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ichimokuCloud_test.go
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ichimokuCloud_test.go
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package shingo
import (
"testing"
)
func TestIchimokuCloud(t *testing.T) {
testCases := []struct {
arg IndicatorInputArg
candles []*Candlestick
expected []*IchimokuCloudDelta
}{
{
arg: IndicatorInputArg{
IchimokuCloudKijun: 26,
IchimokuCloudTenkan: 9,
Limit: 30,
},
// doing this in hypothesis will look like this
// it will just allocate all kijun
// and see if it has any effect
candles: []*Candlestick{
&Candlestick{High: 100, Low: 96.19478155},
&Candlestick{High: 98.81323044, Low: 97.19536099},
&Candlestick{High: 97.72607321, Low: 92.43009678},
&Candlestick{High: 98.74199781, Low: 92.46008389},
&Candlestick{High: 99.64794697, Low: 97.5653654},
&Candlestick{High: 100.8729436, Low: 93.41954471},
&Candlestick{High: 101.369714, Low: 96.17759904},
&Candlestick{High: 102.6772269, Low: 101.3640108},
&Candlestick{High: 103.4477903, Low: 95.09547817},
&Candlestick{High: 104.4410349, Low: 98.38312574},
&Candlestick{High: 105.9360566, Low: 104.8939137},
&Candlestick{High: 103.9737331, Low: 98.80595814},
&Candlestick{High: 105.3275966, Low: 96.19665714},
&Candlestick{High: 106.4343921, Low: 104.7522734},
&Candlestick{High: 107.5452098, Low: 104.5212317},
&Candlestick{High: 108.4881512, Low: 100.3822134},
&Candlestick{High: 108.9629734, Low: 106.9588466},
&Candlestick{High: 107.0446541, Low: 102.2707067},
&Candlestick{High: 107.4052403, Low: 106.582743},
&Candlestick{High: 106.1942337, Low: 103.4501847},
&Candlestick{High: 107.4426701, Low: 101.7474732},
&Candlestick{High: 108.7271967, Low: 98.83746035},
&Candlestick{High: 107.5575668, Low: 98.65200935},
&Candlestick{High: 108.4980317, Low: 106.9756229},
&Candlestick{High: 107.0199466, Low: 102.9748333},
&Candlestick{High: 105.11815, Low: 95.89888709},
&Candlestick{High: 104.1014068, Low: 101.5395117},
&Candlestick{High: 103.0379469, Low: 98.45218655},
&Candlestick{High: 104.5844922, Low: 95.19718538},
&Candlestick{High: 104.1217667, Low: 100.7465228},
},
expected: []*IchimokuCloudDelta{
nil, nil, nil, nil, nil,
nil, nil, nil,
&IchimokuCloudDelta{Tenkan: 97.93894356},
&IchimokuCloudDelta{Tenkan: 98.43556583},
&IchimokuCloudDelta{Tenkan: 99.18307667},
&IchimokuCloudDelta{Tenkan: 99.19807022},
&IchimokuCloudDelta{Tenkan: 99.67780063},
&IchimokuCloudDelta{Tenkan: 99.92696841},
&IchimokuCloudDelta{Tenkan: 101.320344},
&IchimokuCloudDelta{Tenkan: 101.7918147},
&IchimokuCloudDelta{Tenkan: 102.0292258},
&IchimokuCloudDelta{Tenkan: 102.5798153},
&IchimokuCloudDelta{Tenkan: 102.5798153},
&IchimokuCloudDelta{Tenkan: 102.5798153},
&IchimokuCloudDelta{Tenkan: 102.5798153},
&IchimokuCloudDelta{Tenkan: 103.9002169},
&IchimokuCloudDelta{Tenkan: 103.8074914},
&IchimokuCloudDelta{Tenkan: 103.8074914},
&IchimokuCloudDelta{Tenkan: 103.8074914},
&IchimokuCloudDelta{Tenkan: 102.3130419, Kijun: 100.6965351, SenkouA: (102.3130419 + 100.6965351) / 2},
&IchimokuCloudDelta{Tenkan: 102.3130419, Kijun: 100.6965351, SenkouA: (102.3130419 + 100.6965351) / 2},
&IchimokuCloudDelta{Tenkan: 102.3130419, Kijun: 100.6965351, SenkouA: (102.3130419 + 100.6965351) / 2},
&IchimokuCloudDelta{Tenkan: 101.9621911, Kijun: 100.7115286, SenkouA: (101.9621911 + 100.7115286) / 2},
&IchimokuCloudDelta{Tenkan: 101.9621911, Kijun: 101.191259, SenkouA: (101.9621911 + 101.191259) / 2},
},
},
{
// case of getting just one value in the candlestick
// to detect live trends
arg: IndicatorInputArg{
IchimokuCloudKijun: 26,
IchimokuCloudTenkan: 9,
Limit: 1,
},
candles: []*Candlestick{
&Candlestick{High: 100, Low: 96.19478155},
&Candlestick{High: 98.81323044, Low: 97.19536099},
&Candlestick{High: 97.72607321, Low: 92.43009678},
&Candlestick{High: 98.74199781, Low: 92.46008389},
&Candlestick{High: 99.64794697, Low: 97.5653654},
&Candlestick{High: 100.8729436, Low: 93.41954471},
&Candlestick{High: 101.369714, Low: 96.17759904},
&Candlestick{High: 102.6772269, Low: 101.3640108},
&Candlestick{High: 103.4477903, Low: 95.09547817},
&Candlestick{High: 104.4410349, Low: 98.38312574},
&Candlestick{High: 105.9360566, Low: 104.8939137},
&Candlestick{High: 103.9737331, Low: 98.80595814},
&Candlestick{High: 105.3275966, Low: 96.19665714},
&Candlestick{High: 106.4343921, Low: 104.7522734},
&Candlestick{High: 107.5452098, Low: 104.5212317},
&Candlestick{High: 108.4881512, Low: 100.3822134},
&Candlestick{High: 108.9629734, Low: 106.9588466},
&Candlestick{High: 107.0446541, Low: 102.2707067},
&Candlestick{High: 107.4052403, Low: 106.582743},
&Candlestick{High: 106.1942337, Low: 103.4501847},
&Candlestick{High: 107.4426701, Low: 101.7474732},
&Candlestick{High: 108.7271967, Low: 98.83746035},
&Candlestick{High: 107.5575668, Low: 98.65200935},
&Candlestick{High: 108.4980317, Low: 106.9756229},
&Candlestick{High: 107.0199466, Low: 102.9748333},
&Candlestick{High: 105.11815, Low: 95.89888709},
&Candlestick{High: 104.1014068, Low: 101.5395117},
&Candlestick{High: 103.0379469, Low: 98.45218655},
&Candlestick{High: 104.5844922, Low: 95.19718538},
&Candlestick{High: 104.1217667, Low: 100.7465228},
},
expected: []*IchimokuCloudDelta{
nil, nil, nil, nil, nil,
nil, nil, nil, nil,
nil, nil, nil, nil, nil,
nil, nil, nil, nil, nil,
nil, nil, nil, nil, nil,
nil, nil, nil, nil, nil,
&IchimokuCloudDelta{Tenkan: 101.9621911, Kijun: 101.191259, SenkouA: (101.9621911 + 101.191259) / 2},
},
},
{
// adding extra values 26+9 in front of the last candlestick
// should not matter. Should get same result as last time
arg: IndicatorInputArg{
IchimokuCloudKijun: 26,
IchimokuCloudTenkan: 9,
Limit: 1,
},
candles: []*Candlestick{
&Candlestick{High: 100, Low: 96.19478155},
&Candlestick{High: 200, Low: 9.19478155},
&Candlestick{High: 200, Low: 9.19478155},
&Candlestick{High: 200, Low: 9.19478155},
&Candlestick{High: 98.81323044, Low: 97.19536099},
&Candlestick{High: 97.72607321, Low: 92.43009678},
&Candlestick{High: 98.74199781, Low: 92.46008389},
&Candlestick{High: 99.64794697, Low: 97.5653654},
&Candlestick{High: 100.8729436, Low: 93.41954471},
&Candlestick{High: 101.369714, Low: 96.17759904},
&Candlestick{High: 102.6772269, Low: 101.3640108},
&Candlestick{High: 103.4477903, Low: 95.09547817},
&Candlestick{High: 104.4410349, Low: 98.38312574},
&Candlestick{High: 105.9360566, Low: 104.8939137},
&Candlestick{High: 103.9737331, Low: 98.80595814},
&Candlestick{High: 105.3275966, Low: 96.19665714},
&Candlestick{High: 106.4343921, Low: 104.7522734},
&Candlestick{High: 107.5452098, Low: 104.5212317},
&Candlestick{High: 108.4881512, Low: 100.3822134},
&Candlestick{High: 108.9629734, Low: 106.9588466},
&Candlestick{High: 107.0446541, Low: 102.2707067},
&Candlestick{High: 107.4052403, Low: 106.582743},
&Candlestick{High: 106.1942337, Low: 103.4501847},
&Candlestick{High: 107.4426701, Low: 101.7474732},
&Candlestick{High: 108.7271967, Low: 98.83746035},
&Candlestick{High: 107.5575668, Low: 98.65200935},
&Candlestick{High: 108.4980317, Low: 106.9756229},
&Candlestick{High: 107.0199466, Low: 102.9748333},
&Candlestick{High: 105.11815, Low: 95.89888709},
&Candlestick{High: 104.1014068, Low: 101.5395117},
&Candlestick{High: 103.0379469, Low: 98.45218655},
&Candlestick{High: 104.5844922, Low: 95.19718538},
&Candlestick{High: 104.1217667, Low: 100.7465228},
},
expected: []*IchimokuCloudDelta{
nil, nil, nil, nil,
nil, nil, nil, nil, nil,
nil, nil, nil,
nil, nil, nil, nil, nil,
nil, nil, nil, nil, nil,
nil, nil, nil, nil, nil,
nil, nil, nil, nil, nil,
&IchimokuCloudDelta{Tenkan: 101.9621911, Kijun: 101.191259, SenkouA: (101.9621911 + 101.191259) / 2},
},
},
}
for ti, v := range testCases {
cs, _ := NewCandlesticks(IntervalOneDay, 100)
for _, c := range v.candles {
cs.AppendCandlestick(c)
}
if err := cs.GenerateIndicator(IndicatorTypeIchimokuCloud, v.arg); err != nil {
t.Errorf("Expected ok but got error appending EMA to period: 12, args: %+v for %s", v.arg, "no title")
}
for i, c := range v.candles {
arg := v.arg
ic := c.GetIchimokuCloud(arg.IchimokuCloudKijun, arg.IchimokuCloudTenkan)
if v.expected[i] == nil {
if ic != nil {
t.Errorf("Expected nil but got %+v at test %d index %d", ic, ti, i)
}
continue
}
if !almostEqual(ic.Tenkan, v.expected[i].Tenkan, 0.0001) {
t.Errorf("Expected tenkan %+v but got %+v for test %+v index %+v",
v.expected[i].Tenkan,
ic.Tenkan,
ti,
i)
}
if v.expected[i].Kijun == 0 {
continue
}
if !almostEqual(ic.Kijun, v.expected[i].Kijun, 0.0001) {
t.Errorf("Expected kijun %+v but got %+v for test %+v index %+v",
v.expected[i].Kijun,
ic.Kijun,
ti,
i)
}
if !almostEqual(ic.SenkouA, v.expected[i].SenkouA, 0.0001) {
t.Errorf("Expected senkou span A of %+v but got %+v for test %+v index %+v",
v.expected[i].SenkouA,
ic.SenkouA,
ti,
i)
}
if !almostEqual(ic.SenkouB, v.expected[i].SenkouB, 0.0001) {
t.Errorf("Expected senkou span B of %+v but got %+v for test %+v index %+v",
v.expected[i].SenkouB,
ic.SenkouB,
ti,
i)
}
}
}
}