update indicator adx test case

c9s · Mar 23, 2024 · e0049d3 · e0049d3
1 parent 3298542
commit e0049d3
Showing 1 changed file with 16 additions and 0 deletions.
diff --git a/pkg/indicator/v2/adx_test.go b/pkg/indicator/v2/adx_test.go
@@ -9,6 +9,22 @@ import (
 	"github.com/c9s/bbgo/pkg/types"
 )
 
+/*
+import pandas as pd
+import pandas_ta as ta
+
+	data = {
+		    "high": [40145.0, 40186.36, 40196.39, 40344.6, 40245.48, 40273.24, 40464.0, 40699.0, 40627.48, 40436.31, 40370.0, 40376.8, 40227.03, 40056.52, 39721.7, 39597.94, 39750.15, 39927.0, 40289.02, 40189.0],
+		    "low": [39870.71, 39834.98, 39866.31, 40108.31, 40016.09, 40094.66, 40105.0, 40196.48, 40154.99, 39800.0, 39959.21, 39922.98, 39940.02, 39632.0, 39261.39, 39254.63, 39473.91, 39555.51, 39819.0, 40006.84],
+		    "close": [40105.78, 39935.23, 40183.97, 40182.03, 40212.26, 40149.99, 40378.0, 40618.37, 40401.03, 39990.39, 40179.13, 40097.23, 40014.72, 39667.85, 39303.1, 39519.99,39693.79, 39827.96, 40074.94, 40059.84]
+	}
+
+high = pd.Series(data['high'])
+low = pd.Series(data['low'])
+close = pd.Series(data['close'])
+result = ta.adx(high, low, close, length=7)
+print(result)
+*/
 func Test_ADX(t *testing.T) {
 	var bytes = []byte(`{
 	    "high": [40145.0, 40186.36, 40196.39, 40344.6, 40245.48, 40273.24, 40464.0, 40699.0, 40627.48, 40436.31, 40370.0, 40376.8, 40227.03, 40056.52, 39721.7, 39597.94, 39750.15, 39927.0, 40289.02, 40189.0],