package autotrader import ( "testing" "time" ) func newTestingDataFrame() *DataFrame { data, err := EURUSD() if err != nil { panic(err) } return data } 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()) } if len(data.Names()) != 6 { t.Fatalf("Expected 6 columns, got %d", len(data.Names())) } if data.Series("Date") == nil { t.Fatalf("Expected Date column, got nil") } if data.Series("Open") == nil { t.Fatalf("Expected Open column, got nil") } if data.Series("High") == nil { t.Fatalf("Expected High column, got nil") } if data.Series("Low") == nil { t.Fatalf("Expected Low column, got nil") } if data.Series("Close") == nil { t.Fatalf("Expected Close column, got nil") } if data.Series("Volume") == nil { t.Fatalf("Expected Volume column, got nil") } if data.Series("Date").Time(0).Equal(time.Time{}) { t.Fatalf("Expected Date column to have type time.Time, got %s", data.Value("Date", 0)) } }