66 lines
1.7 KiB
Go
66 lines
1.7 KiB
Go
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package strategy
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import (
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"github.com/shopspring/decimal"
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"testing"
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)
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func TestBoll_WarmupAndSliding(t *testing.T) {
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n := 5
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k := d(2.0)
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b := NewBollW(n)
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// 前 n-1 根：not ready
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for i, px := range []float64{10, 11, 12, 13} {
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out := b.Push(d(int64(px)), k)
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if out.Ready {
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t.Fatalf("i=%d: should not be ready yet", i)
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}
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}
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// 第 n 根開始：ready
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out := b.Push(d(14), k)
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if !out.Ready {
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t.Fatalf("should be ready at %d-th push", n)
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}
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// 中線應為 (10+11+12+13+14)/5 = 12
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if out.Mid.StringFixed(6) != d(12).StringFixed(6) {
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t.Fatalf("mid expect 12, got %s", out.Mid)
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}
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// 標準差 > 0；上軌 > 中線 > 下軌
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if !out.Std.GreaterThan(decimal.Zero) ||
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!out.Upper.GreaterThan(out.Mid) ||
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!out.Mid.GreaterThan(out.Lower) {
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t.Fatalf("band ordering violated: U=%s M=%s L=%s Std=%s", out.Upper, out.Mid, out.Lower, out.Std)
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}
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// 再推兩根 -> 視窗滑到 [12,13,14,15,16]，中線=14
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for _, px := range []float64{15, 16} {
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out = b.Push(d(int64(px)), k)
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}
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if out.Mid.StringFixed(6) != d(14).StringFixed(6) {
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t.Fatalf("sliding mid expect 14, got %s", out.Mid)
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}
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if !out.Std.GreaterThan(decimal.Zero) {
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t.Fatalf("std should remain > 0 after slide, got %s", out.Std)
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}
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}
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func TestBoll_FlatSeries(t *testing.T) {
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n := 4
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k := d(2.0)
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b := NewBollW(n)
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// 全部相同價格 -> 標準差=0、三條線重合
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for i := 0; i < n; i++ {
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_ = b.Push(d(10), k)
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}
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out := b.Push(d(10), k) // 視窗仍為相同值
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if !out.Std.Equal(decimal.Zero) {
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t.Fatalf("std should be 0 on flat series, got %s", out.Std)
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}
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if !(out.Upper.Equal(out.Mid) && out.Mid.Equal(out.Lower) && out.Mid.Equal(d(10))) {
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t.Fatalf("bands should coincide at 10: U=%s M=%s L=%s", out.Upper, out.Mid, out.Lower)
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}
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}
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