fa769331c2
- collector.symbols 与 supportedSymbols 加 SOL/BNB/DOGE，env-default 与 README 同步 - entity 追加 TechnicalStructure.Intervals（每周期 Bollinger + Vegas，omitempty 不破坏既有字段）与 DerivativesBundle.Signal - 新增纯解析 usecase derivatives_signal.go：fundingBias 绝对阈值、oiSignal 用 P20 baseline + 价格方向（OI up + 价格 up/down → long/short_building，funding 不参与方向）、lsrRegime 绝对阈值；signal 数据不足走 warnings 进 DataQuality - indicator.go 加 sma/stddev/ema/bollinger/vegas + computeIntervalTechnicals；IndicatorComputer 签名收 klines map - harness 同步：G12 扩入 derivatives_signal.go（含 Makefile G12.5/6 + ADR-0002 适用范围 + project-map / harness-health 更新）
634 lines
20 KiB
Go
634 lines
20 KiB
Go
package usecase
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import (
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"strconv"
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"testing"
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"cryptoHermes/internal/entity"
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"github.com/stretchr/testify/require"
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)
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// ---- 测试辅助 ----------------------------------------------------------
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// mkKline 构造一根 1h K 线；只填指标关心的字段。
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// openTime 单位毫秒；hour 序号映射到 1h 时基。
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func mkKline(hourIdx int64, open, high, low, close string) entity.Kline {
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const hourMs = int64(3600 * 1000)
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return entity.Kline{
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Symbol: "BTCUSDT",
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Interval: "1h",
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OpenTime: hourIdx * hourMs,
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CloseTime: hourIdx*hourMs + hourMs - 1,
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Open: open,
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High: high,
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Low: low,
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Close: close,
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IsClosed: true,
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}
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}
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func mkLSR(hourIdx int64, ratio string) entity.LongShortRatio {
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const hourMs = int64(3600 * 1000)
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return entity.LongShortRatio{
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Symbol: "BTCUSDT",
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Period: "1h",
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RatioType: entity.RatioTypeGlobalAccount,
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Timestamp: hourIdx * hourMs,
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LongShortRatio: ratio,
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}
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}
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// 单调上升序列：从 baseHigh 起，每根 K 线 high/low/close 各 +stepUSD。
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// 共 n 根，hourIdx 从 0 起。
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func ascending(n int, baseLow, step float64) []entity.Kline {
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out := make([]entity.Kline, n)
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for i := 0; i < n; i++ {
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lo := baseLow + float64(i)*step
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hi := lo + step
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mid := (lo + hi) / 2
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out[i] = mkKline(int64(i),
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strconv.FormatFloat(lo, 'f', -1, 64),
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strconv.FormatFloat(hi, 'f', -1, 64),
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strconv.FormatFloat(lo, 'f', -1, 64),
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strconv.FormatFloat(mid, 'f', -1, 64),
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)
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}
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return out
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}
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func descending(n int, baseHigh, step float64) []entity.Kline {
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out := make([]entity.Kline, n)
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for i := 0; i < n; i++ {
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hi := baseHigh - float64(i)*step
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lo := hi - step
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mid := (lo + hi) / 2
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out[i] = mkKline(int64(i),
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strconv.FormatFloat(hi, 'f', -1, 64),
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strconv.FormatFloat(hi, 'f', -1, 64),
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strconv.FormatFloat(lo, 'f', -1, 64),
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strconv.FormatFloat(mid, 'f', -1, 64),
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)
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}
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return out
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}
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// ---- parsePrice -------------------------------------------------------
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func TestParsePrice(t *testing.T) {
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cases := []struct {
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name string
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in string
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want float64
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ok bool
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}{
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{"normal", "108000.12", 108000.12, true},
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{"zero", "0", 0, true},
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{"negative", "-1.5", -1.5, true},
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{"scientific", "1e3", 1000, true},
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{"empty", "", 0, false},
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{"non-numeric", "abc", 0, false},
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{"whitespace", " 1.0 ", 0, false},
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{"nan", "NaN", 0, false},
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{"posinf", "Inf", 0, false},
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{"neginf", "-Inf", 0, false},
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}
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for _, c := range cases {
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t.Run(c.name, func(t *testing.T) {
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got, ok := parsePrice(c.in)
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require.Equal(t, c.ok, ok, "ok mismatch for %q", c.in)
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if c.ok {
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require.InDelta(t, c.want, got, 1e-9)
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}
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})
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}
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}
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// ---- formatPrice ------------------------------------------------------
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func TestFormatPrice(t *testing.T) {
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require.Equal(t, "0", formatPrice(0))
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require.Equal(t, "1.5", formatPrice(1.5))
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require.Equal(t, "108000.12", formatPrice(108000.12))
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require.Equal(t, "-3", formatPrice(-3))
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}
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// ---- percentile -------------------------------------------------------
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func TestPercentile(t *testing.T) {
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// type-7 linear interpolation (NumPy default)
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require.Equal(t, 0.0, percentile(nil, 0.5), "empty → 0")
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require.Equal(t, 42.0, percentile([]float64{42}, 0.95), "N=1")
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// N=2: P95: rank=(2-1)*0.95=0.95, between [0]=10 and [1]=20 → 10 + 0.95*10 = 19.5
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require.InDelta(t, 19.5, percentile([]float64{10, 20}, 0.95), 1e-9)
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require.InDelta(t, 10.5, percentile([]float64{10, 20}, 0.05), 1e-9)
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// N=20: rank=19*0.95=18.05, between [18] and [19]
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xs := make([]float64, 20)
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for i := range xs {
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xs[i] = float64(i + 1) // 1..20
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}
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// rank=18.05 → 19 + 0.05*(20-19) = 19.05
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require.InDelta(t, 19.05, percentile(xs, 0.95), 1e-9)
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// rank=0.95 → 1 + 0.95*(2-1) = 1.95
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require.InDelta(t, 1.95, percentile(xs, 0.05), 1e-9)
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// 边界 p：p<=0 → 第一个元素；p>=1 → 最后元素
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require.Equal(t, 1.0, percentile(xs, 0.0))
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require.Equal(t, 1.0, percentile(xs, -0.5))
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require.Equal(t, 20.0, percentile(xs, 1.0))
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require.Equal(t, 20.0, percentile(xs, 1.5))
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}
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// ---- medianFloat ------------------------------------------------------
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func TestMedianFloat(t *testing.T) {
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require.Equal(t, 0.0, medianFloat(nil))
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require.Equal(t, 5.0, medianFloat([]float64{5}))
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require.InDelta(t, 7.5, medianFloat([]float64{5, 10}), 1e-9)
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require.InDelta(t, 5.0, medianFloat([]float64{1, 5, 9}), 1e-9)
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require.InDelta(t, 4.0, medianFloat([]float64{9, 1, 5, 3}), 1e-9) // unsorted input
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}
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// ---- pivotHighs / pivotLows ------------------------------------------
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func TestPivot_EmptyAndShortInputs(t *testing.T) {
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require.Empty(t, pivotHighs(nil, 5, 5))
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require.Empty(t, pivotLows(nil, 5, 5))
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require.Empty(t, pivotHighs(ascending(5, 100, 1), 5, 5), "N < 2L+1")
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require.Empty(t, pivotLows(ascending(10, 100, 1), 5, 5), "N < 2L+1")
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}
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func TestPivot_MonotonicNoPivots(t *testing.T) {
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asc := ascending(30, 100, 10)
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require.Empty(t, pivotHighs(asc, 5, 5), "ascending has no swing high in interior")
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require.Empty(t, pivotLows(asc, 5, 5), "ascending has no swing low in interior")
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desc := descending(30, 100, 1)
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require.Empty(t, pivotHighs(desc, 5, 5))
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require.Empty(t, pivotLows(desc, 5, 5))
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}
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func TestPivot_VShape(t *testing.T) {
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// 构造 V 形：前 10 根 high 递减、后 10 根递增；中间最低点应为唯一 pivotLow
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klines := make([]entity.Kline, 21)
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for i := 0; i < 21; i++ {
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// price 形态：100 -> 90 (index 10) -> 100
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var p float64
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if i <= 10 {
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p = 100 - float64(i)*1.0
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} else {
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p = 90 + float64(i-10)*1.0
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}
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hi := p + 0.5
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lo := p
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mid := p + 0.25
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klines[i] = mkKline(int64(i),
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strconv.FormatFloat(p, 'f', -1, 64),
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strconv.FormatFloat(hi, 'f', -1, 64),
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strconv.FormatFloat(lo, 'f', -1, 64),
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strconv.FormatFloat(mid, 'f', -1, 64),
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)
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}
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highs := pivotHighs(klines, 5, 5)
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lows := pivotLows(klines, 5, 5)
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require.Empty(t, highs, "V-shape has no pivot high")
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require.Len(t, lows, 1, "V-shape has exactly one pivot low")
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require.Equal(t, 10, lows[0].Index)
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require.InDelta(t, 90.0, lows[0].Price, 1e-9)
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}
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func TestPivot_DoubleTop(t *testing.T) {
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// 两个明确的 pivot high：index 7 和 index 15
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// 用价格谷-峰-谷-峰-谷 结构
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klines := make([]entity.Kline, 23)
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// 默认平的低位 100
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for i := range klines {
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klines[i] = mkKline(int64(i), "100", "100.5", "99.5", "100")
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}
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// peak1 at i=7, price 110
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klines[7] = mkKline(7, "109", "110", "108", "109.5")
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// peak2 at i=15, price 110.2 (0.18% 距离，<0.3% 阈值)
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klines[15] = mkKline(15, "109", "110.2", "108", "109.5")
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highs := pivotHighs(klines, 5, 5)
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require.Len(t, highs, 2)
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require.Equal(t, 7, highs[0].Index)
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require.Equal(t, 15, highs[1].Index)
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}
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// ---- clusterLevels ----------------------------------------------------
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func TestClusterLevels_Empty(t *testing.T) {
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require.Empty(t, clusterLevels(nil, 0.003, sourceResistancePivot))
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}
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func TestClusterLevels_DoubleTopWithinThreshold(t *testing.T) {
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// 两个点相差 0.18%（< 0.3%）→ 合并为 1 个 level，Strength="2"
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pts := []pivotPoint{
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{Price: 110.0, Index: 7},
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{Price: 110.2, Index: 15},
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}
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out := clusterLevels(pts, 0.003, sourceResistancePivot)
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require.Len(t, out, 1)
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require.Equal(t, "2", out[0].Strength)
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require.Equal(t, sourceResistancePivot, out[0].Source)
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// 均价 = 110.1
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p, ok := parsePrice(out[0].Price)
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require.True(t, ok)
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require.InDelta(t, 110.1, p, 1e-6)
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}
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func TestClusterLevels_DoubleTopOutsideThreshold(t *testing.T) {
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// 两个点相差 0.45%（> 0.3%）→ 不合并
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pts := []pivotPoint{
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{Price: 110.0, Index: 7},
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{Price: 110.5, Index: 15},
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}
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out := clusterLevels(pts, 0.003, sourceResistancePivot)
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require.Len(t, out, 2)
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require.Equal(t, "1", out[0].Strength)
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require.Equal(t, "1", out[1].Strength)
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}
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func TestClusterLevels_TripleCluster(t *testing.T) {
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pts := []pivotPoint{
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{Price: 100.0},
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{Price: 100.15},
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{Price: 100.25},
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}
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// 100/100.25 相差 0.25%，都在阈值内
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out := clusterLevels(pts, 0.003, sourceResistancePivot)
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require.Len(t, out, 1)
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require.Equal(t, "3", out[0].Strength)
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}
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// ---- rangeHighLow -----------------------------------------------------
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func TestRangeHighLow_Empty(t *testing.T) {
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hi, lo := rangeHighLow(nil)
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require.Nil(t, hi)
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require.Nil(t, lo)
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}
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func TestRangeHighLow_SingleCandle(t *testing.T) {
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k := []entity.Kline{mkKline(0, "100", "105", "95", "102")}
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hi, lo := rangeHighLow(k)
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require.NotNil(t, hi)
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require.NotNil(t, lo)
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require.Equal(t, "105", *hi, "P95 of single value is the value")
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require.Equal(t, "95", *lo)
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}
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func TestRangeHighLow_Twenty(t *testing.T) {
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// highs 1..20、lows 1..20；P95(high)=19.05、P5(low)=1.95
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klines := make([]entity.Kline, 20)
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for i := 0; i < 20; i++ {
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v := float64(i + 1)
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klines[i] = mkKline(int64(i),
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strconv.FormatFloat(v, 'f', -1, 64),
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strconv.FormatFloat(v, 'f', -1, 64),
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strconv.FormatFloat(v, 'f', -1, 64),
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strconv.FormatFloat(v, 'f', -1, 64),
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)
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}
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hi, lo := rangeHighLow(klines)
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require.NotNil(t, hi)
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require.NotNil(t, lo)
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hiF, _ := parsePrice(*hi)
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loF, _ := parsePrice(*lo)
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require.InDelta(t, 19.05, hiF, 1e-6)
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require.InDelta(t, 1.95, loF, 1e-6)
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}
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func TestRangeHighLow_SkipsMalformed(t *testing.T) {
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klines := []entity.Kline{
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mkKline(0, "100", "abc", "99", "100"), // high malformed → skipped
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mkKline(1, "100", "200", "xyz", "100"), // low malformed → skipped
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mkKline(2, "100", "150", "50", "100"), // good
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}
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hi, lo := rangeHighLow(klines)
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require.NotNil(t, hi)
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require.NotNil(t, lo)
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// 有效 highs = [200, 150]，有效 lows = [99, 50]
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hiF, _ := parsePrice(*hi)
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loF, _ := parsePrice(*lo)
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// P95 of {150,200}: sorted=[150,200], rank=0.95 → 150 + 0.95*50 = 197.5
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// P5 of {50,99}: rank=0.05 → 50 + 0.05*49 = 52.45
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require.InDelta(t, 197.5, hiF, 1e-6)
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require.InDelta(t, 52.45, loF, 1e-6)
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}
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// ---- longShortCrossings -----------------------------------------------
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func TestLongShortCrossings_Empty(t *testing.T) {
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require.Nil(t, longShortCrossings(nil, nil, 20))
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require.Nil(t, longShortCrossings([]entity.LongShortRatio{mkLSR(0, "1.5")}, nil, 20))
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}
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func TestLongShortCrossings_AllAbove(t *testing.T) {
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ls := []entity.LongShortRatio{
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mkLSR(0, "1.2"), mkLSR(1, "1.3"), mkLSR(2, "1.5"),
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}
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klines := []entity.Kline{
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mkKline(0, "100", "101", "99", "100"),
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mkKline(1, "100", "101", "99", "100"),
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mkKline(2, "100", "101", "99", "100"),
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}
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require.Nil(t, longShortCrossings(ls, klines, 20))
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}
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func TestLongShortCrossings_AllBelow(t *testing.T) {
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ls := []entity.LongShortRatio{
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mkLSR(0, "0.5"), mkLSR(1, "0.7"), mkLSR(2, "0.9"),
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}
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klines := []entity.Kline{
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mkKline(0, "100", "101", "99", "100"),
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mkKline(1, "100", "101", "99", "100"),
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mkKline(2, "100", "101", "99", "100"),
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}
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require.Nil(t, longShortCrossings(ls, klines, 20))
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}
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func TestLongShortCrossings_SingleCrossing(t *testing.T) {
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// LSR：0.9 → 1.1（穿越发生在 index=1）
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ls := []entity.LongShortRatio{
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mkLSR(0, "0.9"),
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mkLSR(1, "1.1"),
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}
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klines := []entity.Kline{
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mkKline(0, "100", "101", "99", "100"),
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mkKline(1, "120", "121", "119", "120"),
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}
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got := longShortCrossings(ls, klines, 20)
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require.NotNil(t, got)
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// 穿越价位估计：取 ls[1] 时刻 kline 的 (open+close)/2 = 120
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v, ok := parsePrice(*got)
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require.True(t, ok)
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require.InDelta(t, 120.0, v, 1e-6)
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}
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func TestLongShortCrossings_MultipleCrossings(t *testing.T) {
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// 来回穿越多次：取近 N 次的价位中位数
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// 序列：0.9, 1.1, 0.95, 1.05 → 三次穿越（i=1, i=2, i=3）
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ls := []entity.LongShortRatio{
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mkLSR(0, "0.9"),
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mkLSR(1, "1.1"),
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mkLSR(2, "0.95"),
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mkLSR(3, "1.05"),
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}
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klines := []entity.Kline{
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mkKline(0, "100", "101", "99", "100"),
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mkKline(1, "110", "111", "109", "110"), // 穿越价 110
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mkKline(2, "120", "121", "119", "120"), // 穿越价 120
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mkKline(3, "130", "131", "129", "130"), // 穿越价 130
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}
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got := longShortCrossings(ls, klines, 20)
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require.NotNil(t, got)
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// 中位数 = 120
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v, ok := parsePrice(*got)
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require.True(t, ok)
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require.InDelta(t, 120.0, v, 1e-6)
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}
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func TestLongShortCrossings_KeepNLimit(t *testing.T) {
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// 24 个穿越价 1..24，keepN=20 → 保留最近 20 个（价 5..24），中位 14.5
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ls := []entity.LongShortRatio{}
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klines := []entity.Kline{}
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for i := 0; i < 25; i++ {
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var r string
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if i%2 == 0 {
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r = "0.9"
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} else {
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r = "1.1"
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}
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ls = append(ls, mkLSR(int64(i), r))
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v := float64(i + 1)
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klines = append(klines, mkKline(int64(i),
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strconv.FormatFloat(v, 'f', -1, 64),
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strconv.FormatFloat(v, 'f', -1, 64),
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strconv.FormatFloat(v, 'f', -1, 64),
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strconv.FormatFloat(v, 'f', -1, 64),
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))
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}
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got := longShortCrossings(ls, klines, 20)
|
||
require.NotNil(t, got)
|
||
// 24 个穿越（i=1..24），保留最近 20 个对应 klines[5..24] → price 6..25
|
||
// 中位 = (15+16)/2 = 15.5
|
||
v, ok := parsePrice(*got)
|
||
require.True(t, ok)
|
||
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) {
|
||
u := NewIndicatorUsecase()
|
||
out := u.Compute(nil, "1h", nil)
|
||
require.NotNil(t, out.Support)
|
||
require.NotNil(t, out.Resistance)
|
||
require.Empty(t, out.Support)
|
||
require.Empty(t, out.Resistance)
|
||
require.Nil(t, out.RangeHigh)
|
||
require.Nil(t, out.RangeLow)
|
||
require.Nil(t, out.LongShortLine)
|
||
require.NotNil(t, out.Intervals)
|
||
require.Empty(t, out.Intervals)
|
||
}
|
||
|
||
func TestCompute_SmokeWithVShape(t *testing.T) {
|
||
u := NewIndicatorUsecase()
|
||
// V-shape 21 根，应有 1 个 support、0 个 resistance、有 range
|
||
klines := make([]entity.Kline, 21)
|
||
for i := 0; i < 21; i++ {
|
||
var p float64
|
||
if i <= 10 {
|
||
p = 100 - float64(i)*1.0
|
||
} else {
|
||
p = 90 + float64(i-10)*1.0
|
||
}
|
||
klines[i] = mkKline(int64(i),
|
||
strconv.FormatFloat(p, 'f', -1, 64),
|
||
strconv.FormatFloat(p+0.5, 'f', -1, 64),
|
||
strconv.FormatFloat(p, 'f', -1, 64),
|
||
strconv.FormatFloat(p+0.25, 'f', -1, 64),
|
||
)
|
||
}
|
||
out := u.Compute(map[string][]entity.Kline{"1h": klines}, "1h", nil)
|
||
require.Len(t, out.Support, 1)
|
||
require.Empty(t, out.Resistance)
|
||
require.NotNil(t, out.RangeHigh)
|
||
require.NotNil(t, out.RangeLow)
|
||
require.Nil(t, out.LongShortLine, "no LSR data → nil")
|
||
require.Contains(t, out.Intervals, "1h")
|
||
}
|
||
|
||
// ---- Bollinger / Vegas -------------------------------------------------
|
||
|
||
// flatCloses 生成 n 根价位恒为 v 的 closes（用于 Squeeze=tight 验证）。
|
||
func flatCloses(n int, v float64) []float64 {
|
||
out := make([]float64, n)
|
||
for i := range out {
|
||
out[i] = v
|
||
}
|
||
return out
|
||
}
|
||
|
||
// ascCloses 生成等差递增 closes：base, base+step, ...
|
||
func ascCloses(n int, base, step float64) []float64 {
|
||
out := make([]float64, n)
|
||
for i := range out {
|
||
out[i] = base + float64(i)*step
|
||
}
|
||
return out
|
||
}
|
||
|
||
func TestBollinger_FlatSeries_Tight(t *testing.T) {
|
||
bb := bollinger(flatCloses(20, 100))
|
||
require.NotNil(t, bb)
|
||
require.Equal(t, "100", bb.Mid)
|
||
require.Equal(t, "100", bb.Upper)
|
||
require.Equal(t, "100", bb.Lower)
|
||
require.Equal(t, "0", bb.BandwidthPct)
|
||
require.Equal(t, "tight", bb.Squeeze)
|
||
}
|
||
|
||
func TestBollinger_AscendingSeries_Expanded(t *testing.T) {
|
||
// 0..29 等差，末 20 根 mid=19.5、σ ≈ 5.77、bw ≈ 118%
|
||
bb := bollinger(ascCloses(30, 0, 1))
|
||
require.NotNil(t, bb)
|
||
require.Equal(t, "expanded", bb.Squeeze)
|
||
mid, _ := strconv.ParseFloat(bb.Mid, 64)
|
||
require.InDelta(t, 19.5, mid, 1e-9)
|
||
}
|
||
|
||
func TestBollinger_InsufficientData(t *testing.T) {
|
||
require.Nil(t, bollinger(flatCloses(19, 100)))
|
||
require.Nil(t, bollinger(nil))
|
||
}
|
||
|
||
func TestVegas_BullishStack(t *testing.T) {
|
||
// 上升序列 → EMA12 > EMA144 > EMA169，趋势 bull
|
||
v := vegas(ascCloses(200, 100, 1))
|
||
require.NotNil(t, v)
|
||
e12, _ := strconv.ParseFloat(v.EMA12, 64)
|
||
e144, _ := strconv.ParseFloat(v.EMA144, 64)
|
||
e169, _ := strconv.ParseFloat(v.EMA169, 64)
|
||
require.Greater(t, e12, e144)
|
||
require.Greater(t, e144, e169)
|
||
require.Equal(t, "bull", v.Trend)
|
||
}
|
||
|
||
func TestVegas_BearishStack(t *testing.T) {
|
||
// 下降序列
|
||
v := vegas(ascCloses(200, 300, -1))
|
||
require.NotNil(t, v)
|
||
require.Equal(t, "bear", v.Trend)
|
||
}
|
||
|
||
func TestVegas_FlatRange(t *testing.T) {
|
||
// 平盘：三条线相等
|
||
v := vegas(flatCloses(200, 100))
|
||
require.NotNil(t, v)
|
||
require.Equal(t, "range", v.Trend)
|
||
}
|
||
|
||
func TestVegas_InsufficientData(t *testing.T) {
|
||
require.Nil(t, vegas(ascCloses(168, 100, 1)))
|
||
}
|
||
|
||
func TestCompute_IntervalsPopulated(t *testing.T) {
|
||
u := NewIndicatorUsecase()
|
||
// 给 1h（25 根） 与 4h（200 根） 喂上升序列
|
||
mk := func(n int) []entity.Kline {
|
||
out := make([]entity.Kline, n)
|
||
for i := 0; i < n; i++ {
|
||
p := 100 + float64(i)
|
||
out[i] = mkKline(int64(i),
|
||
strconv.FormatFloat(p, 'f', -1, 64),
|
||
strconv.FormatFloat(p+0.5, 'f', -1, 64),
|
||
strconv.FormatFloat(p, 'f', -1, 64),
|
||
strconv.FormatFloat(p+0.25, 'f', -1, 64),
|
||
)
|
||
}
|
||
return out
|
||
}
|
||
out := u.Compute(map[string][]entity.Kline{
|
||
"1h": mk(25),
|
||
"4h": mk(200),
|
||
}, "1h", nil)
|
||
require.Contains(t, out.Intervals, "1h")
|
||
require.Contains(t, out.Intervals, "4h")
|
||
require.NotNil(t, out.Intervals["1h"].Bollinger, "25 closes 够算 BB")
|
||
require.Nil(t, out.Intervals["1h"].Vegas, "25 closes 不够算 EMA169")
|
||
require.NotNil(t, out.Intervals["4h"].Bollinger)
|
||
require.NotNil(t, out.Intervals["4h"].Vegas)
|
||
}
|