63 lines
1.4 KiB
Go
63 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/stretchr/testify/assert"
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"git.qtrade.icu/lychiyu/qbtrade/pkg/datatype/floats"
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"git.qtrade.icu/lychiyu/qbtrade/pkg/fixedpoint"
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"git.qtrade.icu/lychiyu/qbtrade/pkg/types"
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)
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const Delta = 1e-9
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func Test_calculateOBV(t *testing.T) {
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buildKLines := func(prices, volumes []fixedpoint.Value) (kLines []types.KLine) {
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for i, p := range prices {
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kLines = append(kLines, types.KLine{High: p, Low: p, Close: p, Volume: volumes[i]})
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}
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return kLines
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}
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var easy1 = []byte(`[3, 2, 1, 4]`)
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var easy2 = []byte(`[3, 2, 2, 6]`)
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var input1 []fixedpoint.Value
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var input2 []fixedpoint.Value
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_ = json.Unmarshal(easy1, &input1)
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_ = json.Unmarshal(easy2, &input2)
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tests := []struct {
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name string
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kLines []types.KLine
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window int
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want floats.Slice
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}{
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{
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name: "trivial_case",
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kLines: buildKLines(
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[]fixedpoint.Value{fixedpoint.Zero}, []fixedpoint.Value{fixedpoint.One},
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),
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window: 0,
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want: floats.Slice{1.0},
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},
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{
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name: "easy_case",
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kLines: buildKLines(input1, input2),
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window: 0,
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want: floats.Slice{3, 1, -1, 5},
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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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obv := OBV{IntervalWindow: types.IntervalWindow{Window: tt.window}}
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obv.CalculateAndUpdate(tt.kLines)
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assert.Equal(t, len(obv.Values), len(tt.want))
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for i, v := range obv.Values {
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assert.InDelta(t, v, tt.want[i], Delta)
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}
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})
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}
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}
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