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Fixed so many IndexedSeries bugs...

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This commit is contained in:
Luke I. Wilson
2023-05-24 11:24:10 -05:00
parent c0de28664e
commit 46fd55ab8d
17 changed files with 345 additions and 2981 deletions
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82
series_test.go
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@@ -151,8 +151,40 @@ func TestRollingSeries(t *testing.T) {
}
}
func TestIndexedSeriesInsert(t *testing.T) {
indexed := NewIndexedSeries("test", map[UnixTime]float64{
UnixTime(0): 1.0,
UnixTime(2): 2.0,
UnixTime(4): 3.0,
UnixTime(6): 4.0,
UnixTime(8): 5.0,
UnixTime(10): 6.0,
})
if indexed.Len() != 6 {
t.Fatalf("Expected 6 rows, got %d", indexed.Len())
}
for i := 0; i < 6; i++ {
if val := indexed.Float(i); val != float64(i+1) {
t.Errorf("(%d)\tExpected %f, got %v", i, float64(i+1), val)
}
}
for i := 0; i < 6; i++ {
index := UnixTime(i * 2)
if val := indexed.ValueIndex(index); val != float64(i+1) {
t.Errorf("(%v)\tExpected %f, got %v", index, float64(i+1), val)
}
}
indexed.Insert(UnixTime(5), -1.0)
if indexed.Len() != 7 {
t.Fatalf("Expected 7 rows, got %d", indexed.Len())
}
if indexed.ValueIndex(UnixTime(5)) != -1.0 {
t.Errorf("Expected value at index 5 to be -1.0, got %v", indexed.ValueIndex(UnixTime(5)))
}
}
func TestIndexedSeries(t *testing.T) {
intIndexed := NewIndexedSeries("test", map[int]any{
intIndexed := NewIndexedSeries("test", map[int]float64{
0: 1.0,
2: 2.0,
4: 3.0,
@@ -160,6 +192,7 @@ func TestIndexedSeries(t *testing.T) {
8: 5.0,
10: 6.0,
})
if intIndexed.Len() != 6 {
t.Fatalf("Expected 6 rows, got %d", intIndexed.Len())
}
@@ -167,10 +200,11 @@ func TestIndexedSeries(t *testing.T) {
t.Errorf("Expected value at index 4 to be 3.0, got %v", intIndexed.ValueIndex(4))
}
floatIndexed := NewIndexedSeries[float64]("test", nil)
floatIndexed.Push(0.0, 1.0)
floatIndexed.Push(2.0, 2.0)
floatIndexed.Push(4.0, 3.0)
floatIndexed := NewIndexedSeries("test", map[float64]float64{
0.0: 1.0,
2.0: 2.0,
4.0: 3.0,
})
if floatIndexed.Len() != 3 {
t.Fatalf("Expected 3 rows, got %d", floatIndexed.Len())
}
@@ -178,15 +212,15 @@ func TestIndexedSeries(t *testing.T) {
t.Errorf("Expected value at index 4.0 to be 3.0, got %v", floatIndexed.ValueIndex(4.0))
}
timeIndexed := NewIndexedSeries("test", map[int64]any{
time.Date(2018, 1, 1, 0, 0, 0, 0, time.UTC).Unix(): 1.0,
time.Date(2018, 1, 2, 0, 0, 0, 0, time.UTC).Unix(): 2.0,
time.Date(2018, 1, 3, 0, 0, 0, 0, time.UTC).Unix(): 3.0,
timeIndexed := NewIndexedSeries("test", map[UnixTime]float64{
UnixTime(time.Date(2018, 1, 1, 0, 0, 0, 0, time.UTC).Unix()): 1.0,
UnixTime(time.Date(2018, 1, 2, 0, 0, 0, 0, time.UTC).Unix()): 2.0,
UnixTime(time.Date(2018, 1, 3, 0, 0, 0, 0, time.UTC).Unix()): 3.0,
})
if timeIndexed.Len() != 3 {
t.Fatalf("Expected 3 rows, got %d", timeIndexed.Len())
}
if index := time.Date(2018, 1, 2, 0, 0, 0, 0, time.UTC).Unix(); timeIndexed.ValueIndex(index).(float64) != 2.0 {
if index := UnixTime(time.Date(2018, 1, 2, 0, 0, 0, 0, time.UTC).Unix()); timeIndexed.ValueIndex(index).(float64) != 2.0 {
t.Errorf("Expected value at index 2018-01-02 to be 2.0, got %v", timeIndexed.ValueIndex(index))
}
@@ -194,38 +228,14 @@ func TestIndexedSeries(t *testing.T) {
if doubledTimeIndexed.Len() != 3 {
t.Fatalf("Expected 3 rows, got %d", doubledTimeIndexed.Len())
}
if index := time.Date(2018, 1, 2, 0, 0, 0, 0, time.UTC).Unix(); doubledTimeIndexed.ValueIndex(index).(float64) != 4.0 {
if index := UnixTime(time.Date(2018, 1, 2, 0, 0, 0, 0, time.UTC).Unix()); doubledTimeIndexed.ValueIndex(index).(float64) != 4.0 {
t.Errorf("Expected value at index 2018-01-02 to be 4.0, got %v", doubledTimeIndexed.ValueIndex(index))
}
// Test that the Copy function works.
index := time.Date(2018, 1, 1, 0, 0, 0, 0, time.UTC).Unix()
index := UnixTime(time.Date(2018, 1, 1, 0, 0, 0, 0, time.UTC).Unix())
doubledTimeIndexed.SetValueIndex(index, 100.0)
if timeIndexed.ValueIndex(index).(float64) != 1.0 {
t.Errorf("Expected value at index 2018-01-01 to be 1.0, got %v", timeIndexed.ValueIndex(index))
}
}
func TestSeriesEURUSD(t *testing.T) {
data, err := EURUSD()
if err != nil {
t.Fatalf("Expected no error, got %s", err)
}
dates, closes := data.Dates(), data.Closes()
if dates.Len() != 2610 {
t.Fatalf("Expected 2610 rows, got %d", dates.Len())
}
if closes.Len() != 2610 {
t.Fatalf("Expected 2610 rows, got %d", closes.Len())
}
sma10 := closes.Rolling(10).Mean()
if sma10.Len() != 2610 {
t.Fatalf("Expected 2610 rows, got %d", sma10.Len())
}
if !EqualApprox(sma10.Value(-1).(float64), 1.15878) { // Latest closing price averaged over 10 periods.
t.Fatalf("Expected 1.10039, got %f", sma10.Value(-1))
}
}