bluebot/test/indicators/ema.js

A bitcoin trading bot for auto trading at various exchanges

var chai = require('chai');
var expect = chai.expect;
var should = chai.should;
var sinon = require('sinon');

var _ = require('lodash');

var util = require('../../core/util');
var dirs = util.dirs();
var INDICATOR_PATH = dirs.indicators;

// Fake input prices to verify all indicators 
// are working correctly by comparing fresh
// calculated results to pre calculated results.



var prices = [81, 24, 75, 21, 34, 25, 72, 92, 99, 2, 86, 80, 76, 8, 87, 75, 32, 65, 41, 9, 13, 26, 56, 28, 65, 58, 17, 90, 87, 86, 99, 3, 70, 1, 27, 9, 92, 68, 9];

describe('indicators/EMA', function() {

  var EMA = require(INDICATOR_PATH + 'EMA');

  var verified_ema10results = [81,70.63636363636363,71.4297520661157,62.26070623591284,57.12239601120141,51.28196037280115,55.04887666865549,61.767262728899944,68.53685132364541,56.43924199207351,61.81392526624197,65.12048430874341,67.09857807079005,56.35338205791913,61.92549441102474,64.30267724538388,58.42946320076862,59.624106255174325,56.2379051178699,47.649195096439,41.349341442541004,38.55855208935173,41.72972443674232,39.233410902789174,43.91824528410023,46.47856432335473,41.118825355472055,50.00631165447713,56.73243680820856,62.053811933988825,68.77130067326358,56.81288236903384,59.21054012011859,48.626805552824294,44.69465908867441,38.204721072551784,47.985680877542364,51.62464799071648,43.874711992404386];
  var verified_ema12results = [81,72.23076923076923,72.65680473372781,64.709604005462,59.98504954308323,54.602734228762735,57.27923665510693,62.620892554321244,68.2176783151949,58.030343189780304,62.33336731442949,65.05131080451726,66.73572452689922,57.69945921506857,62.20723472044264,64.17535245575915,59.2252982317962,60.11371388844294,57.173142520990176,49.761889825453224,44.10621446769119,41.320643011123316,43.57900562479665,41.182235528674084,44.84650698580115,46.87012129567789,42.27471801941975,49.61706909335518,55.368289232839,60.080860120094535,66.06842010161846,56.365586239831,58.46318835678008,49.62269784035237,46.14228278799047,40.42808543599194,48.36222613814702,51.383422116893634,44.86289563737154];
  var verified_ema26results = [81,76.77777777777777,76.64609053497942,72.52415790275873,69.67051657662846,66.36158942280413,66.77924946555937,68.64745320885127,70.89579000819562,65.79239815573669,67.28925755160805,68.2307940292667,68.80629076783954,64.30212108133291,65.98344544567863,66.65133837562836,64.08457257002625,64.15238200928357,62.43739074933664,58.479065508645036,55.11024584133799,52.95393133457221,53.17956605052982,51.314413009749835,52.32816019421281,52.748296476122974,50.10027451492868,53.05580973604507,55.57019420004173,57.82425388892753,60.874309156414384,56.58732329297628,57.58085490090396,53.38968046379996,51.4348893183333,48.29156418364194,51.52922609596476,52.74928342218959,49.50859576128666];

  it('should correctly calculate EMAs with weight 10', function() {
    var ema = new EMA(10);
    _.each(prices, function(p, i) {
      ema.update(p);
      expect(ema.result).to.equal(verified_ema10results[i]);
    });
  });

  it('should correctly calculate EMAs with weight 12', function() {
    var ema = new EMA(12);
    _.each(prices, function(p, i) {
      ema.update(p);
      expect(ema.result).to.equal(verified_ema12results[i]);
    });
  });

  it('should correctly calculate EMAs with weight 26', function() {
    var ema = new EMA(26);
    _.each(prices, function(p, i) {
      ema.update(p);
      expect(ema.result).to.equal(verified_ema26results[i]);
    });
  });

});