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YieldsLabs · Apr 24, 2024 · a800229 · a800229
1 parent fd89e3d
commit a800229
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Showing 2 changed files with 101 additions and 1 deletion.
diff --git a/ta_lib/strategies/confirm/src/dso.rs b/ta_lib/strategies/confirm/src/dso.rs
@@ -172,6 +172,6 @@ mod tests {
         let result_short_signal: Vec<bool> = short_signal.into();
 
         assert_eq!(result_long_signal, expected_long_signal);
-        assert_eq!(expected_short_signal, result_short_signal);
+        assert_eq!(result_short_signal, expected_short_signal);
     }
 }
diff --git a/ta_lib/strategies/confirm/src/vi.rs b/ta_lib/strategies/confirm/src/vi.rs
@@ -32,3 +32,103 @@ impl Confirm for ViConfirm {
         (vip.sgt(&vim), vip.slt(&vim))
     }
 }
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+    use core::prelude::*;
+    use std::collections::VecDeque;
+
+    #[test]
+    fn test_confirm_vi() {
+        let confirm = ViConfirm::new(1.0, 3.0);
+        let data = VecDeque::from([
+            OHLCV {
+                open: 6.490,
+                high: 6.514,
+                low: 6.490,
+                close: 6.511,
+                volume: 100.0,
+            },
+            OHLCV {
+                open: 6.511,
+                high: 6.522,
+                low: 6.506,
+                close: 6.512,
+                volume: 100.0,
+            },
+            OHLCV {
+                open: 6.512,
+                high: 6.513,
+                low: 6.496,
+                close: 6.512,
+                volume: 100.0,
+            },
+            OHLCV {
+                open: 6.512,
+                high: 6.528,
+                low: 6.507,
+                close: 6.527,
+                volume: 100.0,
+            },
+            OHLCV {
+                open: 6.527,
+                high: 6.530,
+                low: 6.497,
+                close: 6.500,
+                volume: 100.0,
+            },
+            OHLCV {
+                open: 6.500,
+                high: 6.508,
+                low: 6.489,
+                close: 6.505,
+                volume: 100.0,
+            },
+            OHLCV {
+                open: 6.505,
+                high: 6.510,
+                low: 6.483,
+                close: 6.492,
+                volume: 100.0,
+            },
+            OHLCV {
+                open: 6.492,
+                high: 6.496,
+                low: 6.481,
+                close: 6.491,
+                volume: 100.0,
+            },
+            OHLCV {
+                open: 6.491,
+                high: 6.512,
+                low: 6.486,
+                close: 6.499,
+                volume: 100.0,
+            },
+            OHLCV {
+                open: 6.499,
+                high: 6.500,
+                low: 6.481,
+                close: 6.486,
+                volume: 100.0,
+            },
+        ]);
+        let series = OHLCVSeries::from_data(&data);
+
+        let (long_signal, short_signal) = confirm.validate(&series);
+
+        let expected_long_signal = vec![
+            false, true, true, true, false, false, false, false, true, false,
+        ];
+        let expected_short_signal = vec![
+            false, false, false, false, true, true, true, true, false, 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);
+    }
+}