-
Notifications
You must be signed in to change notification settings - Fork 142
/
indicator_gains_test.go
137 lines (106 loc) · 4.17 KB
/
indicator_gains_test.go
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
package techan
import (
"testing"
)
func TestGainIndicator(t *testing.T) {
ts := mockTimeSeriesFl(1, 2, 3, 3, 2, 1)
gains := NewGainIndicator(NewClosePriceIndicator(ts))
decimalEquals(t, 0, gains.Calculate(0))
decimalEquals(t, 1, gains.Calculate(1))
decimalEquals(t, 1, gains.Calculate(2))
decimalEquals(t, 0, gains.Calculate(3))
decimalEquals(t, 0, gains.Calculate(4))
decimalEquals(t, 0, gains.Calculate(5))
}
func TestLossIndicator(t *testing.T) {
ts := mockTimeSeriesFl(1, 2, 3, 3, 2, 0)
gains := NewLossIndicator(NewClosePriceIndicator(ts))
decimalEquals(t, 0, gains.Calculate(0))
decimalEquals(t, 0, gains.Calculate(1))
decimalEquals(t, 0, gains.Calculate(2))
decimalEquals(t, 0, gains.Calculate(3))
decimalEquals(t, 1, gains.Calculate(4))
decimalEquals(t, 2, gains.Calculate(5))
}
func TestCumulativeGainsIndicator(t *testing.T) {
t.Run("Basic", func(t *testing.T) {
ts := mockTimeSeriesFl(1, 2, 3, 5, 8, 13)
cumGains := NewCumulativeGainsIndicator(NewClosePriceIndicator(ts), 6)
decimalEquals(t, 0, cumGains.Calculate(0))
decimalEquals(t, 1, cumGains.Calculate(1))
decimalEquals(t, 2, cumGains.Calculate(2))
decimalEquals(t, 4, cumGains.Calculate(3))
decimalEquals(t, 7, cumGains.Calculate(4))
decimalEquals(t, 12, cumGains.Calculate(5))
})
t.Run("Oscillating scale", func(t *testing.T) {
ts := mockTimeSeriesFl(0, 5, 2, 10, 12, 11)
cumGains := NewCumulativeGainsIndicator(NewClosePriceIndicator(ts), 6)
decimalEquals(t, 0, cumGains.Calculate(0))
decimalEquals(t, 5, cumGains.Calculate(1))
decimalEquals(t, 5, cumGains.Calculate(2))
decimalEquals(t, 13, cumGains.Calculate(3))
decimalEquals(t, 15, cumGains.Calculate(4))
decimalEquals(t, 15, cumGains.Calculate(5))
})
t.Run("Rolling timeframe", func(t *testing.T) {
ts := mockTimeSeriesFl(0, 5, 2, 10, 12, 11)
cumGains := NewCumulativeGainsIndicator(NewClosePriceIndicator(ts), 3)
decimalEquals(t, 0, cumGains.Calculate(0))
decimalEquals(t, 5, cumGains.Calculate(1))
decimalEquals(t, 5, cumGains.Calculate(2))
decimalEquals(t, 13, cumGains.Calculate(3))
decimalEquals(t, 10, cumGains.Calculate(4))
decimalEquals(t, 10, cumGains.Calculate(5))
})
}
func TestCumulativeLossesIndicator(t *testing.T) {
t.Run("Basic", func(t *testing.T) {
ts := mockTimeSeriesFl(13, 8, 5, 3, 2, 1)
cumLosses := NewCumulativeLossesIndicator(NewClosePriceIndicator(ts), 6)
decimalEquals(t, 0, cumLosses.Calculate(0))
decimalEquals(t, 5, cumLosses.Calculate(1))
decimalEquals(t, 8, cumLosses.Calculate(2))
decimalEquals(t, 10, cumLosses.Calculate(3))
decimalEquals(t, 11, cumLosses.Calculate(4))
decimalEquals(t, 12, cumLosses.Calculate(5))
})
t.Run("Oscillating indicator", func(t *testing.T) {
ts := mockTimeSeriesFl(13, 16, 10, 8, 9, 8)
cumLosses := NewCumulativeLossesIndicator(NewClosePriceIndicator(ts), 6)
decimalEquals(t, 0, cumLosses.Calculate(0))
decimalEquals(t, 0, cumLosses.Calculate(1))
decimalEquals(t, 6, cumLosses.Calculate(2))
decimalEquals(t, 8, cumLosses.Calculate(3))
decimalEquals(t, 8, cumLosses.Calculate(4))
decimalEquals(t, 9, cumLosses.Calculate(5))
})
t.Run("Rolling timeframe", func(t *testing.T) {
ts := mockTimeSeriesFl(13, 16, 10, 8, 9, 8)
cumLosses := NewCumulativeLossesIndicator(NewClosePriceIndicator(ts), 3)
decimalEquals(t, 0, cumLosses.Calculate(0))
decimalEquals(t, 0, cumLosses.Calculate(1))
decimalEquals(t, 6, cumLosses.Calculate(2))
decimalEquals(t, 8, cumLosses.Calculate(3))
decimalEquals(t, 8, cumLosses.Calculate(4))
decimalEquals(t, 3, cumLosses.Calculate(5))
})
}
func TestPercentGainIndicator(t *testing.T) {
t.Run("Up", func(t *testing.T) {
ts := mockTimeSeriesFl(1, 1.5, 2.25, 2.25)
pgi := NewPercentChangeIndicator(NewClosePriceIndicator(ts))
decimalEquals(t, 0, pgi.Calculate(0))
decimalEquals(t, .5, pgi.Calculate(1))
decimalEquals(t, .5, pgi.Calculate(2))
decimalEquals(t, 0, pgi.Calculate(3))
})
t.Run("Down", func(t *testing.T) {
ts := mockTimeSeriesFl(10, 5, 2.5, 2.5)
pgi := NewPercentChangeIndicator(NewClosePriceIndicator(ts))
decimalEquals(t, 0, pgi.Calculate(0))
decimalEquals(t, -.5, pgi.Calculate(1))
decimalEquals(t, -.5, pgi.Calculate(2))
decimalEquals(t, 0, pgi.Calculate(3))
})
}