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ade2d9c5d2c8a4020bdd3a0a12316fe3602f709a
gocryptotrader/exchanges/kline/technical_analysis_test.go
Ryan O'Hara-Reid 7da745120f technical_analysis: TWAP & VWAP + TA methods to candles and link to existing RPC server for GCTCLI prototyping (#970) 
* kline: add weighted price helpers for candles

* twap/vwap: basic implementation and hook to rpc for protype

* ta: cont implementation. (WIP)

* kline: Add tests

* kline: add helpers

* ta: full impl.

* kline: remove support for macd and add in correlation-coefficient handling

* rpc: change naming convention

* linter: fix

* protolinter: fix

* linter: ++

* kline: reinstate macd handling after adding in check

* glorious: nits

* gctcl: linter

* Update exchanges/kline/weighted_price.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* glorious: nits

* glorious: nits v2.0

* kline: fix test

* huobi-tests: shift from next quarter to this weeks contracts as they were erroring out in tests.

* btcmarkets: update supported kline intervals

* zb: fix test

* rpcserver: fix bug and tests

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
2022-07-08 15:21:56 +10:00

430 lines
13 KiB
Go
Raw Blame History

package kline
import (
"errors"
"testing"
)
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)
if !errors.Is(err, nil) {
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
}
wrap := Item{Candles: []Candle{{High: 1337, Low: 1337, Close: 1337}}}
_, err = wrap.GetAverageTrueRange(1)
if !errors.Is(err, nil) {
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
}
}
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)
if !errors.Is(err, nil) {
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
}
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)
if !errors.Is(err, nil) {
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
}
}
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)
if !errors.Is(err, nil) {
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
}
wrap := Item{Candles: []Candle{{Close: 1337}, {Close: 1337}, {Close: 1337}}}
_, err = wrap.GetCorrelationCoefficient(&Item{Candles: []Candle{{Close: 1337}, {Close: 1337}, {Close: 1337}}}, 2)
if !errors.Is(err, nil) {
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
}
}
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)
if !errors.Is(err, nil) {
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
}
wrap := Item{Candles: []Candle{{Close: 1337}, {Close: 1337}}}
_, err = wrap.GetSimpleMovingAverageOnClose(2)
if !errors.Is(err, nil) {
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
}
}
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)
if !errors.Is(err, nil) {
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
}
wrap := Item{Candles: []Candle{{Close: 1337}, {Close: 1337}, {Close: 1337}}}
_, err = wrap.GetExponentialMovingAverageOnClose(2)
if !errors.Is(err, nil) {
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
}
}
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)
if !errors.Is(err, nil) {
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
}
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)
if !errors.Is(err, nil) {
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
}
}
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)
if !errors.Is(err, nil) {
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
}
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)
if !errors.Is(err, nil) {
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
}
}
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()
if !errors.Is(err, nil) {
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
}
wrap := Item{Candles: []Candle{{Close: 1337, Volume: 1337}}}
_, err = wrap.GetOnBalanceVolume()
if !errors.Is(err, nil) {
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
}
}
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)
if !errors.Is(err, nil) {
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
}
}
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