Files
gocryptotrader/gctscript/modules/ta/indicators/sma.go
Scott fcc5ad4551 exchanges/qa: Add exchange wrapper testing suite (#1159)
* initial concept of a nice validation tester for exchanges

* adds some datahandler design

* expand testing

* more tests and fixes

* minor end of day fix for bithumb

* fixes implementation issues

* more test coverage and improvements, but not sure if i should continue

* fix more wrapper implementations

* adds error type, more fixes

* changes signature, fixes implementations

* fixes more wrapper implementations

* one more bit

* more cleanup

* WOW things work?

* lintle 1/1337

* mini bump

* fixes all linting

* neaten

* GetOrderInfo+ asset pair fixes+improvements

* adds new websocket test

* expand ws testing

* fix bug, expand tests, improve implementation

* code coverage of a lot of new codes

* fixes everything

* reverts accidental changes

* minor fixes from reviewing code

* removes Bitfinex cancelBatchOrder implementation

* fixes dumb baby typo for babies

* mini nit fixes

* so many nits to address

* addresses all the nits

* Titlecase

* switcheroo

* removes websocket testing for now

* fix appveyor, minor test fix

* fixes typo, re-kindles killed kode

* skip binance wrapper tests when running CI

* expired context, huobi okx fixes

* kodespull

* fix ordering

* time fix because why not

* fix exmo, others

* hopefully this fixes all of my life's problems

* last thing today

* huobi, more like hypotrophy

* golangci-lint, more like mypooroldknee-splint

* fix huobi times by removing them

* should fix okx currency issues

* blocks the application

* adds last little contingency for pairs

* addresses most nits and new problems

* lovely fixed before seeing why okx sucks

* fixes issues with okx websocket

* the classic receieieivaier

* lintle

* adds test and fixes existing tests

* expands error handling messages during setup

* fixes dumb okx bugs introduced

* quick fix for lint and exmo

* fixes nixes

* fix exmo deposit issue

* lint

* fixes issue with extra asset runs missing

* fix surprise race

* all the lint and merge fixes

* fixes surprise bugs in OKx

* fixes issues with times and chains

* fixing all the merge stuff

* merge fix

* rm logs and a panic potential

* lovely lint lament

* an easy demonstration of scenario, but not of initial purpose

* put it in the bin

* Revert "put it in the bin"

This reverts commit 15c6490f713233d43f10957367fcbf18e3818bdd.

* re-add after immediate error popup

* fix mini poor test design

* okx okay

* merge fixes

* fixes issues discovered in lovely test

* I FORGOT TO COMMIT THIS

* nit fixaroonaboo

* forgoetten test fix

* revert old okx asset intrument work

* fixes

* revert problems I didnt understand. update bybit

* fix merge bugs

* test cleanup

* further improvements

* reshuffle and lint

* rm redundant CI_TEST by rm the CI_TEST field that is redundant

* path fix

* move to its own section, dont run on 32 bit + appveyor

* lint

* fix lbank

* address nits

* let it rip

* fix failing test time range

* niteroo boogaloo

* mod tidy, use common.SimpleTimeFormat
2023-07-03 11:09:43 +10:00

83 lines
2.0 KiB
Go

package indicators
import (
"errors"
"fmt"
"strings"
objects "github.com/d5/tengo/v2"
"github.com/thrasher-corp/gct-ta/indicators"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/gctscript/modules"
"github.com/thrasher-corp/gocryptotrader/gctscript/wrappers/validator"
)
// SMAModule simple moving average indicator commands
var SMAModule = map[string]objects.Object{
"calculate": &objects.UserFunction{Name: "calculate", Value: sma},
}
// SimpleMovingAverage is the string constant
const SimpleMovingAverage = "Simple Moving Average"
// SMA defines a custom Simple Moving Average indicator tengo object type
type SMA struct {
objects.Array
Period int
}
// TypeName returns the name of the custom type.
func (o *SMA) TypeName() string {
return SimpleMovingAverage
}
func sma(args ...objects.Object) (objects.Object, error) {
if len(args) != 2 {
return nil, objects.ErrWrongNumArguments
}
r := new(SMA)
if validator.IsTestExecution.Load() == true {
return r, nil
}
ohlcvInput := objects.ToInterface(args[0])
ohlcvInputData, valid := ohlcvInput.([]interface{})
if !valid {
return nil, fmt.Errorf(modules.ErrParameterConvertFailed, OHLCV)
}
ohlcvClose := make([]float64, len(ohlcvInputData))
var allErrors []string
for x := range ohlcvInputData {
t, ok := ohlcvInputData[x].([]interface{})
if !ok {
return nil, common.GetTypeAssertError("[]interface{}", ohlcvInputData[x])
}
if len(t) < 5 {
return nil, errors.New("ohlcvInputData invalid data length")
}
value, err := toFloat64(t[4])
if err != nil {
allErrors = append(allErrors, err.Error())
}
ohlcvClose[x] = value
}
inTimePeriod, ok := objects.ToInt(args[1])
if !ok {
allErrors = append(allErrors, fmt.Sprintf(modules.ErrParameterConvertFailed, inTimePeriod))
}
if len(allErrors) > 0 {
return nil, errors.New(strings.Join(allErrors, ", "))
}
r.Period = inTimePeriod
ret := indicators.SMA(ohlcvClose, inTimePeriod)
for x := range ret {
r.Value = append(r.Value, &objects.Float{Value: ret[x]})
}
return r, nil
}