package kline import ( "errors" "testing" "time" ) func TestGetAveragePrice(t *testing.T) { t.Parallel() c := Candle{} if c.GetAveragePrice() != 0 { t.Fatal("unexpected value") } c.High = 20 if c.GetAveragePrice() != 5 { t.Fatal("unexpected value") } } func TestGetAveragePrice_OHLC(t *testing.T) { t.Parallel() var ohlc *OHLC _, err := ohlc.GetAveragePrice(-1) if !errors.Is(err, errNilOHLC) { t.Fatalf("received: '%v' but expected: '%v'", err, errNilOHLC) } ohlc = &OHLC{} _, err = ohlc.GetAveragePrice(-1) if !errors.Is(err, errInvalidElement) { t.Fatalf("received: '%v' but expected: '%v'", err, errInvalidElement) } _, err = ohlc.GetAveragePrice(0) if !errors.Is(err, errElementExceedsDataLength) { t.Fatalf("received: '%v' but expected: '%v'", err, errElementExceedsDataLength) } ohlc.High = append(ohlc.High, 20) ohlc.Open = append(ohlc.Open, 0) ohlc.Low = append(ohlc.Low, 0) ohlc.Close = append(ohlc.Close, 0) avgPrice, err := ohlc.GetAveragePrice(0) if !errors.Is(err, nil) { t.Fatalf("received: '%v' but expected: '%v'", err, nil) } if avgPrice != 5 { t.Fatal("unexpected value") } } var twapdataset = []Candle{ {Time: time.Date(2020, 6, 17, 0, 0, 0, 0, time.UTC), Close: 351.59, Open: 355.15, High: 355.40, Low: 351.09}, {Time: time.Date(2020, 6, 16, 0, 0, 0, 0, time.UTC), Close: 352.08, Open: 351.46, High: 353.20, Low: 344.72}, {Time: time.Date(2020, 6, 15, 0, 0, 0, 0, time.UTC), Close: 342.99, Open: 333.25, High: 345.68, Low: 332.58}, {Time: time.Date(2020, 6, 12, 0, 0, 0, 0, time.UTC), Close: 338.80, Open: 344.72, High: 347.80, Low: 334.22}, {Time: time.Date(2020, 6, 11, 0, 0, 0, 0, time.UTC), Close: 335.90, Open: 349.31, High: 351.06, Low: 335.48}, {Time: time.Date(2020, 6, 10, 0, 0, 0, 0, time.UTC), Close: 352.84, Open: 347.90, High: 354.77, Low: 346.09}, {Time: time.Date(2020, 6, 9, 0, 0, 0, 0, time.UTC), Close: 343.99, Open: 332.14, High: 345.61, Low: 332.01}, {Time: time.Date(2020, 6, 8, 0, 0, 0, 0, time.UTC), Close: 333.46, Open: 330.25, High: 333.60, Low: 327.32}, {Time: time.Date(2020, 6, 5, 0, 0, 0, 0, time.UTC), Close: 331.50, Open: 323.35, High: 331.75, Low: 323.23}, {Time: time.Date(2020, 6, 4, 0, 0, 0, 0, time.UTC), Close: 322.32, Open: 324.39, High: 325.62, Low: 320.78}, {Time: time.Date(2020, 6, 3, 0, 0, 0, 0, time.UTC), Close: 325.12, Open: 324.66, High: 326.20, Low: 322.30}, {Time: time.Date(2020, 6, 2, 0, 0, 0, 0, time.UTC), Close: 323.34, Open: 320.75, High: 323.44, Low: 318.93}, {Time: time.Date(2020, 6, 1, 0, 0, 0, 0, time.UTC), Close: 321.85, Open: 317.75, High: 322.35, Low: 317.21}, {Time: time.Date(2020, 5, 29, 0, 0, 0, 0, time.UTC), Close: 317.94, Open: 319.25, High: 321.15, Low: 316.47}, {Time: time.Date(2020, 5, 28, 0, 0, 0, 0, time.UTC), Close: 318.25, Open: 316.77, High: 323.44, Low: 315.63}, {Time: time.Date(2020, 5, 27, 0, 0, 0, 0, time.UTC), Close: 318.11, Open: 316.14, High: 318.71, Low: 313.09}, {Time: time.Date(2020, 5, 26, 0, 0, 0, 0, time.UTC), Close: 316.73, Open: 323.50, High: 324.24, Low: 316.50}, {Time: time.Date(2020, 5, 22, 0, 0, 0, 0, time.UTC), Close: 318.89, Open: 315.77, High: 319.23, Low: 315.35}, {Time: time.Date(2020, 5, 21, 0, 0, 0, 0, time.UTC), Close: 316.85, Open: 318.66, High: 320.89, Low: 315.87}, {Time: time.Date(2020, 5, 20, 0, 0, 0, 0, time.UTC), Close: 319.23, Open: 316.68, High: 319.52, Low: 316.20}, {Time: time.Date(2020, 5, 19, 0, 0, 0, 0, time.UTC), Close: 313.14, Open: 315.03, High: 318.52, Low: 313.01}, {Time: time.Date(2020, 5, 18, 0, 0, 0, 0, time.UTC), Close: 314.96, Open: 313.17, High: 316.50, Low: 310.32}, } func TestGetTWAP_OHLC(t *testing.T) { t.Parallel() var ohlc *OHLC _, err := ohlc.GetTWAP() if !errors.Is(err, errNilOHLC) { t.Fatalf("received: '%v' but expected: '%v'", err, errNilOHLC) } ohlc = &OHLC{} _, err = ohlc.GetTWAP() if !errors.Is(err, errNoData) { t.Fatalf("received: '%v' but expected: '%v'", err, errNoData) } ohlc.Open = append(ohlc.Open, 20) ohlc.High = append(ohlc.High, 20) ohlc.Low = append(ohlc.Low, 20) ohlc.Close = append(ohlc.Close, 20, 20) _, err = ohlc.GetTWAP() if !errors.Is(err, errDataLengthMismatch) { t.Fatalf("received: '%v' but expected: '%v'", err, errDataLengthMismatch) } i := Item{} i.Candles = twapdataset ohlc = i.GetOHLC() twap, err := ohlc.GetTWAP() if !errors.Is(err, nil) { t.Fatalf("received: '%v' but expected: '%v'", err, nil) } if twap != 328.147840909091 { t.Fatal("unexpected value returned from data-set") } } func TestGetTWAP(t *testing.T) { t.Parallel() candles := Item{} if _, err := candles.GetTWAP(); !errors.Is(err, errNoData) { t.Fatal(err) } candles.Candles = twapdataset twap, err := candles.GetTWAP() if err != nil { t.Fatal(err) } if twap != 328.147840909091 { t.Fatal("unexpected value returned from data-set") } } var vwapdataset = []Candle{ {Time: time.Date(2019, 10, 10, 9, 31, 0, 0, time.UTC), Open: 245.2903, High: 245.516, Low: 244.7652, Close: 244.8702, Volume: 103033}, {Time: time.Date(2019, 10, 10, 9, 32, 0, 0, time.UTC), Open: 245.0807, High: 245.0807, Low: 244.55, Close: 244.66, Volume: 21168}, {Time: time.Date(2019, 10, 10, 9, 33, 0, 0, time.UTC), Open: 244.58, High: 245.8, Low: 244.55, Close: 245.6, Volume: 36544}, {Time: time.Date(2019, 10, 10, 9, 34, 0, 0, time.UTC), Open: 245.7097, High: 246.09, Low: 245.57, Close: 245.92, Volume: 30057}, {Time: time.Date(2019, 10, 10, 9, 35, 0, 0, time.UTC), Open: 245.62, High: 245.62, Low: 245.62, Close: 245.62, Volume: 26301}, {Time: time.Date(2019, 10, 10, 9, 36, 0, 0, time.UTC), Open: 245.7126, High: 246.44, Low: 245.7126, Close: 246.188, Volume: 31494}, {Time: time.Date(2019, 10, 10, 9, 37, 0, 0, time.UTC), Open: 246.46, High: 246.46, Low: 246.45, Close: 246.45, Volume: 24271}, {Time: time.Date(2019, 10, 10, 9, 38, 0, 0, time.UTC), Open: 246.755, High: 246.755, Low: 246.25, Close: 246.25, Volume: 37951}, {Time: time.Date(2019, 10, 10, 9, 39, 0, 0, time.UTC), Open: 246.2818, High: 246.655, Low: 246.2818, Close: 246.655, Volume: 15324}, {Time: time.Date(2019, 10, 10, 9, 40, 0, 0, time.UTC), Open: 246.78, High: 246.78, Low: 246.56, Close: 246.762, Volume: 23285}, {Time: time.Date(2019, 10, 10, 9, 41, 0, 0, time.UTC), Open: 246.75, High: 246.75, Low: 246.38, Close: 246.5, Volume: 23365}, {Time: time.Date(2019, 10, 10, 9, 42, 0, 0, time.UTC), Open: 246.17, High: 246.17, Low: 246.17, Close: 246.17, Volume: 16130}, {Time: time.Date(2019, 10, 10, 9, 43, 0, 0, time.UTC), Open: 246.135, High: 246.135, Low: 245.82, Close: 245.82, Volume: 27227}, {Time: time.Date(2019, 10, 10, 9, 44, 0, 0, time.UTC), Open: 245.9335, High: 245.9335, Low: 245.91, Close: 245.91, Volume: 14464}, {Time: time.Date(2019, 10, 10, 9, 45, 0, 0, time.UTC), Open: 246.41, High: 246.41, Low: 246.41, Close: 246.41, Volume: 17156}, {Time: time.Date(2019, 10, 10, 9, 46, 0, 0, time.UTC), Open: 246.44, High: 246.46, Low: 246.1683, Close: 246.1683, Volume: 23938}, {Time: time.Date(2019, 10, 10, 9, 47, 0, 0, time.UTC), Open: 246.2857, High: 246.57, Low: 246.2857, Close: 246.57, Volume: 70833}, {Time: time.Date(2019, 10, 10, 9, 48, 0, 0, time.UTC), Open: 246.6, High: 247.47, Low: 246.6, Close: 247.47, Volume: 59743}, {Time: time.Date(2019, 10, 10, 9, 49, 0, 0, time.UTC), Open: 247.49, High: 247.65, Low: 247.49, Close: 247.65, Volume: 71995}, {Time: time.Date(2019, 10, 10, 9, 50, 0, 0, time.UTC), Open: 247.685, High: 247.801, Low: 247.65, Close: 247.69, Volume: 46038}, {Time: time.Date(2019, 10, 10, 9, 51, 0, 0, time.UTC), Open: 247.95, High: 248.74, Low: 247.95, Close: 248.74, Volume: 103773}, {Time: time.Date(2019, 10, 10, 9, 52, 0, 0, time.UTC), Open: 248.56, High: 248.56, Low: 247.95, Close: 247.95, Volume: 73810}, {Time: time.Date(2019, 10, 10, 9, 53, 0, 0, time.UTC), Open: 247.93, High: 247.93, Low: 247.6614, Close: 247.6614, Volume: 29784}, {Time: time.Date(2019, 10, 10, 9, 54, 0, 0, time.UTC), Open: 247.74, High: 247.76, Low: 247.65, Close: 247.76, Volume: 37138}, {Time: time.Date(2019, 10, 10, 9, 55, 0, 0, time.UTC), Open: 247.93, High: 248.03, Low: 247.93, Close: 248.03, Volume: 53166}, {Time: time.Date(2019, 10, 10, 9, 56, 0, 0, time.UTC), Open: 247.91, High: 248.44, Low: 247.91, Close: 248.44, Volume: 40789}, {Time: time.Date(2019, 10, 10, 9, 57, 0, 0, time.UTC), Open: 248.52, High: 248.52, Low: 248.3154, Close: 248.3154, Volume: 51988}, {Time: time.Date(2019, 10, 10, 9, 58, 0, 0, time.UTC), Open: 248.4409, High: 248.62, Low: 248.4409, Close: 248.62, Volume: 53405}, {Time: time.Date(2019, 10, 10, 9, 59, 0, 0, time.UTC), Open: 248.9199, High: 248.9199, Low: 248.9199, Close: 248.9199, Volume: 85348}, {Time: time.Date(2019, 10, 10, 10, 0, 0, 0, time.UTC), Open: 248.91, High: 249.08, Low: 248.42, Close: 248.72, Volume: 58270}, } func TestGetVWAPs(t *testing.T) { t.Parallel() candles := Item{} if _, err := candles.GetVWAPs(); !errors.Is(err, errNoData) { t.Fatal(err) } candles.Candles = vwapdataset vwap, err := candles.GetVWAPs() if err != nil { t.Fatal(err) } assert(t, vwap[0], 245.05046666666664) assert(t, vwap[1], 245.00156932123465) assert(t, vwap[2], 245.07320400593073) assert(t, vwap[3], 245.19714781780763) assert(t, vwap[4], 245.248374356565) assert(t, vwap[5], 245.35797872352975) assert(t, vwap[6], 245.45540807301208) assert(t, vwap[7], 245.57298124760712) assert(t, vwap[8], 245.61797546720302) assert(t, vwap[9], 245.6901232761351) assert(t, vwap[10], 245.7435986712912) assert(t, vwap[11], 245.76128302894574) assert(t, vwap[12], 245.771994363731) assert(t, vwap[13], 245.7768929849006) assert(t, vwap[14], 245.80115004533573) assert(t, vwap[15], 245.82471633454026) assert(t, vwap[16], 245.90964645148168) assert(t, vwap[17], 246.0356579876492) assert(t, vwap[18], 246.20233204964117) assert(t, vwap[19], 246.29892677543359) assert(t, vwap[20], 246.57315726207088) assert(t, vwap[21], 246.70305234595537) assert(t, vwap[22], 246.73669536160304) assert(t, vwap[23], 246.7746731036053) assert(t, vwap[24], 246.83849361010806) assert(t, vwap[25], 246.89338504378165) assert(t, vwap[26], 246.96313273581723) assert(t, vwap[27], 247.03640100225914) assert(t, vwap[28], 247.16505290840146) assert(t, vwap[29], 247.23522648930867) } func TestGetVWAPs_OHLC(t *testing.T) { t.Parallel() var ohlc *OHLC _, err := ohlc.GetVWAPs() if !errors.Is(err, errNilOHLC) { t.Fatalf("received: '%v' but expected: '%v'", err, errNilOHLC) } ohlc = &OHLC{} _, err = ohlc.GetVWAPs() if !errors.Is(err, errNoData) { t.Fatalf("received: '%v' but expected: '%v'", err, errNoData) } ohlc.Open = append(ohlc.Open, 20) ohlc.High = append(ohlc.High, 20) ohlc.Low = append(ohlc.Low, 20) ohlc.Close = append(ohlc.Close, 20, 20) _, err = ohlc.GetVWAPs() if !errors.Is(err, errDataLengthMismatch) { t.Fatalf("received: '%v' but expected: '%v'", err, errDataLengthMismatch) } ohlc = (&Item{Candles: vwapdataset}).GetOHLC() vwap, err := ohlc.GetVWAPs() if err != nil { t.Fatal(err) } assert(t, vwap[0], 245.05046666666664) assert(t, vwap[1], 245.00156932123465) assert(t, vwap[2], 245.07320400593073) assert(t, vwap[3], 245.19714781780763) assert(t, vwap[4], 245.248374356565) assert(t, vwap[5], 245.35797872352975) assert(t, vwap[6], 245.45540807301208) assert(t, vwap[7], 245.57298124760712) assert(t, vwap[8], 245.61797546720302) assert(t, vwap[9], 245.6901232761351) assert(t, vwap[10], 245.7435986712912) assert(t, vwap[11], 245.76128302894574) assert(t, vwap[12], 245.771994363731) assert(t, vwap[13], 245.7768929849006) assert(t, vwap[14], 245.80115004533573) assert(t, vwap[15], 245.82471633454026) assert(t, vwap[16], 245.90964645148168) assert(t, vwap[17], 246.0356579876492) assert(t, vwap[18], 246.20233204964117) assert(t, vwap[19], 246.29892677543359) assert(t, vwap[20], 246.57315726207088) assert(t, vwap[21], 246.70305234595537) assert(t, vwap[22], 246.73669536160304) assert(t, vwap[23], 246.7746731036053) assert(t, vwap[24], 246.83849361010806) assert(t, vwap[25], 246.89338504378165) assert(t, vwap[26], 246.96313273581723) assert(t, vwap[27], 247.03640100225914) assert(t, vwap[28], 247.16505290840146) assert(t, vwap[29], 247.23522648930867) } func TestGetTypicalPrice_OHLC(t *testing.T) { t.Parallel() var ohlc *OHLC _, err := ohlc.GetTypicalPrice(-1) if !errors.Is(err, errNilOHLC) { t.Fatalf("received: '%v' but expected: '%v'", err, errNilOHLC) } ohlc = &OHLC{} _, err = ohlc.GetTypicalPrice(-1) if !errors.Is(err, errInvalidElement) { t.Fatalf("received: '%v' but expected: '%v'", err, errInvalidElement) } _, err = ohlc.GetTypicalPrice(0) if !errors.Is(err, errElementExceedsDataLength) { t.Fatalf("received: '%v' but expected: '%v'", err, errElementExceedsDataLength) } ohlc.High = append(ohlc.High, 15) ohlc.Low = append(ohlc.Low, 0) ohlc.Close = append(ohlc.Close, 0) avgPrice, err := ohlc.GetTypicalPrice(0) if !errors.Is(err, nil) { t.Fatalf("received: '%v' but expected: '%v'", err, nil) } if avgPrice != 5 { t.Fatal("unexpected value") } } func assert(t *testing.T, received, expected float64) { t.Helper() if received != expected { t.Fatalf("received: '%v' but expected: '%v'", received, expected) } }