more iterating on macd, need to get a better handle on how to test.
This commit is contained in:
parent
7858457772
commit
32dd907bf8
9 changed files with 464 additions and 246 deletions
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@ -37,7 +37,7 @@ func (bbs BollingerBandsSeries) GetWindowSize(defaults ...int) int {
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if len(defaults) > 0 {
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return defaults[0]
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}
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return DefaultMovingAverageWindowSize
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return DefaultSimpleMovingAveragePeriod
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}
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return bbs.WindowSize
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}
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@ -46,6 +46,6 @@ func TestBollingerBandLastValue(t *testing.T) {
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x, y1, y2 := bbs.GetLastBoundedValue()
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assert.Equal(100.0, x)
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assert.Equal(100, math.Floor(y1))
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assert.Equal(95, math.Floor(y2))
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assert.Equal(101, math.Floor(y1))
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assert.Equal(83, math.Floor(y2))
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}
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98
ema_series.go
Normal file
98
ema_series.go
Normal file
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@ -0,0 +1,98 @@
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package chart
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const (
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// DefaultEMASigma is the default exponential smoothing factor.
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DefaultEMASigma = 0.25
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)
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// EMASeries is a computed series.
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type EMASeries struct {
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Name string
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Style Style
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YAxis YAxisType
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// Sigma is the 'smoothing factor' parameter.
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Sigma float64
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Period int
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InnerSeries ValueProvider
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}
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// GetName returns the name of the time series.
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func (ema EMASeries) GetName() string {
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return ema.Name
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}
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// GetStyle returns the line style.
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func (ema EMASeries) GetStyle() Style {
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return ema.Style
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}
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// GetYAxis returns which YAxis the series draws on.
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func (ema EMASeries) GetYAxis() YAxisType {
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return ema.YAxis
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}
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// GetPeriod returns the window size.
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func (ema EMASeries) GetPeriod(defaults ...int) int {
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if ema.Period == 0 {
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if len(defaults) > 0 {
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return defaults[0]
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}
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return ema.InnerSeries.Len()
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}
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return ema.Period
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}
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// Len returns the number of elements in the series.
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func (ema EMASeries) Len() int {
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return ema.InnerSeries.Len()
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}
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// GetSigma returns the smoothing factor for the serise.
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func (ema EMASeries) GetSigma(defaults ...float64) float64 {
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if ema.Sigma == 0 {
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if len(defaults) > 0 {
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return defaults[0]
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}
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return DefaultEMASigma
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}
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return ema.Sigma
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}
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// GetValue gets a value at a given index.
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func (ema EMASeries) GetValue(index int) (x float64, y float64) {
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if ema.InnerSeries == nil {
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return
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}
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vx, _ := ema.InnerSeries.GetValue(index)
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x = vx
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y = ema.compute(ema.GetPeriod(), index)
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return
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}
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// GetLastValue computes the last moving average value but walking back window size samples,
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// and recomputing the last moving average chunk.
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func (ema EMASeries) GetLastValue() (x float64, y float64) {
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if ema.InnerSeries == nil {
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return
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}
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lastIndex := ema.InnerSeries.Len() - 1
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x, _ = ema.InnerSeries.GetValue(lastIndex)
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y = ema.compute(ema.GetPeriod(), lastIndex)
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return
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}
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func (ema EMASeries) compute(period, index int) float64 {
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_, v := ema.InnerSeries.GetValue(index)
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if period == 1 || index == 0 {
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return v
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}
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sig := ema.GetSigma()
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return sig*v + ((1.0 - sig) * ema.compute(period-1, index-1))
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}
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// Render renders the series.
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func (ema EMASeries) Render(r Renderer, canvasBox Box, xrange, yrange Range, defaults Style) {
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style := ema.Style.WithDefaultsFrom(defaults)
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DrawLineSeries(r, canvasBox, xrange, yrange, style, ema)
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}
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@ -7,7 +7,7 @@ import (
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"github.com/blendlabs/go-assert"
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)
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func TestExponentialMovingAverageSeries(t *testing.T) {
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func TestEMASeries(t *testing.T) {
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assert := assert.New(t)
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mockSeries := mockValueProvider{
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@ -16,7 +16,7 @@ func TestExponentialMovingAverageSeries(t *testing.T) {
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}
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assert.Equal(10, mockSeries.Len())
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mas := &ExponentialMovingAverageSeries{
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mas := &EMASeries{
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InnerSeries: mockSeries,
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}
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@ -1,94 +0,0 @@
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package chart
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const (
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// DefaultExponentialMovingAverageSigma is the default exponential smoothing factor.
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DefaultExponentialMovingAverageSigma = 0.25
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)
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// ExponentialMovingAverageSeries is a computed series.
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type ExponentialMovingAverageSeries struct {
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Name string
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Style Style
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YAxis YAxisType
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// Sigma is the 'smoothing factor' parameter.
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Sigma float64
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InnerSeries ValueProvider
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valueBuffer []float64
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}
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// GetName returns the name of the time series.
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func (mas ExponentialMovingAverageSeries) GetName() string {
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return mas.Name
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}
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// GetStyle returns the line style.
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func (mas ExponentialMovingAverageSeries) GetStyle() Style {
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return mas.Style
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}
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// GetYAxis returns which YAxis the series draws on.
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func (mas ExponentialMovingAverageSeries) GetYAxis() YAxisType {
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return mas.YAxis
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}
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// Len returns the number of elements in the series.
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func (mas *ExponentialMovingAverageSeries) Len() int {
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return mas.InnerSeries.Len()
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}
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// GetSigma returns the smoothing factor for the serise.
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func (mas ExponentialMovingAverageSeries) GetSigma(defaults ...float64) float64 {
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if mas.Sigma == 0 {
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if len(defaults) > 0 {
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return defaults[0]
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}
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return DefaultExponentialMovingAverageSigma
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}
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return mas.Sigma
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}
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// GetValue gets a value at a given index.
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func (mas *ExponentialMovingAverageSeries) GetValue(index int) (x float64, y float64) {
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if mas.InnerSeries == nil {
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return
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}
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if mas.valueBuffer == nil || index == 0 {
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mas.valueBuffer = make([]float64, mas.InnerSeries.Len())
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}
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vx, vy := mas.InnerSeries.GetValue(index)
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x = vx
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if index == 0 {
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mas.valueBuffer[0] = vy
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y = vy
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return
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}
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sig := mas.GetSigma()
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mas.valueBuffer[index] = sig*vy + ((1.0 - sig) * mas.valueBuffer[index-1])
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y = mas.valueBuffer[index]
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return
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}
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// GetLastValue computes the last moving average value but walking back window size samples,
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// and recomputing the last moving average chunk.
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func (mas ExponentialMovingAverageSeries) GetLastValue() (x float64, y float64) {
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if mas.InnerSeries == nil {
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return
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}
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seriesLength := mas.InnerSeries.Len()
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for index := 0; index < seriesLength; index++ {
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x, _ = mas.GetValue(index)
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}
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y = mas.valueBuffer[seriesLength-1]
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return
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}
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// Render renders the series.
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func (mas *ExponentialMovingAverageSeries) Render(r Renderer, canvasBox Box, xrange, yrange Range, defaults Style) {
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style := mas.Style.WithDefaultsFrom(defaults)
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DrawLineSeries(r, canvasBox, xrange, yrange, style, mas)
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}
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287
macd_series.go
287
macd_series.go
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@ -1,37 +1,45 @@
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package chart
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const (
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// DefaultMACDWindowPrimary is the long window.
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DefaultMACDWindowPrimary = 26
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// DefaultMACDWindowSecondary is the short window.
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DefaultMACDWindowSecondary = 12
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// DefaultMACDPeriodPrimary is the long window.
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DefaultMACDPeriodPrimary = 26
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// DefaultMACDPeriodSecondary is the short window.
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DefaultMACDPeriodSecondary = 12
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// DefaultMACDSignalPeriod is the signal period to compute for the MACD.
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DefaultMACDSignalPeriod = 9
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)
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// MACDSeries (or Moving Average Convergence Divergence) is a special type of series that
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// computes the difference between two different EMA values for a given index, as denoted by WindowPrimary(26) and WindowSecondary(12).
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// MACDSeries computes the difference between the MACD line and the MACD Signal line.
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// It is used in technical analysis and gives a lagging indicator of momentum.
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type MACDSeries struct {
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Name string
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Style Style
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YAxis YAxisType
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InnerSeries ValueProvider
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WindowPrimary int
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WindowSecondary int
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PrimaryPeriod int
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SecondaryPeriod int
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SignalPeriod int
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Sigma float64
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}
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// GetWindows returns the primary and secondary window sizes.
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func (macd MACDSeries) GetWindows() (w1, w2 int) {
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if macd.WindowPrimary == 0 {
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w1 = DefaultMACDWindowPrimary
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// GetPeriods returns the primary and secondary periods.
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func (macd MACDSeries) GetPeriods() (w1, w2, sig int) {
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if macd.PrimaryPeriod == 0 {
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w1 = DefaultMACDPeriodPrimary
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} else {
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w1 = macd.WindowPrimary
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w1 = macd.PrimaryPeriod
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}
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if macd.WindowSecondary == 0 {
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w2 = DefaultMACDWindowSecondary
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if macd.SecondaryPeriod == 0 {
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w2 = DefaultMACDPeriodSecondary
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} else {
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w2 = macd.WindowSecondary
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w2 = macd.SecondaryPeriod
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}
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if macd.SignalPeriod == 0 {
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sig = DefaultMACDSignalPeriod
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} else {
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sig = macd.SignalPeriod
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}
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return
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}
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@ -42,7 +50,7 @@ func (macd MACDSeries) GetSigma(defaults ...float64) float64 {
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if len(defaults) > 0 {
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return defaults[0]
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}
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return DefaultExponentialMovingAverageSigma
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return DefaultEMASigma
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}
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return macd.Sigma
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}
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@ -68,7 +76,7 @@ func (macd MACDSeries) Len() int {
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return 0
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}
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w1, _ := macd.GetWindows()
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w1, _, _ := macd.GetPeriods()
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innerLen := macd.InnerSeries.Len()
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if innerLen > w1 {
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return innerLen - w1
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@ -76,35 +84,250 @@ func (macd MACDSeries) Len() int {
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return 0
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}
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// GetValue gets a value at a given index.
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// GetValue gets a value at a given index. For MACD it is the signal value.
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func (macd MACDSeries) GetValue(index int) (x float64, y float64) {
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if macd.InnerSeries == nil {
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return
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}
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w1, w2 := macd.GetWindows()
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w1, w2, sig := macd.GetPeriods()
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sigma := macd.GetSigma()
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effectiveIndex := index + w1
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x, _ = macd.InnerSeries.GetValue(effectiveIndex)
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ema1 := macd.computeEMA(w1, effectiveIndex)
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ema2 := macd.computeEMA(w2, effectiveIndex)
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signal := EMASeries{
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InnerSeries: MACDLineSeries{
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InnerSeries: macd.InnerSeries,
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PrimaryPeriod: w1,
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SecondaryPeriod: w2,
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Sigma: sigma,
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},
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Sigma: sigma,
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Period: sig,
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}
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macdl := MACDLineSeries{
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InnerSeries: macd.InnerSeries,
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PrimaryPeriod: w1,
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SecondaryPeriod: w2,
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Sigma: sigma,
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}
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_, sv := signal.GetValue(index)
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_, lv := macdl.GetValue(index)
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y = lv - sv
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y = ema1 - ema2
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return
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}
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func (macd MACDSeries) computeEMA(windowSize int, index int) float64 {
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_, v := macd.InnerSeries.GetValue(index)
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if windowSize == 1 {
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return v
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// MACDSignalSeries computes the EMA of the MACDLineSeries.
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type MACDSignalSeries struct {
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Name string
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Style Style
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YAxis YAxisType
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InnerSeries ValueProvider
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PrimaryPeriod int
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SecondaryPeriod int
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SignalPeriod int
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Sigma float64
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}
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// GetPeriods returns the primary and secondary periods.
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func (macds MACDSignalSeries) GetPeriods() (w1, w2, sig int) {
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if macds.PrimaryPeriod == 0 {
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w1 = DefaultMACDPeriodPrimary
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} else {
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w1 = macds.PrimaryPeriod
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}
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sig := macd.GetSigma()
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return sig*v + ((1.0 - sig) * macd.computeEMA(windowSize-1, index-1))
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if macds.SecondaryPeriod == 0 {
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w2 = DefaultMACDPeriodSecondary
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} else {
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w2 = macds.SecondaryPeriod
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}
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if macds.SignalPeriod == 0 {
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sig = DefaultMACDSignalPeriod
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} else {
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sig = macds.SignalPeriod
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}
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return
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}
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// GetSigma returns the smoothing factor for the serise.
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func (macds MACDSignalSeries) GetSigma(defaults ...float64) float64 {
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if macds.Sigma == 0 {
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if len(defaults) > 0 {
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return defaults[0]
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}
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return DefaultEMASigma
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}
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return macds.Sigma
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}
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// GetName returns the name of the time series.
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func (macds MACDSignalSeries) GetName() string {
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return macds.Name
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}
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// GetStyle returns the line style.
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func (macds MACDSignalSeries) GetStyle() Style {
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return macds.Style
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}
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// GetYAxis returns which YAxis the series draws on.
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func (macds MACDSignalSeries) GetYAxis() YAxisType {
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return macds.YAxis
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}
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// Len returns the number of elements in the series.
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func (macds MACDSignalSeries) Len() int {
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if macds.InnerSeries == nil {
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return 0
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}
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w1, _, _ := macds.GetPeriods()
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innerLen := macds.InnerSeries.Len()
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if innerLen > w1 {
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return innerLen - w1
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}
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return 0
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}
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// GetValue gets a value at a given index. For MACD it is the signal value.
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func (macds MACDSignalSeries) GetValue(index int) (x float64, y float64) {
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if macds.InnerSeries == nil {
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return
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}
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w1, w2, sig := macds.GetPeriods()
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sigma := macds.GetSigma()
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effectiveIndex := index + w1
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x, _ = macds.InnerSeries.GetValue(effectiveIndex)
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signal := EMASeries{
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InnerSeries: MACDLineSeries{
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InnerSeries: macds.InnerSeries,
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PrimaryPeriod: w1,
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SecondaryPeriod: w2,
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Sigma: sigma,
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},
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Sigma: sigma,
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Period: sig,
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}
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_, y = signal.GetValue(index)
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return
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}
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// Render renders the series.
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func (macd MACDSeries) Render(r Renderer, canvasBox Box, xrange, yrange Range, defaults Style) {
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style := macd.Style.WithDefaultsFrom(defaults)
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DrawLineSeries(r, canvasBox, xrange, yrange, style, macd)
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func (macds MACDSignalSeries) Render(r Renderer, canvasBox Box, xrange, yrange Range, defaults Style) {
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style := macds.Style.WithDefaultsFrom(defaults)
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DrawLineSeries(r, canvasBox, xrange, yrange, style, macds)
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}
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// MACDLineSeries is a series that computes the inner ema1-ema2 value as a series.
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type MACDLineSeries struct {
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Name string
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Style Style
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YAxis YAxisType
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InnerSeries ValueProvider
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PrimaryPeriod int
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SecondaryPeriod int
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Sigma float64
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}
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// GetName returns the name of the time series.
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func (macdl MACDLineSeries) GetName() string {
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return macdl.Name
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}
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// GetStyle returns the line style.
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func (macdl MACDLineSeries) GetStyle() Style {
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return macdl.Style
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}
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// GetYAxis returns which YAxis the series draws on.
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func (macdl MACDLineSeries) GetYAxis() YAxisType {
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return macdl.YAxis
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}
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// GetPeriods returns the primary and secondary periods.
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func (macdl MACDLineSeries) GetPeriods() (w1, w2 int) {
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if macdl.PrimaryPeriod == 0 {
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w1 = DefaultMACDPeriodPrimary
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} else {
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w1 = macdl.PrimaryPeriod
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}
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if macdl.SecondaryPeriod == 0 {
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w2 = DefaultMACDPeriodSecondary
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} else {
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w2 = macdl.SecondaryPeriod
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}
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return
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}
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// Len returns the number of elements in the series.
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func (macdl MACDLineSeries) Len() int {
|
||||
if macdl.InnerSeries == nil {
|
||||
return 0
|
||||
}
|
||||
|
||||
w1, _ := macdl.GetPeriods()
|
||||
innerLen := macdl.InnerSeries.Len()
|
||||
if innerLen > w1 {
|
||||
return innerLen - w1
|
||||
}
|
||||
return 0
|
||||
}
|
||||
|
||||
// GetSigma returns the smoothing factor for the serise.
|
||||
func (macdl MACDLineSeries) GetSigma(defaults ...float64) float64 {
|
||||
if macdl.Sigma == 0 {
|
||||
if len(defaults) > 0 {
|
||||
return defaults[0]
|
||||
}
|
||||
return DefaultEMASigma
|
||||
}
|
||||
return macdl.Sigma
|
||||
}
|
||||
|
||||
// GetValue gets a value at a given index. For MACD it is the signal value.
|
||||
func (macdl MACDLineSeries) GetValue(index int) (x float64, y float64) {
|
||||
if macdl.InnerSeries == nil {
|
||||
return
|
||||
}
|
||||
|
||||
w1, w2 := macdl.GetPeriods()
|
||||
|
||||
effectiveIndex := index + w1
|
||||
x, _ = macdl.InnerSeries.GetValue(effectiveIndex)
|
||||
|
||||
ema1 := EMASeries{
|
||||
InnerSeries: macdl.InnerSeries,
|
||||
Period: w1,
|
||||
Sigma: macdl.GetSigma(),
|
||||
}
|
||||
|
||||
ema2 := EMASeries{
|
||||
InnerSeries: macdl.InnerSeries,
|
||||
Period: w2,
|
||||
Sigma: macdl.GetSigma(),
|
||||
}
|
||||
|
||||
_, emav1 := ema1.GetValue(index)
|
||||
_, emav2 := ema2.GetValue(index)
|
||||
|
||||
y = emav1 - emav2
|
||||
return
|
||||
}
|
||||
|
||||
// Render renders the series.
|
||||
func (macdl MACDLineSeries) Render(r Renderer, canvasBox Box, xrange, yrange Range, defaults Style) {
|
||||
style := macdl.Style.WithDefaultsFrom(defaults)
|
||||
DrawLineSeries(r, canvasBox, xrange, yrange, style, macdl)
|
||||
}
|
||||
|
|
|
@ -1,105 +0,0 @@
|
|||
package chart
|
||||
|
||||
const (
|
||||
// DefaultMovingAverageWindowSize is the default number of values to average.
|
||||
DefaultMovingAverageWindowSize = 5
|
||||
)
|
||||
|
||||
// SimpleMovingAverageSeries is a computed series.
|
||||
type SimpleMovingAverageSeries struct {
|
||||
Name string
|
||||
Style Style
|
||||
YAxis YAxisType
|
||||
|
||||
WindowSize int
|
||||
InnerSeries ValueProvider
|
||||
|
||||
valueBuffer *RingBuffer
|
||||
}
|
||||
|
||||
// GetName returns the name of the time series.
|
||||
func (mas SimpleMovingAverageSeries) GetName() string {
|
||||
return mas.Name
|
||||
}
|
||||
|
||||
// GetStyle returns the line style.
|
||||
func (mas SimpleMovingAverageSeries) GetStyle() Style {
|
||||
return mas.Style
|
||||
}
|
||||
|
||||
// GetYAxis returns which YAxis the series draws on.
|
||||
func (mas SimpleMovingAverageSeries) GetYAxis() YAxisType {
|
||||
return mas.YAxis
|
||||
}
|
||||
|
||||
// Len returns the number of elements in the series.
|
||||
func (mas *SimpleMovingAverageSeries) Len() int {
|
||||
return mas.InnerSeries.Len()
|
||||
}
|
||||
|
||||
// GetValue gets a value at a given index.
|
||||
func (mas *SimpleMovingAverageSeries) GetValue(index int) (x float64, y float64) {
|
||||
if mas.InnerSeries == nil {
|
||||
return
|
||||
}
|
||||
if mas.valueBuffer == nil || index == 0 {
|
||||
mas.valueBuffer = NewRingBufferWithCapacity(mas.GetWindowSize())
|
||||
}
|
||||
if mas.valueBuffer.Len() >= mas.GetWindowSize() {
|
||||
mas.valueBuffer.Dequeue()
|
||||
}
|
||||
px, py := mas.InnerSeries.GetValue(index)
|
||||
mas.valueBuffer.Enqueue(py)
|
||||
x = px
|
||||
y = mas.getAverage(mas.valueBuffer)
|
||||
return
|
||||
}
|
||||
|
||||
// GetLastValue computes the last moving average value but walking back window size samples,
|
||||
// and recomputing the last moving average chunk.
|
||||
func (mas SimpleMovingAverageSeries) GetLastValue() (x float64, y float64) {
|
||||
if mas.InnerSeries == nil {
|
||||
return
|
||||
}
|
||||
windowSize := mas.GetWindowSize()
|
||||
seriesLength := mas.InnerSeries.Len()
|
||||
startAt := seriesLength - windowSize
|
||||
if startAt < 0 {
|
||||
startAt = 0
|
||||
}
|
||||
vb := NewRingBufferWithCapacity(windowSize)
|
||||
for index := startAt; index < seriesLength; index++ {
|
||||
xn, yn := mas.InnerSeries.GetValue(index)
|
||||
vb.Enqueue(yn)
|
||||
x = xn
|
||||
}
|
||||
y = mas.getAverage(vb)
|
||||
return
|
||||
}
|
||||
|
||||
// GetWindowSize returns the window size.
|
||||
func (mas SimpleMovingAverageSeries) GetWindowSize(defaults ...int) int {
|
||||
if mas.WindowSize == 0 {
|
||||
if len(defaults) > 0 {
|
||||
return defaults[0]
|
||||
}
|
||||
return DefaultMovingAverageWindowSize
|
||||
}
|
||||
return mas.WindowSize
|
||||
}
|
||||
|
||||
func (mas SimpleMovingAverageSeries) getAverage(valueBuffer *RingBuffer) float64 {
|
||||
var accum float64
|
||||
valueBuffer.Each(func(v interface{}) {
|
||||
if typed, isTyped := v.(float64); isTyped {
|
||||
accum += typed
|
||||
}
|
||||
})
|
||||
return accum / float64(valueBuffer.Len())
|
||||
}
|
||||
|
||||
// Render renders the series.
|
||||
func (mas *SimpleMovingAverageSeries) Render(r Renderer, canvasBox Box, xrange, yrange Range, defaults Style) {
|
||||
style := mas.Style.WithDefaultsFrom(defaults)
|
||||
DrawLineSeries(r, canvasBox, xrange, yrange, style, mas)
|
||||
}
|
90
sma_series.go
Normal file
90
sma_series.go
Normal file
|
@ -0,0 +1,90 @@
|
|||
package chart
|
||||
|
||||
const (
|
||||
// DefaultSimpleMovingAveragePeriod is the default number of values to average.
|
||||
DefaultSimpleMovingAveragePeriod = 16
|
||||
)
|
||||
|
||||
// SMASeries is a computed series.
|
||||
type SMASeries struct {
|
||||
Name string
|
||||
Style Style
|
||||
YAxis YAxisType
|
||||
|
||||
Period int
|
||||
InnerSeries ValueProvider
|
||||
}
|
||||
|
||||
// GetName returns the name of the time series.
|
||||
func (sma SMASeries) GetName() string {
|
||||
return sma.Name
|
||||
}
|
||||
|
||||
// GetStyle returns the line style.
|
||||
func (sma SMASeries) GetStyle() Style {
|
||||
return sma.Style
|
||||
}
|
||||
|
||||
// GetYAxis returns which YAxis the series draws on.
|
||||
func (sma SMASeries) GetYAxis() YAxisType {
|
||||
return sma.YAxis
|
||||
}
|
||||
|
||||
// Len returns the number of elements in the series.
|
||||
func (sma SMASeries) Len() int {
|
||||
return sma.InnerSeries.Len()
|
||||
}
|
||||
|
||||
// GetValue gets a value at a given index.
|
||||
func (sma SMASeries) GetValue(index int) (x float64, y float64) {
|
||||
if sma.InnerSeries == nil {
|
||||
return
|
||||
}
|
||||
px, _ := sma.InnerSeries.GetValue(index)
|
||||
x = px
|
||||
y = sma.getAverage(index)
|
||||
return
|
||||
}
|
||||
|
||||
// GetLastValue computes the last moving average value but walking back window size samples,
|
||||
// and recomputing the last moving average chunk.
|
||||
func (sma SMASeries) GetLastValue() (x float64, y float64) {
|
||||
if sma.InnerSeries == nil {
|
||||
return
|
||||
}
|
||||
seriesLen := sma.InnerSeries.Len()
|
||||
px, _ := sma.InnerSeries.GetValue(seriesLen - 1)
|
||||
x = px
|
||||
y = sma.getAverage(seriesLen - 1)
|
||||
return
|
||||
}
|
||||
|
||||
// GetPeriod returns the window size.
|
||||
func (sma SMASeries) GetPeriod(defaults ...int) int {
|
||||
if sma.Period == 0 {
|
||||
if len(defaults) > 0 {
|
||||
return defaults[0]
|
||||
}
|
||||
return DefaultSimpleMovingAveragePeriod
|
||||
}
|
||||
return sma.Period
|
||||
}
|
||||
|
||||
func (sma SMASeries) getAverage(index int) float64 {
|
||||
period := sma.GetPeriod()
|
||||
floor := MaxInt(0, index-period)
|
||||
var accum float64
|
||||
var count float64
|
||||
for x := index; x >= floor; x-- {
|
||||
_, vy := sma.InnerSeries.GetValue(x)
|
||||
accum += vy
|
||||
count += 1.0
|
||||
}
|
||||
return accum / count
|
||||
}
|
||||
|
||||
// Render renders the series.
|
||||
func (sma *SMASeries) Render(r Renderer, canvasBox Box, xrange, yrange Range, defaults Style) {
|
||||
style := sma.Style.WithDefaultsFrom(defaults)
|
||||
DrawLineSeries(r, canvasBox, xrange, yrange, style, sma)
|
||||
}
|
|
@ -16,12 +16,18 @@ func (m mockValueProvider) Len() int {
|
|||
}
|
||||
|
||||
func (m mockValueProvider) GetValue(index int) (x, y float64) {
|
||||
if index < 0 {
|
||||
panic("negative index at GetValue()")
|
||||
}
|
||||
if index > MinInt(len(m.X), len(m.Y)) {
|
||||
panic("index is outside the length of m.X or m.Y")
|
||||
}
|
||||
x = m.X[index]
|
||||
y = m.Y[index]
|
||||
return
|
||||
}
|
||||
|
||||
func TestSimpleMovingAverageSeriesGetValue(t *testing.T) {
|
||||
func TestSMASeriesGetValue(t *testing.T) {
|
||||
assert := assert.New(t)
|
||||
|
||||
mockSeries := mockValueProvider{
|
||||
|
@ -30,9 +36,9 @@ func TestSimpleMovingAverageSeriesGetValue(t *testing.T) {
|
|||
}
|
||||
assert.Equal(10, mockSeries.Len())
|
||||
|
||||
mas := &SimpleMovingAverageSeries{
|
||||
mas := &SMASeries{
|
||||
InnerSeries: mockSeries,
|
||||
WindowSize: 10,
|
||||
Period: 10,
|
||||
}
|
||||
|
||||
var yvalues []float64
|
||||
|
@ -52,7 +58,7 @@ func TestSimpleMovingAverageSeriesGetValue(t *testing.T) {
|
|||
assert.Equal(6.0, yvalues[8])
|
||||
}
|
||||
|
||||
func TestSimpleMovingAverageSeriesGetLastValueWindowOverlap(t *testing.T) {
|
||||
func TestSMASeriesGetLastValueWindowOverlap(t *testing.T) {
|
||||
assert := assert.New(t)
|
||||
|
||||
mockSeries := mockValueProvider{
|
||||
|
@ -61,9 +67,9 @@ func TestSimpleMovingAverageSeriesGetLastValueWindowOverlap(t *testing.T) {
|
|||
}
|
||||
assert.Equal(10, mockSeries.Len())
|
||||
|
||||
mas := &SimpleMovingAverageSeries{
|
||||
mas := &SMASeries{
|
||||
InnerSeries: mockSeries,
|
||||
WindowSize: 15,
|
||||
Period: 15,
|
||||
}
|
||||
|
||||
var yvalues []float64
|
||||
|
@ -78,7 +84,7 @@ func TestSimpleMovingAverageSeriesGetLastValueWindowOverlap(t *testing.T) {
|
|||
assert.Equal(yvalues[len(yvalues)-1], ly)
|
||||
}
|
||||
|
||||
func TestSimpleMovingAverageSeriesGetLastValue(t *testing.T) {
|
||||
func TestSMASeriesGetLastValue(t *testing.T) {
|
||||
assert := assert.New(t)
|
||||
|
||||
mockSeries := mockValueProvider{
|
||||
|
@ -87,9 +93,9 @@ func TestSimpleMovingAverageSeriesGetLastValue(t *testing.T) {
|
|||
}
|
||||
assert.Equal(100, mockSeries.Len())
|
||||
|
||||
mas := &SimpleMovingAverageSeries{
|
||||
mas := &SMASeries{
|
||||
InnerSeries: mockSeries,
|
||||
WindowSize: 10,
|
||||
Period: 10,
|
||||
}
|
||||
|
||||
var yvalues []float64
|
||||
|
@ -100,6 +106,6 @@ func TestSimpleMovingAverageSeriesGetLastValue(t *testing.T) {
|
|||
|
||||
lx, ly := mas.GetLastValue()
|
||||
assert.Equal(100.0, lx)
|
||||
assert.Equal(5.5, ly)
|
||||
assert.Equal(6, ly)
|
||||
assert.Equal(yvalues[len(yvalues)-1], ly)
|
||||
}
|
Loading…
Reference in a new issue