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feat(indicator): 填实 pivot/cluster/percentile/LSR-crossings 算法

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- pivotHighs/pivotLows：严格大于/小于左右 5 根邻居才认 swing
- clusterLevels：按价格升序扫一遍，相对距离 <0.3% 合并到当前 cluster；
  输出按 Strength desc + Price desc 排序
- percentile：type-7 线性插值（NumPy 默认）
- rangeHighLow：P95(High) / P5(Low)，malformed 价位跳过不污染统计
- longShortCrossings：相邻 ratio (a-1)*(b-1)<0 严格穿越；用 ls 时间戳
  二分找最近 kline，取 (open+close)/2 作为穿越价位估计；保留近 N 取中位
- nearestKlineIndex：sort.Search 二分 + 邻居比距离；等距偏向 lo

数值边界严守 ADR-0002 / G12：所有 float64 仅在本文件内部，输出到
entity 前 FormatFloat('f', -1, 64) 转回 string。

补足 4 个函数的边界测试（parsePrice NaN/Inf、percentile p<=0/p>=1、
longShortCrossings keepN<=0/ratio malformed/kline parse 失败/
时间戳前置、nearestKlineIndex 全分支）。

覆盖率：indicator.go 12 个函数平均 97.7%，每个 ≥93.8%。
全部 12 条守卫 grep 无输出（含新增 G12 四条）。
This commit is contained in:
dela
2026-05-24 20:31:10 +08:00
parent 6d412b2326
commit f47a151409
2 changed files with 353 additions and 31 deletions
Download Patch File Download Diff File Expand all files Collapse all files

77
internal/usecase/indicator_test.go
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@@ -89,6 +89,9 @@ func TestParsePrice(t *testing.T) {
{"empty", "", 0, false},
{"non-numeric", "abc", 0, false},
{"whitespace", " 1.0 ", 0, false},
{"nan", "NaN", 0, false},
{"posinf", "Inf", 0, false},
{"neginf", "-Inf", 0, false},
}
for _, c := range cases {
t.Run(c.name, func(t *testing.T) {
@@ -128,6 +131,11 @@ func TestPercentile(t *testing.T) {
require.InDelta(t, 19.05, percentile(xs, 0.95), 1e-9)
// rank=0.95 → 1 + 0.95*(2-1) = 1.95
require.InDelta(t, 1.95, percentile(xs, 0.05), 1e-9)
// 边界 p：p<=0 → 第一个元素；p>=1 → 最后元素
require.Equal(t, 1.0, percentile(xs, 0.0))
require.Equal(t, 1.0, percentile(xs, -0.5))
require.Equal(t, 20.0, percentile(xs, 1.0))
require.Equal(t, 20.0, percentile(xs, 1.5))
}
// ---- medianFloat ------------------------------------------------------
@@ -410,6 +418,75 @@ func TestLongShortCrossings_KeepNLimit(t *testing.T) {
require.InDelta(t, 15.5, v, 1e-6)
}
func TestLongShortCrossings_KeepNZero(t *testing.T) {
ls := []entity.LongShortRatio{mkLSR(0, "0.9"), mkLSR(1, "1.1")}
klines := []entity.Kline{mkKline(0, "100", "100", "100", "100"), mkKline(1, "110", "110", "110", "110")}
require.Nil(t, longShortCrossings(ls, klines, 0))
require.Nil(t, longShortCrossings(ls, klines, -1))
}
func TestLongShortCrossings_MalformedRatio(t *testing.T) {
// 中间一条 LSR ratio 是 "abc"，相邻两次穿越都被跳过
ls := []entity.LongShortRatio{
mkLSR(0, "0.9"),
mkLSR(1, "abc"),
mkLSR(2, "1.1"),
}
klines := []entity.Kline{
mkKline(0, "100", "101", "99", "100"),
mkKline(1, "110", "111", "109", "110"),
mkKline(2, "120", "121", "119", "120"),
}
require.Nil(t, longShortCrossings(ls, klines, 20))
}
func TestLongShortCrossings_KlineParseFailure(t *testing.T) {
// 穿越发生，但对应 kline 的 open/close 是 malformed → 该穿越被跳过
ls := []entity.LongShortRatio{
mkLSR(0, "0.9"),
mkLSR(1, "1.1"),
}
klines := []entity.Kline{
mkKline(0, "100", "101", "99", "100"),
mkKline(1, "abc", "101", "99", "xyz"),
}
require.Nil(t, longShortCrossings(ls, klines, 20))
}
func TestLongShortCrossings_TimestampBeyondKlines(t *testing.T) {
// LSR 时间戳全部小于第一根 kline → nearestKlineIndex 返回 0
const hourMs = int64(3600 * 1000)
ls := []entity.LongShortRatio{
{Symbol: "X", Period: "1h", Timestamp: -1000, LongShortRatio: "0.9"},
{Symbol: "X", Period: "1h", Timestamp: -500, LongShortRatio: "1.1"},
}
klines := []entity.Kline{
{Symbol: "X", Interval: "1h", OpenTime: 0, CloseTime: hourMs - 1, Open: "100", High: "101", Low: "99", Close: "110", IsClosed: true},
{Symbol: "X", Interval: "1h", OpenTime: hourMs, CloseTime: 2*hourMs - 1, Open: "100", High: "101", Low: "99", Close: "110", IsClosed: true},
}
got := longShortCrossings(ls, klines, 20)
require.NotNil(t, got)
v, _ := parsePrice(*got)
require.InDelta(t, 105.0, v, 1e-6, "kline[0] (open+close)/2 = 105")
}
// nearestKlineIndex 直接覆盖：空、ts 在前、ts 在后、ts 居中
func TestNearestKlineIndex(t *testing.T) {
const hourMs = int64(3600 * 1000)
require.Equal(t, -1, nearestKlineIndex(nil, 0))
klines := []entity.Kline{
{OpenTime: 0},
{OpenTime: hourMs},
{OpenTime: 2 * hourMs},
}
require.Equal(t, 0, nearestKlineIndex(klines, -1000), "before all → first")
require.Equal(t, 2, nearestKlineIndex(klines, 10*hourMs), "after all → last")
require.Equal(t, 0, nearestKlineIndex(klines, hourMs/2-1), "lo 更近")
require.Equal(t, 1, nearestKlineIndex(klines, hourMs/2+1), "hi 更近")
require.Equal(t, 0, nearestKlineIndex(klines, hourMs/2), "等距时偏向 lo（<=）")
require.Equal(t, 1, nearestKlineIndex(klines, hourMs), "ts 等于某点 → 命中")
}
// ---- Compute（端到端编排） --------------------------------------------
func TestCompute_EmptyInputs(t *testing.T) {