mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-17 15:09:59 +00:00
* GHA, tests: Add additional checks for common issues These checks include: - Ensuring that all testify funcs use their formatted variants (e.g., `assert.Equalf(t, expected, actual)` instead of `assert.Equal(t, expected, actual)`). - Replacing `%s` with %q - Enforcing consistent usage of should/must wording for testify assert/require messages * Add support for checking backticked string format specifiers and fix issues * tests: Fix error comparisons * tests: Replace errors.Is(err, nil) usage with testify and automate check * refactor: Rename ExtractPort to ExtractPortOrDefault * tests: Replace assert with require for error handling in multiple test files * tests: Replace assert with require for error handling and improve assertions in data tests * tests: Fix typo in assertion message for StreamVol test * OKX: Fix GetOpenInterestAndVolumeStrike test with instrument selection and improved assertions * OKX: Revert intentional error check * Improve error message for expiry time check in GetOpenInterestAndVolumeStrike test
398 lines
12 KiB
Go
398 lines
12 KiB
Go
package kline
|
|
|
|
import (
|
|
"errors"
|
|
"testing"
|
|
|
|
"github.com/stretchr/testify/require"
|
|
)
|
|
|
|
func TestGetOHLC(t *testing.T) {
|
|
t.Parallel()
|
|
if (&Item{Candles: []Candle{{Open: 1337}}}).GetOHLC() == nil {
|
|
t.Fatal("unexpected value")
|
|
}
|
|
}
|
|
|
|
func TestGetAverageTrueRange(t *testing.T) {
|
|
t.Parallel()
|
|
|
|
var ohlc *OHLC
|
|
_, err := ohlc.GetAverageTrueRange(0)
|
|
if !errors.Is(err, errNilOHLC) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, errNilOHLC)
|
|
}
|
|
|
|
ohlc = &OHLC{}
|
|
_, err = ohlc.GetAverageTrueRange(0)
|
|
if !errors.Is(err, errInvalidPeriod) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, errInvalidPeriod)
|
|
}
|
|
|
|
_, err = ohlc.GetAverageTrueRange(9)
|
|
if !errors.Is(err, errNoData) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, errNoData)
|
|
}
|
|
|
|
ohlc.High = append(ohlc.High, 1337)
|
|
_, err = ohlc.GetAverageTrueRange(9)
|
|
if !errors.Is(err, errNoData) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, errNoData)
|
|
}
|
|
|
|
ohlc.Low = append(ohlc.Low, 1337)
|
|
_, err = ohlc.GetAverageTrueRange(9)
|
|
if !errors.Is(err, errNoData) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, errNoData)
|
|
}
|
|
|
|
ohlc.Close = append(ohlc.Close, 1337)
|
|
_, err = ohlc.GetAverageTrueRange(9)
|
|
if !errors.Is(err, errInvalidPeriod) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, errInvalidPeriod)
|
|
}
|
|
|
|
_, err = ohlc.GetAverageTrueRange(1)
|
|
require.NoError(t, err)
|
|
|
|
wrap := Item{Candles: []Candle{{High: 1337, Low: 1337, Close: 1337}}}
|
|
_, err = wrap.GetAverageTrueRange(1)
|
|
require.NoError(t, err)
|
|
}
|
|
|
|
func TestGetBollingerBands(t *testing.T) {
|
|
t.Parallel()
|
|
|
|
var ohlc *OHLC
|
|
_, err := ohlc.GetBollingerBands(0, 0, 0, 5)
|
|
if !errors.Is(err, errNilOHLC) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, errNilOHLC)
|
|
}
|
|
|
|
ohlc = &OHLC{}
|
|
_, err = ohlc.GetBollingerBands(0, 0, 0, 5)
|
|
if !errors.Is(err, errInvalidPeriod) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, errInvalidPeriod)
|
|
}
|
|
|
|
_, err = ohlc.GetBollingerBands(9, 0, 0, 5)
|
|
if !errors.Is(err, errInvalidDeviationMultiplier) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, errInvalidDeviationMultiplier)
|
|
}
|
|
|
|
_, err = ohlc.GetBollingerBands(9, 1, 0, 5)
|
|
if !errors.Is(err, errInvalidDeviationMultiplier) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, errInvalidDeviationMultiplier)
|
|
}
|
|
|
|
_, err = ohlc.GetBollingerBands(9, 1, 1, 5)
|
|
if !errors.Is(err, errNoData) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, errNoData)
|
|
}
|
|
|
|
ohlc.Close = append(ohlc.Close, 1337, 1337, 1337, 1337, 1337, 1337, 1337, 1337, 1337)
|
|
_, err = ohlc.GetBollingerBands(10, 1, 1, 5)
|
|
if !errors.Is(err, errInvalidPeriod) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, errInvalidPeriod)
|
|
}
|
|
|
|
_, err = ohlc.GetBollingerBands(9, 1, 1, 5)
|
|
require.NoError(t, err)
|
|
|
|
wrap := Item{Candles: []Candle{{Close: 1337}, {Close: 1337}, {Close: 1337}, {Close: 1337}, {Close: 1337}, {Close: 1337}, {Close: 1337}, {Close: 1337}, {Close: 1337}}}
|
|
_, err = wrap.GetBollingerBands(9, 1, 1, 5)
|
|
require.NoError(t, err)
|
|
}
|
|
|
|
func TestGetCorrelationCoefficient(t *testing.T) {
|
|
t.Parallel()
|
|
|
|
var ohlc *OHLC
|
|
_, err := ohlc.GetCorrelationCoefficient(nil, 0)
|
|
if !errors.Is(err, errNilOHLC) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, errNilOHLC)
|
|
}
|
|
|
|
ohlc = &OHLC{}
|
|
_, err = ohlc.GetCorrelationCoefficient(nil, 0)
|
|
if !errors.Is(err, errInvalidPeriod) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, errInvalidPeriod)
|
|
}
|
|
|
|
_, err = ohlc.GetCorrelationCoefficient(nil, 1)
|
|
if !errors.Is(err, errInvalidPeriod) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, errInvalidPeriod)
|
|
}
|
|
|
|
_, err = ohlc.GetCorrelationCoefficient(nil, 2)
|
|
if !errors.Is(err, errNilOHLC) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, errNilOHLC)
|
|
}
|
|
|
|
_, err = ohlc.GetCorrelationCoefficient(&OHLC{}, 9)
|
|
if !errors.Is(err, errNoData) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, errNoData)
|
|
}
|
|
|
|
ohlc.Close = append(ohlc.Close, 1337, 1337)
|
|
|
|
_, err = ohlc.GetCorrelationCoefficient(&OHLC{}, 9)
|
|
if !errors.Is(err, errNoData) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, errNoData)
|
|
}
|
|
|
|
_, err = ohlc.GetCorrelationCoefficient(&OHLC{Close: []float64{1337}}, 2)
|
|
if !errors.Is(err, errInvalidPeriod) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, errInvalidPeriod)
|
|
}
|
|
|
|
ohlc.Close = append(ohlc.Close, 1337)
|
|
_, err = ohlc.GetCorrelationCoefficient(&OHLC{Close: []float64{1337, 1337}}, 2)
|
|
if !errors.Is(err, errInvalidDataSetLengths) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, errInvalidDataSetLengths)
|
|
}
|
|
|
|
_, err = ohlc.GetCorrelationCoefficient(&OHLC{Close: []float64{1337, 1337, 1337}}, 2)
|
|
require.NoError(t, err)
|
|
|
|
wrap := Item{Candles: []Candle{{Close: 1337}, {Close: 1337}, {Close: 1337}}}
|
|
_, err = wrap.GetCorrelationCoefficient(&Item{Candles: []Candle{{Close: 1337}, {Close: 1337}, {Close: 1337}}}, 2)
|
|
require.NoError(t, err)
|
|
}
|
|
|
|
func TestGetSimpleMovingAverage(t *testing.T) {
|
|
t.Parallel()
|
|
|
|
var ohlc *OHLC
|
|
_, err := ohlc.GetSimpleMovingAverage(nil, 0)
|
|
if !errors.Is(err, errNilOHLC) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, errNilOHLC)
|
|
}
|
|
|
|
ohlc = &OHLC{}
|
|
_, err = ohlc.GetSimpleMovingAverage(nil, 0)
|
|
if !errors.Is(err, errInvalidPeriod) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, errInvalidPeriod)
|
|
}
|
|
|
|
_, err = ohlc.GetSimpleMovingAverage(nil, 9)
|
|
if !errors.Is(err, errNoData) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, errNoData)
|
|
}
|
|
|
|
_, err = ohlc.GetSimpleMovingAverage([]float64{1337}, 9)
|
|
if !errors.Is(err, errInvalidPeriod) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, errInvalidPeriod)
|
|
}
|
|
|
|
_, err = ohlc.GetSimpleMovingAverage([]float64{1337, 1337}, 2)
|
|
require.NoError(t, err)
|
|
|
|
wrap := Item{Candles: []Candle{{Close: 1337}, {Close: 1337}}}
|
|
_, err = wrap.GetSimpleMovingAverageOnClose(2)
|
|
require.NoError(t, err)
|
|
}
|
|
|
|
func TestGetExponentialMovingAverage(t *testing.T) {
|
|
t.Parallel()
|
|
|
|
var ohlc *OHLC
|
|
_, err := ohlc.GetExponentialMovingAverage(nil, 0)
|
|
if !errors.Is(err, errNilOHLC) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, errNilOHLC)
|
|
}
|
|
|
|
ohlc = &OHLC{}
|
|
_, err = ohlc.GetExponentialMovingAverage(nil, 0)
|
|
if !errors.Is(err, errInvalidPeriod) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, errInvalidPeriod)
|
|
}
|
|
|
|
_, err = ohlc.GetExponentialMovingAverage(nil, 9)
|
|
if !errors.Is(err, errNoData) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, errNoData)
|
|
}
|
|
|
|
_, err = ohlc.GetExponentialMovingAverage([]float64{1337}, 9)
|
|
if !errors.Is(err, errInvalidPeriod) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, errInvalidPeriod)
|
|
}
|
|
|
|
_, err = ohlc.GetExponentialMovingAverage([]float64{1337, 1337, 1337}, 2)
|
|
require.NoError(t, err)
|
|
|
|
wrap := Item{Candles: []Candle{{Close: 1337}, {Close: 1337}, {Close: 1337}}}
|
|
_, err = wrap.GetExponentialMovingAverageOnClose(2)
|
|
require.NoError(t, err)
|
|
}
|
|
|
|
func TestGetMovingAverageConvergenceDivergence(t *testing.T) {
|
|
t.Parallel()
|
|
|
|
var ohlc *OHLC
|
|
_, err := ohlc.GetMovingAverageConvergenceDivergence(nil, 0, 0, 0)
|
|
if !errors.Is(err, errNilOHLC) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, errNilOHLC)
|
|
}
|
|
|
|
ohlc = &OHLC{}
|
|
_, err = ohlc.GetMovingAverageConvergenceDivergence(nil, 0, 0, 0)
|
|
if !errors.Is(err, errInvalidPeriod) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, errInvalidPeriod)
|
|
}
|
|
|
|
_, err = ohlc.GetMovingAverageConvergenceDivergence(nil, 1, 0, 0)
|
|
if !errors.Is(err, errInvalidPeriod) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, errInvalidPeriod)
|
|
}
|
|
|
|
_, err = ohlc.GetMovingAverageConvergenceDivergence(nil, 1, 1, 0)
|
|
if !errors.Is(err, errInvalidPeriod) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, errInvalidPeriod)
|
|
}
|
|
|
|
_, err = ohlc.GetMovingAverageConvergenceDivergence(nil, 1, 2, 0)
|
|
if !errors.Is(err, errInvalidPeriod) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, errInvalidPeriod)
|
|
}
|
|
|
|
_, err = ohlc.GetMovingAverageConvergenceDivergence(nil, 1, 2, 1)
|
|
if !errors.Is(err, errNoData) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, errNoData)
|
|
}
|
|
|
|
_, err = ohlc.GetMovingAverageConvergenceDivergence([]float64{1337}, 1, 2, 2)
|
|
if !errors.Is(err, errNotEnoughData) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, errNotEnoughData)
|
|
}
|
|
|
|
_, err = ohlc.GetMovingAverageConvergenceDivergence([]float64{1337, 1337, 1337, 1337, 1337, 1337, 1337, 1337}, 1, 2, 1)
|
|
require.NoError(t, err)
|
|
|
|
wrap := Item{Candles: []Candle{{Close: 1337}, {Close: 1337}, {Close: 1337}, {Close: 1337}, {Close: 1337}, {Close: 1337}, {Close: 1337}, {Close: 1337}}}
|
|
_, err = wrap.GetMovingAverageConvergenceDivergenceOnClose(1, 2, 1)
|
|
require.NoError(t, err)
|
|
}
|
|
|
|
func TestGetMoneyFlowIndex(t *testing.T) {
|
|
t.Parallel()
|
|
|
|
var ohlc *OHLC
|
|
_, err := ohlc.GetMoneyFlowIndex(0)
|
|
if !errors.Is(err, errNilOHLC) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, errNilOHLC)
|
|
}
|
|
|
|
ohlc = &OHLC{}
|
|
_, err = ohlc.GetMoneyFlowIndex(0)
|
|
if !errors.Is(err, errInvalidPeriod) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, errInvalidPeriod)
|
|
}
|
|
|
|
_, err = ohlc.GetMoneyFlowIndex(9)
|
|
if !errors.Is(err, errNoData) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, errNoData)
|
|
}
|
|
|
|
ohlc.High = append(ohlc.High, 1337, 1337, 1337, 1337, 1337, 1337)
|
|
_, err = ohlc.GetMoneyFlowIndex(9)
|
|
if !errors.Is(err, errNoData) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, errNoData)
|
|
}
|
|
|
|
ohlc.Low = append(ohlc.Low, 1337, 1337, 1337, 1337, 1337, 1337)
|
|
_, err = ohlc.GetMoneyFlowIndex(9)
|
|
if !errors.Is(err, errNoData) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, errNoData)
|
|
}
|
|
|
|
ohlc.Close = append(ohlc.Close, 1337, 1337, 1337, 1337, 1337, 1337)
|
|
_, err = ohlc.GetMoneyFlowIndex(9)
|
|
if !errors.Is(err, errNoData) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, errNoData)
|
|
}
|
|
|
|
ohlc.Volume = append(ohlc.Volume, 1337, 1337, 1337, 1337, 1337)
|
|
_, err = ohlc.GetMoneyFlowIndex(5)
|
|
if !errors.Is(err, errInvalidDataSetLengths) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, errInvalidDataSetLengths)
|
|
}
|
|
|
|
ohlc.Volume = append(ohlc.Volume, 1337)
|
|
_, err = ohlc.GetMoneyFlowIndex(6)
|
|
if !errors.Is(err, errInvalidPeriod) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, errInvalidPeriod)
|
|
}
|
|
|
|
_, err = ohlc.GetMoneyFlowIndex(3)
|
|
require.NoError(t, err)
|
|
|
|
wrap := Item{Candles: []Candle{
|
|
{Close: 1337, High: 1337, Low: 1337, Volume: 1337},
|
|
{Close: 1337, High: 1337, Low: 1337, Volume: 1337},
|
|
{Close: 1337, High: 1337, Low: 1337, Volume: 1337},
|
|
}}
|
|
_, err = wrap.GetMoneyFlowIndex(2)
|
|
require.NoError(t, err)
|
|
}
|
|
|
|
func TestGetOnBalanceVolume(t *testing.T) {
|
|
t.Parallel()
|
|
|
|
var ohlc *OHLC
|
|
_, err := ohlc.GetOnBalanceVolume()
|
|
if !errors.Is(err, errNilOHLC) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, errNilOHLC)
|
|
}
|
|
|
|
ohlc = &OHLC{}
|
|
_, err = ohlc.GetOnBalanceVolume()
|
|
if !errors.Is(err, errNoData) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, errNoData)
|
|
}
|
|
|
|
ohlc.Close = append(ohlc.Close, 1337, 1337, 1337, 1337, 1337, 1337)
|
|
_, err = ohlc.GetOnBalanceVolume()
|
|
if !errors.Is(err, errNoData) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, errNoData)
|
|
}
|
|
|
|
ohlc.Volume = append(ohlc.Volume, 0.00000001)
|
|
_, err = ohlc.GetOnBalanceVolume()
|
|
require.NoError(t, err)
|
|
|
|
wrap := Item{Candles: []Candle{{Close: 1337, Volume: 1337}}}
|
|
_, err = wrap.GetOnBalanceVolume()
|
|
require.NoError(t, err)
|
|
}
|
|
|
|
func TestGetRelativeStrengthIndex(t *testing.T) {
|
|
t.Parallel()
|
|
|
|
var ohlc *OHLC
|
|
_, err := ohlc.GetRelativeStrengthIndex(nil, 0)
|
|
if !errors.Is(err, errNilOHLC) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, errNilOHLC)
|
|
}
|
|
|
|
ohlc = &OHLC{}
|
|
_, err = ohlc.GetRelativeStrengthIndex(nil, 0)
|
|
if !errors.Is(err, errInvalidPeriod) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, errInvalidPeriod)
|
|
}
|
|
|
|
_, err = ohlc.GetRelativeStrengthIndex(nil, 9)
|
|
if !errors.Is(err, errNotEnoughData) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, errNotEnoughData)
|
|
}
|
|
|
|
_, err = ohlc.GetRelativeStrengthIndex([]float64{1337, 1337, 1337}, 9)
|
|
if !errors.Is(err, errInvalidPeriod) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, errInvalidPeriod)
|
|
}
|
|
|
|
wrap := Item{Candles: []Candle{{Close: 1337}, {Close: 1337}, {Close: 1337}}}
|
|
_, err = wrap.GetRelativeStrengthIndexOnClose(2)
|
|
require.NoError(t, err)
|
|
}
|