tests.
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3 changed files with 58 additions and 2 deletions
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@ -42,6 +42,17 @@ func (bbs BollingerBandsSeries) GetWindowSize(defaults ...int) int {
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return bbs.WindowSize
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}
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// GetK returns the K value.
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func (bbs BollingerBandsSeries) GetK(defaults ...float64) float64 {
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if bbs.K == 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 2.0
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}
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return bbs.K
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}
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// Len returns the number of elements in the series.
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func (bbs *BollingerBandsSeries) Len() int {
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return bbs.InnerSeries.Len()
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@ -65,8 +76,8 @@ func (bbs *BollingerBandsSeries) GetBoundedValue(index int) (x, y1, y2 float64)
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ay := bbs.getAverage(bbs.valueBuffer)
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std := bbs.getStdDev(bbs.valueBuffer)
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y1 = ay + (bbs.K * std)
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y2 = ay - (bbs.K * std)
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y1 = ay + (bbs.GetK() * std)
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y2 = ay - (bbs.GetK() * std)
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return
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}
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32
bollinger_band_series_test.go
Normal file
32
bollinger_band_series_test.go
Normal file
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@ -0,0 +1,32 @@
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package chart
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import (
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"testing"
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"github.com/blendlabs/go-assert"
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)
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func TestBollingerBandSeries(t *testing.T) {
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assert := assert.New(t)
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s1 := mockValueProvider{
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X: Seq(1.0, 100.0),
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Y: SeqRand(100, 1024),
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}
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bbs := &BollingerBandsSeries{
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InnerSeries: s1,
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}
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xvalues := make([]float64, 100)
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y1values := make([]float64, 100)
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y2values := make([]float64, 100)
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for x := 0; x < 100; x++ {
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xvalues[x], y1values[x], y2values[x] = bbs.GetBoundedValue(x)
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}
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for x := bbs.GetWindowSize(); x < 100; x++ {
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assert.True(y1values[x] > y2values[x])
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}
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}
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13
util.go
13
util.go
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@ -3,6 +3,7 @@ package chart
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import (
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"fmt"
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"math"
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"math/rand"
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"time"
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)
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@ -143,6 +144,18 @@ func Seq(start, end float64, steps ...float64) []float64 {
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return values
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}
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// SeqRand generates a random sequence.
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func SeqRand(samples int, scale float64) []float64 {
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rnd := rand.New(rand.NewSource(time.Now().Unix()))
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values := make([]float64, samples)
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for x := 0; x < samples; x++ {
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values[x] = rnd.Float64() * scale
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}
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return values
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}
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// PercentDifference computes the percentage difference between two values.
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// The formula is (v2-v1)/v1.
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func PercentDifference(v1, v2 float64) float64 {
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