@vascosantos/moving-average/tests/moving_average.js

Exponential Moving Average

var test = require('tap').test
var MA = require('..')

test('moving average with no time span errors', function (t) {
  t.plan(1)
  t.throws(function () {
    MA()
  })
})

test('moving average with zero time errors', function (t) {
  t.plan(1)
  t.throws(function () {
    MA(0)
  })
})

test('moving average with negative time errors', function (t) {
  t.plan(1)
  t.throws(function () {
    MA(-1)
  })
})

test('moving average with one value gets that value', function (t) {
  t.plan(1)

  var ma = MA(5000)
  ma.push(Date.now(), 5)
  t.strictEqual(ma.movingAverage(), 5)
})

test('moving average on a constant value returns that value', function (t) {
  t.plan(1)

  var ma = MA(5000)

  var now = Date.now()
  ma.push(now, 5)
  ma.push(now + 1000, 5)
  ma.push(now + 2000, 5)
  ma.push(now + 3000, 5)

  t.strictEqual(ma.movingAverage(), 5)
})

test('moving average works', function (t) {
  t.plan(2)

  var ma = MA(50000)

  var now = Date.now()
  ma.push(now, 1)
  ma.push(now + 1000, 2)
  ma.push(now + 2000, 3)
  ma.push(now + 3000, 3)
  ma.push(now + 4000, 10)

  var m = ma.movingAverage()
  t.ok(m < 1.28)
  t.ok(m > 1.27)
})

test('variance is 0 on one sample', function (t) {
  t.plan(1)

  var ma = MA(5000)
  ma.push(Date.now(), 5)

  t.strictEqual(ma.variance(), 0)
})

test('variance is 0 on samples with same value', function (t) {
  t.plan(1)

  var ma = MA(5000)
  var now = Date.now()
  ma.push(now, 3)
  ma.push(now + 1000, 3)
  ma.push(now + 2000, 3)
  ma.push(now + 3000, 3)
  ma.push(now + 4000, 3)

  t.strictEqual(ma.variance(), 0)
})

test('variance works (1)', function (t) {
  t.plan(2)

  var ma = MA(5000)
  var now = Date.now()
  ma.push(now, 0)
  ma.push(now + 1000, 1)
  ma.push(now + 2000, 2)
  ma.push(now + 3000, 3)
  ma.push(now + 4000, 4)

  var v = ma.variance()
  t.ok(v > 2.53)
  t.ok(v < 2.54)
})

test('variance works (2)', function (t) {
  t.plan(2)

  var ma = MA(5000)
  var now = Date.now()
  ma.push(now, 0)
  ma.push(now + 1000, 1)
  ma.push(now + 2000, 1)
  ma.push(now + 3000, 1)
  ma.push(now + 4000, 1)

  var v = ma.variance()
  t.ok(v > 0.24)
  t.ok(v < 0.25)
})