test_MA.cpp

浏览该文件的文档.

/*
 * test_MA.cpp
 *
 *  Created on: 2013-2-12
 *      Author: fasiondog
 */

#ifdef TEST_ALL_IN_ONE
    #include <boost/test/unit_test.hpp>
#else
    #define BOOST_TEST_MODULE test_hikyuu_indicator_suite
    #include <boost/test/unit_test.hpp>
#endif

#include <hikyuu/StockManager.h>
#include <hikyuu/indicator/crt/MA.h>
#include <hikyuu/indicator/crt/KDATA.h>

using namespace hku;

BOOST_AUTO_TEST_CASE( test_MA ) {
    StockManager& sm = StockManager::instance();
    Stock stock = sm.getStock("sh000001");
    KData kdata;
    Indicator open, ma;

    ma = MA(30);
    BOOST_CHECK(ma.empty() == true);
    BOOST_CHECK(ma.size() == 0);
    BOOST_CHECK(ma.discard() == 29);

    ma = MA(0);
    BOOST_CHECK(ma.empty() == true);
    BOOST_CHECK(ma.size() == 0);
    BOOST_CHECK(ma.discard() == 0);

    kdata = stock.getKData(KQuery(-10));
    open = OPEN(kdata);
    ma = MA(open, 0);
    BOOST_CHECK(ma.empty() == false);
    BOOST_CHECK(ma.size() == kdata.size());
    BOOST_CHECK(ma.discard() == 0);
    for (size_t i = 0; i < kdata.size(); ++i) {
        BOOST_CHECK(ma[i] == Null<price_t>());
    }

    kdata = stock.getKData(KQuery(-10));
    open = OPEN(kdata);
    ma = MA(open, 10);
    BOOST_CHECK(ma.empty() == false);
    BOOST_CHECK(ma.size() == kdata.size());
    BOOST_CHECK(ma.discard() == 9);
    for (size_t i = 0; i < kdata.size() - 1; ++i) {
        BOOST_CHECK(ma[i] == Null<price_t>());
    }
    BOOST_CHECK(std::fabs(ma[9] - 2383.4041) < 0.00001);

    kdata = stock.getKData(KQuery(-9));
    open = OPEN(kdata);
    ma = MA(open, 10);
    BOOST_CHECK(ma.empty() == false);
    BOOST_CHECK(ma.size() == kdata.size());
    BOOST_CHECK(ma.discard() == 9);
    for (size_t i = 0; i < kdata.size(); ++i) {
        BOOST_CHECK(ma[i] == Null<price_t>());
    }

    kdata = stock.getKData(KQuery(-11));
    open = OPEN(kdata);
    ma = MA(open, 10);
    BOOST_CHECK(ma.empty() == false);
    BOOST_CHECK(ma.size() == kdata.size());
    BOOST_CHECK(ma.discard() == 9);
    for (size_t i = 0; i < 9; ++i) {
        BOOST_CHECK(ma[i] == Null<price_t>());
    }
    BOOST_CHECK(std::fabs(ma[9] - 2390.8365) < 0.00001);
    BOOST_CHECK(std::fabs(ma[10] - 2383.4041) < 0.00001);

    kdata = stock.getKData(KQuery(-11));
    open = OPEN(kdata);
    ma = MA(open, 1);
    BOOST_CHECK(ma.empty() == false);
    BOOST_CHECK(ma.size() == kdata.size());
    BOOST_CHECK(ma.discard() == 0);
    for (size_t i = 0; i < open.size(); ++i) {
        BOOST_CHECK(std::fabs(ma[i] - open[i]) < 0.0001);
    }
}