test

YieldsLabs · Aug 8, 2023 · f5c0bcf · f5c0bcf
1 parent dffd9f8
commit f5c0bcf
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Showing 2 changed files with 28 additions and 1 deletion.
diff --git a/ta_lib/strategies/base/src/base.rs b/ta_lib/strategies/base/src/base.rs
@@ -59,7 +59,7 @@ impl Price for OHLCVSeries {
     }
 }
 
-#[derive(Debug, Clone, Copy)]
+#[derive(Debug, Clone, Copy, PartialEq)]
 pub enum TradeAction {
     GoLong(f64),
     GoShort(f64),

diff --git a/ta_lib/strategies/trend_follow/src/cross_ma.rs b/ta_lib/strategies/trend_follow/src/cross_ma.rs
@@ -56,6 +56,7 @@ impl Strategy for MACrossStrategy {
 #[cfg(test)]
 mod tests {
     use super::*;
+    use base::base::TradeAction;
 
     #[test]
     fn test_macrossstrategy_new() {
@@ -72,4 +73,30 @@ mod tests {
         assert_eq!(params.get("short_period"), Some(&50));
         assert_eq!(params.get("long_period"), Some(&100));
     }
+
+    #[test]
+    fn test_macrossstrategy_next_do_nothing() {
+        let mut strat = MACrossStrategy::new(50, 100);
+
+        for _i in 0..100 {
+            strat.next(OHLCV {
+                open: 2.0,
+                high: 3.0,
+                low: 2.0,
+                close: 3.0,
+                volume: 2000.0,
+            });
+        }
+
+        let result = strat.next(OHLCV {
+            open: 1.0,
+            high: 1.0,
+            low: 1.0,
+            close: 1.0,
+            volume: 20.0,
+        });
+
+        assert_eq!(strat.can_process(), true);
+        assert_eq!(result, TradeAction::DoNothing);
+    }
 }