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tests for my ema
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fileprivate struct EmaInOuts { | |
var prices: [Double] | |
var range: Int | |
var smoothing: Int | |
var resultingEMA: [Double?] | |
} | |
// Takes an array of tick values (price, close, high, open) | |
// price: CLOSE | |
// length: 180 | |
fileprivate var inputOutputs: [EmaInOuts] = [ | |
EmaInOuts( | |
prices: [1, 1, 1, 1], | |
range: 4, | |
smoothing: 2, | |
resultingEMA: [nil, nil, nil, 1] | |
), | |
EmaInOuts( | |
prices: [1, 2, 5, 3], | |
range: 4, | |
smoothing: 2, | |
resultingEMA: [nil, nil, nil, (1 + 2 + 5 + 3) / 4] | |
), | |
EmaInOuts( | |
prices: [1, 2, 5, 3], | |
range: 3, | |
smoothing: 2, | |
resultingEMA: [ | |
nil, | |
nil, | |
(1 + 2 + 5) / 3, | |
lastItem, | |
] | |
), | |
] | |
let lastItem: Double = 3 * (Double(2) / (Double(3) + 1)) + (1 + 2 + 5) / 3 * (1 - (Double(2) / (Double(3) + 1))) | |
///2.833333333333333 | |
extension TimeFountainTests { | |
func testema() { | |
inputOutputs.forEach { | |
let test = $0.prices.emas(for: $0.range) | |
let correct = $0.resultingEMA | |
XCTAssert(test == correct, "Failed when test: \(test) was not \(correct)") | |
} | |
} | |
} |
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