gdax-assistant/Test/ChartTest.js

A library of useful tools and classes for working with information gathered via the Coinbase-Pro (Gdax) API

const { Chart, Candle } = require("../GdaxAssistant");
const TestData = require("gdax-sim-test-data");
const TestReturnedData = TestData.gdaxOutput.fifteenOneMinutes;
const assert = require("assert");

describe("Gdax-Chart", () => {
  describe("#Constructor", () => {
    it("has an array of gdax candles", () => {
      let c = new Chart(TestReturnedData);
      c.candles.forEach((ChartCandle) => {
        assert(ChartCandle instanceof Candle);
      });
    });
    it("has a candle array the same length as the input array", () => {
      let c = new Chart(TestReturnedData);
      assert.equal(c.candles.length, TestReturnedData.length);
    });
  });

  describe("#Adx", () => {
    it("has no value above 100", () => {
      let c = new Chart(TestReturnedData);
      let a = c.Adx(14, 14);
      assert.equal(a.pDi, 95.12480499220196);
      assert.equal(a.nDi, 0);
      assert.equal(a.adx, 100);
    });
  });

  describe("#Sma", () => {
    let c = new Chart(TestReturnedData);
    it("returns the sma of the designated time frame", () => {
      let t = 0;
      for (let i = 0; i < c.candles.length; i++) {
        t += c.candles[i].close;
      }
      let sma = c.Sma(c.candles.length);
      assert.equal(sma, t / c.candles.length);
    });
    it("returns the sma of the offset time frame", () => {
      let t = 0;
      for (let i = 1; i < c.candles.length; i++) {
        t += c.candles[i].close;
      }
      let sma = c.Sma(c.candles.length - 1, 1);
      assert.equal(sma, t / (c.candles.length - 1));
    });
    it("returns the sma of the lhoc value", () => {
      let t = 0;
      for (let i = 0; i < c.candles.length; i++) {
        t += c.candles[i].high;
      }
      let sma = c.Sma(c.candles.length, 0, "high");
      assert.equal(sma, t / c.candles.length);
    });
  });
  describe("#Highest", () => {
    let c = new Chart(TestReturnedData);
    it("returns the highest close of the designated time frame", () => {
      let h = c.Highest(c.candles.length);
      assert.equal(h, 3688.02);
    });
    it("returns the highest close of the offset time frame", () => {
      let h = c.Highest(c.candles.length - 4, 4);
      assert.equal(h, 3686.06);
    });
    it("returns the highest of the lhoc value", () => {
      let h = c.Highest(c.candles.length, 0, "low");
      assert.equal(h, 3686.59);
    });
  });
  describe("#Lowest", () => {
    let c = new Chart(TestReturnedData);
    it("returns the lowest close of the designated time frame", () => {
      let l = c.Lowest(c.candles.length);
      assert.equal(l, 3683.56);
    });
    it("returns the lowest close of the offset time frame", () => {
      let l = c.Lowest(c.candles.length - 11, 11);
      assert.equal(l, 3683.56);
    });
    it("returns the lowest of the lhoc value", () => {
      let l = c.Lowest(c.candles.length - 11, 11, "high");
      assert.equal(l, 3683.56);
    });
  });
  // describe('#Atr', () => {
  //     let c = new Chart(TestReturnedData);
  //     it('returns the Atr of the designated time frame', () => {
  //         let t = 0;
  //         for (let i = 0; i < c.candles.length; i++) {
  //             t += Math.abs(c.candles[i].open - c.candles[i].close);
  //         }

  //         let atr = c.Atr(c.candles.length);
  //         assert.equal(atr, t / c.candles.length);
  //     });
  //     it('returns the Atr of the offset time frame', () => {
  //         let t = 0;
  //         for (let i = 2; i < c.candles.length; i++) {
  //             t += Math.abs(c.candles[i].open - c.candles[i].close);
  //         }

  //         let atr = c.Atr(c.candles.length - 2, 2);
  //         assert.equal(atr, t / (c.candles.length - 2));
  //     });

  // });
  describe("#Aroon", () => {
    let c = new Chart(TestReturnedData);
    it("returns the aroon up", () => {
      assert.equal(c.Aroon(5).up, 100);
    });
    it("returns the aroon down", () => {
      assert.equal(c.Aroon(5).down, 60);
    });
    it("returns the aroon oscillator", () => {
      assert.equal(c.Aroon(5).oscillator, 40);
    });
  });
  describe("#IndexOfLowest & Lowest", () => {
    let c = new Chart(TestReturnedData);
    it("returns index of lowest close", () => {
      assert.equal(c.IndexOfLowest(2, 0, "low"), 1);
    });
    it("returns lowest close", () => {
      assert.equal(c.Lowest(2, 0, "low"), 3685.56);
    });
  });
  describe("#Return on Investment (Roi)", () => {
    let c = new Chart(TestReturnedData);
    it("returns index of lowest close", () => {
      assert.equal(c.Roi(10).toFixed(2), 0.05);
    });
  });
});