blockchain/internal/lib/strategy/macd_test.go

package strategy

import (
	"sync"
	"testing"
	"time"

	"github.com/shopspring/decimal"
)

// --------------------------
// 參考實作（SMA-seed 的 EMA / MACD）
// --------------------------

type refEMA struct {
	period uint
	alpha  decimal.Decimal
	count  uint
	sum    decimal.Decimal
	ready  bool
	value  decimal.Decimal
}

func newRefEMA(period uint) *refEMA {
	if period == 0 {
		panic("period must be > 0")
	}
	return &refEMA{
		period: period,
		alpha: decimal.NewFromInt(2).
			Div(decimal.NewFromInt(int64(period)).Add(decimal.NewFromInt(1))),
	}
}

func (e *refEMA) Update(x decimal.Decimal) (val decimal.Decimal, ready bool) {
	e.count++
	if !e.ready {
		e.sum = e.sum.Add(x)
		if e.count == e.period {
			e.value = e.sum.Div(decimal.NewFromInt(int64(e.period))) // SMA seed
			e.ready = true
		}
		return e.value, e.ready
	}
	e.value = e.value.Mul(decimal.NewFromInt(1).Sub(e.alpha)).Add(x.Mul(e.alpha))
	return e.value, true
}

type refMACD struct {
	fast, slow, signal *refEMA
}

type refMACDOut struct {
	MACDLine, SignalLine, Hist decimal.Decimal
	Ready                      bool
}

func newRefMACD(fast, slow, signal uint) *refMACD {
	return &refMACD{
		fast:   newRefEMA(fast),
		slow:   newRefEMA(slow),
		signal: newRefEMA(signal),
	}
}

func (m *refMACD) Update(close decimal.Decimal) refMACDOut {
	fv, fr := m.fast.Update(close)
	sv, sr := m.slow.Update(close)
	macd := fv.Sub(sv)
	sig, sready := m.signal.Update(macd)

	ready := fr && sr && sready
	return refMACDOut{
		MACDLine:   macd,
		SignalLine: sig,
		Hist:       macd.Sub(sig),
		Ready:      ready,
	}
}

// --------------------------
// Tests
// --------------------------

func TestMACD_WarmupAndStepByStep(t *testing.T) {
	// 用較短的參數讓 warm-up 與變化更明顯
	fast, slow, signal := uint(3), uint(6), uint(3)
	m := NewMACD(fast, slow, signal)
	ref := newRefMACD(fast, slow, signal)

	seq := []float64{10, 11, 12, 13, 12, 11, 12, 13, 14}
	for i, f := range seq {
		out := m.Update(d(int64(f)))
		ro := ref.Update(d(int64(f)))

		// Ready 條件：三條 EMA 都完成各自 seed
		if out.Ready != ro.Ready {
			t.Fatalf("i=%d: ready mismatch got=%v want(ref)=%v", i, out.Ready, ro.Ready)
		}

		// Ready 後數值應與參考一致（decimal 精準，可直接 Equal）
		if out.Ready {
			if !out.MACDLine.Equal(ro.MACDLine) ||
				!out.SignalLine.Equal(ro.SignalLine) ||
				!out.Histogram.Equal(ro.Hist) {
				t.Fatalf("i=%d: values mismatch\ngot:  dif=%s dea=%s hist=%s\nwant: dif=%s dea=%s hist=%s",
					i, out.MACDLine, out.SignalLine, out.Histogram,
					ro.MACDLine, ro.SignalLine, ro.Hist)
			}
		}

		// Load 與 Update 發佈的一致
		ld := m.Load()
		if ld.Ready != out.Ready ||
			!ld.MACDLine.Equal(out.MACDLine) ||
			!ld.SignalLine.Equal(out.SignalLine) ||
			!ld.Histogram.Equal(out.Histogram) {
			t.Fatalf("i=%d: Load() snapshot mismatch", i)
		}
	}
}

func TestMACD_HistogramSignFlip_CrossSignal(t *testing.T) {
	// 讓交叉更容易出現：短週期
	fast, slow, signal := uint(3), uint(6), uint(3)
	m := NewMACD(fast, slow, signal)

	// 人工設計一段先上後下的序列，觀察 Histogram 正負翻轉
	seq := []float64{10, 11, 12, 13, 14, 13, 12, 11, 10, 9}
	var prevReady bool
	var prevHist decimal.Decimal
	foundFlip := false

	for i, px := range seq {
		out := m.Update(d(int64(px)))
		if !out.Ready {
			prevReady = out.Ready
			prevHist = out.Histogram
			continue
		}
		if prevReady {
			// 正 -> 負 或 負 -> 正 視為切換近似（對應 MACDLine 與 SignalLine 交叉）
			if (prevHist.IsPositive() && out.Histogram.IsNegative()) ||
				(prevHist.IsNegative() && out.Histogram.IsPositive()) {
				foundFlip = true
				break
			}
		}
		prevReady = out.Ready
		prevHist = out.Histogram
		if i > 1000 { // 安全閥
			break
		}
	}
	if !foundFlip {
		t.Fatalf("expected at least one histogram sign flip (cross), but not found")
	}
}

func TestMACD_ParamsValidation(t *testing.T) {
	// fast >= slow 應 panic
	func() {
		defer func() {
			if r := recover(); r == nil {
				t.Fatalf("expected panic when fast >= slow")
			}
		}()
		_ = NewMACD(12, 12, 9)
	}()

	// 任一參數為 0 應 panic
	func() {
		defer func() {
			if r := recover(); r == nil {
				t.Fatalf("expected panic when any period is 0")
			}
		}()
		_ = NewMACD(0, 26, 9)
	}()
}

func TestMACD_MultiReadersSingleWriter(t *testing.T) {
	m := NewMACD(12, 26, 9)

	var wg sync.WaitGroup
	stop := make(chan struct{})

	// 多 reader：不斷 Load()，不應出現競態或 panic
	reader := func() {
		defer wg.Done()
		for {
			select {
			case <-stop:
				return
			default:
				_ = m.Load()
			}
		}
	}

	// 啟動多個讀者
	for i := 0; i < 8; i++ {
		wg.Add(1)
		go reader()
	}

	// 單 writer：依序更新
	prices := []float64{10, 11, 12, 13, 12, 11, 12, 13, 14, 15, 16, 15, 14}
	for _, px := range prices {
		m.Update(d(int64(px)))
		time.Sleep(1 * time.Millisecond)
	}

	// 收攤
	close(stop)
	wg.Wait()

	// 最後應該已經 ready
	final := m.Load()
	if !final.Ready {
		t.Fatalf("final snapshot should be ready")
	}
}