macd works with test.

ema_series_test.go

@@ -1,35 +1,105 @@
 package chart
 
 import (
-	"math"
 	"testing"
 
 	"github.com/blendlabs/go-assert"
 )
 
+var (
+	emaXValues = Seq(1.0, 50.0)
+	emaYValues = []float64{
+		1, 2, 3, 4, 5, 4, 3, 2,
+		1, 2, 3, 4, 5, 4, 3, 2,
+		1, 2, 3, 4, 5, 4, 3, 2,
+		1, 2, 3, 4, 5, 4, 3, 2,
+		1, 2, 3, 4, 5, 4, 3, 2,
+		1, 2, 3, 4, 5, 4, 3, 2,
+		1, 2,
+	}
+	emaExpected = []float64{
+		1,
+		1.074074074,
+		1.216735254,
+		1.422903013,
+		1.68787316,
+		1.859141815,
+		1.943649828,
+		1.947823915,
+		1.877614736,
+		1.886680311,
+		1.969148437,
+		2.119581886,
+		2.33294619,
+		2.456431658,
+		2.496695979,
+		2.459903685,
+		2.351762671,
+		2.325706177,
+		2.375653867,
+		2.495975803,
+		2.681459077,
+		2.779128775,
+		2.795489607,
+		2.73656445,
+		2.607930047,
+		2.562898191,
+		2.595276103,
+		2.699329725,
+		2.869749746,
+		2.953471987,
+		2.956918506,
+		2.886035654,
+		2.746329309,
+		2.691045657,
+		2.713931163,
+		2.809195522,
+		2.971477335,
+		3.047664199,
+		3.044133518,
+		2.966790294,
+		2.821102124,
+		2.760279745,
+		2.778036801,
+		2.868552593,
+		3.026437586,
+		3.098553321,
+		3.091253075,
+		3.010419514,
+		2.86149955,
+		2.797684768,
+	}
+	emaDelta = 0.0001
+)
+
 func TestEMASeries(t *testing.T) {
 	assert := assert.New(t)
 
 	mockSeries := mockValueProvider{
-		Seq(1.0, 10.0),
-		Seq(10, 1.0),
+		emaXValues,
+		emaYValues,
 	}
-	assert.Equal(10, mockSeries.Len())
+	assert.Equal(50, mockSeries.Len())
 
-	mas := &EMASeries{
+	ema := &EMASeries{
 		InnerSeries: mockSeries,
+		Period:      26,
 	}
 
+	sig := ema.GetSigma()
+	assert.Equal(2.0/(26.0+1), sig)
+
 	var yvalues []float64
-	for x := 0; x < mas.Len(); x++ {
-		_, y := mas.GetValue(x)
+	for x := 0; x < ema.Len(); x++ {
+		_, y := ema.GetValue(x)
 		yvalues = append(yvalues, y)
 	}
 
-	assert.Equal(10.0, yvalues[0])
-	assert.True(math.Abs(yvalues[9]-3.77) < 0.01)
+	for index, yv := range yvalues {
+		assert.InDelta(yv, emaExpected[index], emaDelta)
+	}
 
-	lvx, lvy := mas.GetLastValue()
-	assert.Equal(10.0, lvx)
-	assert.True(math.Abs(lvy-3.77) < 0.01)
+	lvx, lvy := ema.GetLastValue()
+	assert.Equal(50.0, lvx)
+	assert.InDelta(lvy, emaExpected[49], emaDelta)
 }