72 lines
1.7 KiB
Go
72 lines
1.7 KiB
Go
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 TestRSI_WarmupAndRange(t *testing.T) {
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n := 2
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r := NewRSI(n)
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type step struct {
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close float64
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wantReady bool
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}
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steps := []step{
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{10, false}, // 第一根，只建立 prevC
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{11, false}, // 第二根，累積
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{12, true}, // 第三根，完成 seed -> ready
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{13, true},
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{12, true},
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{11, true},
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{12, true},
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{13, true},
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}
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for i, st := range steps {
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val, ready := r.Push(CandleForStrategy{C: dv(st.close)})
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if ready != st.wantReady {
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t.Fatalf("step %d: ready got=%v want=%v", i, ready, st.wantReady)
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}
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if ready {
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// RSI 應落在 0..100
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if val.LessThan(decimal.Zero) || val.GreaterThan(decimal.NewFromInt(100)) {
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t.Fatalf("step %d: RSI out of [0,100], got %s", i, val)
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}
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}
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}
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}
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func TestRSI_PerfectUpAndDown(t *testing.T) {
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n := 2
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r := NewRSI(n)
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// 先 seed
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_, _ = r.Push(CandleForStrategy{C: d(10)})
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_, _ = r.Push(CandleForStrategy{C: d(11)})
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val, ready := r.Push(CandleForStrategy{C: d(12)})
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if !ready {
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t.Fatalf("should be ready after %d candles", n)
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}
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// 連續上漲：理想情況 avgLoss -> 0，RSI 逼近 100
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val, ready = r.Push(CandleForStrategy{C: d(13)})
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if !ready || !val.LessThanOrEqual(decimal.NewFromInt(100)) {
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t.Fatalf("uptrend: ready=%v val=%s", ready, val)
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}
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// 連續下跌：理想情況 avgGain -> 0，RSI 逼近 0
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r = NewRSI(n)
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_, _ = r.Push(CandleForStrategy{C: d(13)})
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_, _ = r.Push(CandleForStrategy{C: d(12)})
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val, ready = r.Push(CandleForStrategy{C: d(11)})
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if !ready {
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t.Fatalf("should be ready after %d candles", n)
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}
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val, ready = r.Push(CandleForStrategy{C: d(10)})
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if !ready || !val.GreaterThanOrEqual(decimal.Zero) {
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t.Fatalf("downtrend: ready=%v val=%s", ready, val)
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}
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}
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