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Add IndexedFrame

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This commit is contained in:
Luke I. Wilson
2023-05-21 10:53:26 -05:00
parent 892d3d6965
commit ee67d5c170
5 changed files with 503 additions and 52 deletions
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38
frame_test.go
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@@ -68,6 +68,44 @@ func TestDataFrameSeriesManagement(t *testing.T) {
}
}
func TestIndexedFrame(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)
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, 13, 0, 0, 0, 0, time.UTC)) {
t.Fatalf("Expected first date to be 2021-05-13, got %v", data.Date(0))
}
if !data.Date(-1).Time().Equal(time.Date(2021, 5, 15, 0, 0, 0, 0, time.UTC)) {
t.Fatalf("Expected latest date to be 2021-05-15, got %v", data.Date(-1))
}
data.ForEachSeries(func(series *IndexedSeries[UnixTime]) {
if series.Len() != 3 {
t.Fatalf("Expected 3 rows, got %d", series.Len())
}
series.Reverse()
})
if data.Close(-1) != 1.0 {
t.Fatalf("Expected latest close to be 1.0, 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))
}
if index := UnixTime(time.Date(2021, 5, 15, 0, 0, 0, 0, time.UTC).Unix()); data.CloseIndex(index) != 1.4 {
t.Fatalf("Expected close at 2021-05-15 to be 1.4, got %f", data.CloseIndex(index))
}
t.Log(data.String())
}
func TestDOHLCVDataFrame(t *testing.T) {
data := NewDOHLCVFrame()
if !data.ContainsDOHLCV() {