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indicator_gains_test.go
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package techan
import (
"testing"
)
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))
})
}