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Add indexed frame shifting

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This commit is contained in:
Luke I. Wilson
2023-05-21 12:52:25 -05:00
parent ee67d5c170
commit 30b6482fbf
4 changed files with 228 additions and 112 deletions
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52
frame_test.go
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@@ -106,6 +106,58 @@ func TestIndexedFrame(t *testing.T) {
t.Log(data.String())
}
func TestIndexedFrameFunctions(t *testing.T) {
data := NewDOHLCVIndexedFrame[UnixTime]()
data.PushCandle(UnixTime(time.Date(2021, 5, 13, 0, 0, 0, 0, time.UTC).Unix()), 0.8, 1.2, 0.6, 1.0, 1)
data.PushCandle(UnixTime(time.Date(2021, 5, 14, 0, 0, 0, 0, time.UTC).Unix()), 1.0, 1.4, 0.8, 1.2, 1)
data.PushCandle(UnixTime(time.Date(2021, 5, 15, 0, 0, 0, 0, time.UTC).Unix()), 1.2, 1.6, 1.0, 1.4, 1)
data.ShiftIndex(2, UnixTimeStep(time.Hour*24)) // Shift 2 days
if data.Len() != 3 {
t.Fatalf("Expected 3 rows, got %d", data.Len())
}
if data.Close(-1) != 1.4 {
t.Fatalf("Expected latest close to be 1.4, got %f", data.Close(-1))
}
if !data.Date(0).Time().Equal(time.Date(2021, 5, 15, 0, 0, 0, 0, time.UTC)) {
t.Fatalf("Expected first date to be 2021-05-15, got %v", data.Date(0))
}
if !data.Date(-1).Time().Equal(time.Date(2021, 5, 17, 0, 0, 0, 0, time.UTC)) {
t.Fatalf("Expected latest date to be 2021-05-17, got %v", data.Date(-1))
}
data.Shift(-2, 0.0) // Shift all rows up by 2 and clear the last 2 rows with zero.
if data.Len() != 3 {
t.Fatalf("Expected 3 rows, got %d", data.Len())
}
if data.Close(0) != 1.4 {
t.Fatalf("Expected latest close to be 1.4, got %f", data.Close(0))
}
if data.Close(-1) != 0.0 {
t.Fatalf("Expected latest close to be 0.0, got %f", data.Close(-1))
}
if !data.Date(0).Time().Equal(time.Date(2021, 5, 15, 0, 0, 0, 0, time.UTC)) {
t.Fatalf("Expected first date to be 2021-05-15, got %v", data.Date(0))
}
data.Shift(1, 0.0) // Shift all rows down by 1 and clear the first row with zero.
if data.Len() != 3 {
t.Fatalf("Expected 3 rows, got %d", data.Len())
}
if data.Close(0) != 0.0 {
t.Fatalf("Expected latest close to be 0.0, got %f", data.Close(0))
}
if data.Close(1) != 1.4 {
t.Fatalf("Expected latest close to be 1.4, got %f", data.Close(1))
}
if !data.Date(0).Time().Equal(time.Date(2021, 5, 15, 0, 0, 0, 0, time.UTC)) {
t.Fatalf("Expected first date to be 2021-05-15, got %v", data.Date(0))
}
}
func TestDOHLCVDataFrame(t *testing.T) {
data := NewDOHLCVFrame()
if !data.ContainsDOHLCV() {