|
|
kLines: buildKLines(input),
|
||
|
|
want: 6.002935,
|
||
|
|
next: 5.167056,
|
||
|
|
all: 50,
|
||
|
|
},
|
||
|
|
}
|
||
|
|
|
||
|
|
for _, tt := range tests {
|
||
|
|
t.Run(tt.name, func(t *testing.T) {
|
||
|
|
hull := &HULL{IntervalWindow: types.IntervalWindow{Window: 16}}
|
||
|
|
for _, k := range tt.kLines {
|
||
|
|
hull.PushK(k)
|
||
|
|
}
|
||
|
|
|
||
|
|
last := hull.Last(0)
|
||
|
|
assert.InDelta(t, tt.want, last, Delta)
|
||
|
|
assert.InDelta(t, tt.next, hull.Index(1), Delta)
|
||
|
|
assert.Equal(t, tt.all, hull.Length())
|
||
|
|
})
|
||
|
|
}
|
||
|
|
}
|