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Gave data.go much needed love and split it up

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This commit is contained in:
Luke I. Wilson
2023-05-17 23:30:07 -05:00
parent 2d4c5df187
commit a68542d34b
7 changed files with 1146 additions and 871 deletions
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88
data_test.go
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@@ -3,99 +3,13 @@ package autotrader
import (
"testing"
"time"
"github.com/rocketlaunchr/dataframe-go"
)
func newTestingDataFrame() *DataFrame {
func TestReadDataCSV(t *testing.T) {
data, err := EURUSD()
if err != nil {
panic(err)
}
return data
}
func TestAppliedSeries(t *testing.T) {
// Test rolling average.
series := NewDataSeries(dataframe.NewSeriesFloat64("test", nil, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10))
sma5Expected := []float64{1, 1.5, 2, 2.5, 3, 4, 5, 6, 7, 8}
sma5 := (Series)(series.Rolling(5).Average()) // Take the 5 period moving average and cast it to Series.
if sma5.Len() != 10 {
t.Fatalf("Expected 10 rows, got %d", sma5.Len())
}
for i := 0; i < 10; i++ {
// Calling Float instead of Value is very important. Value will call the AppliedSeries.Value method
// while Float calls Series.Float which is what most people will use and is the most likely to be
// problematic as it is supposed to route through the DataSeries.value method.
if val := sma5.Float(i); !EqualApprox(val, sma5Expected[i]) {
t.Errorf("(%d)\tExpected %f, got %v", i, sma5Expected[i], val)
}
}
ema5Expected := []float64{1, 1.3333333333333333, 1.8888888888888888, 2.5925925925925926, 3.3950617283950617, 4.395061728395062, 5.395061728395062, 6.395061728395062, 7.395061728395062, 8.395061728395062}
ema5 := (Series)(series.Rolling(5).EMA()) // Take the 5 period exponential moving average.
if ema5.Len() != 10 {
t.Fatalf("Expected 10 rows, got %d", ema5.Len())
}
for i := 0; i < 10; i++ {
if val := ema5.Float(i); !EqualApprox(val, ema5Expected[i]) {
t.Errorf("(%d)\tExpected %f, got %v", i, ema5Expected[i], val)
}
}
}
func TestDataSeries(t *testing.T) {
data := newTestingDataFrame()
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 sma10.Value(-1) != 1.10039 { // Latest closing price averaged over 10 periods.
t.Fatalf("Expected 1.10039, got %f", sma10.Value(-1))
}
}
func TestDataFrame(t *testing.T) {
data := newTestingDataFrame()
if data.Len() != 2610 {
t.Fatalf("Expected 2610 rows, got %d", data.Len())
}
if data.Close(-1) != 1.0967 {
t.Fatalf("Expected 1.0967, got %f", data.Close(-1))
}
date := data.Date(2) // Get the 3rd earliest date from the Date column.
if date.Year() != 2013 || date.Month() != 5 || date.Day() != 13 {
t.Fatalf("Expected 2013-05-13, got %s", date.Format(time.DateOnly))
}
err := data.PushCandle(time.Date(2023, 5, 14, 0, 0, 0, 0, time.UTC), 1.0, 1.0, 1.0, 1.0, 1)
if err != nil {
t.Log(data.Names())
t.Fatalf("Expected no error, got %s", err)
}
if data.Len() != 2611 {
t.Fatalf("Expected 2611 rows, got %d", data.Len())
}
if data.Close(-1) != 1.0 {
t.Fatalf("Expected latest close to be 1.0, got %f", data.Close(-1))
}
}
func TestReadDataCSV(t *testing.T) {
data := newTestingDataFrame()
if data.Len() != 2610 {
t.Fatalf("Expected 2610 rows, got %d", data.Len())