upd

YieldsLabs · May 2, 2024 · 72d4848 · 72d4848
1 parent 07ee5d6
commit 72d4848
Showing 1 changed file with 110 additions and 0 deletions.
diff --git a/ta_lib/strategies/pulse/src/chop.rs b/ta_lib/strategies/pulse/src/chop.rs
@@ -32,8 +32,118 @@ impl Pulse for ChopPulse {
             &data.atr(self.atr_period),
             self.period,
         );
+
         let lower_chop = CHOP_MIDDLE_LINE + self.threshold;
 
         (chop.slt(&lower_chop), chop.slt(&lower_chop))
     }
 }
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+    use std::collections::VecDeque;
+
+    #[test]
+    fn test_pulse_chop() {
+        let pulse = ChopPulse::new(6.0, 1.0, 0.0);
+        let data = VecDeque::from([
+            OHLCV {
+                ts: 1679825700,
+                open: 5.993,
+                high: 6.000,
+                low: 5.983,
+                close: 5.997,
+                volume: 100.0,
+            },
+            OHLCV {
+                ts: 1679826000,
+                open: 5.997,
+                high: 6.001,
+                low: 5.989,
+                close: 6.001,
+                volume: 100.0,
+            },
+            OHLCV {
+                ts: 1679826300,
+                open: 6.001,
+                high: 6.0013,
+                low: 5.993,
+                close: 6.007,
+                volume: 100.0,
+            },
+            OHLCV {
+                ts: 1679826600,
+                open: 6.007,
+                high: 6.008,
+                low: 5.980,
+                close: 5.992,
+                volume: 100.0,
+            },
+            OHLCV {
+                ts: 1679826900,
+                open: 5.992,
+                high: 5.993,
+                low: 5.976,
+                close: 5.980,
+                volume: 100.0,
+            },
+            OHLCV {
+                ts: 1679827200,
+                open: 5.980,
+                high: 5.986,
+                low: 5.966,
+                close: 5.969,
+                volume: 100.0,
+            },
+            OHLCV {
+                ts: 1679827500,
+                open: 5.969,
+                high: 5.969,
+                low: 5.943,
+                close: 5.946,
+                volume: 100.0,
+            },
+            OHLCV {
+                ts: 1679827800,
+                open: 5.946,
+                high: 5.960,
+                low: 5.939,
+                close: 5.953,
+                volume: 100.0,
+            },
+            OHLCV {
+                ts: 1679828100,
+                open: 5.953,
+                high: 5.961,
+                low: 5.937,
+                close: 5.939,
+                volume: 100.0,
+            },
+            OHLCV {
+                ts: 1679828400,
+                open: 5.939,
+                high: 5.945,
+                low: 5.919,
+                close: 5.943,
+                volume: 100.0,
+            },
+        ]);
+        let series = OHLCVSeries::from_data(&data);
+
+        let (long_signal, short_signal) = pulse.assess(&series);
+
+        let expected_long_signal = vec![
+            true, true, false, false, false, false, true, true, true, true,
+        ];
+        let expected_short_signal = vec![
+            true, true, false, false, false, false, true, true, true, true,
+        ];
+
+        let result_long_signal: Vec<bool> = long_signal.into();
+        let result_short_signal: Vec<bool> = short_signal.into();
+
+        assert_eq!(result_long_signal, expected_long_signal);
+        assert_eq!(result_short_signal, expected_short_signal);
+    }
+}