trading-utils
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A collection of helpful trading utility functions.
21 lines • 1.28 kB
JavaScript
;
Object.defineProperty(exports, "__esModule", { value: true });
const movingAverageService_1 = require("./movingAverageService");
describe('MovingAverageService', () => {
describe('calculateSMA', () => {
it('should return the simple moving average for the given values', () => {
const sma = movingAverageService_1.movingAverageService.calculateSMA([118.06, 118.08, 116.58, 118.66, 117.68, 118.50, 119.74, 118.84, 118.40, 119.30, 118.90, 120.30, 124.50, 123.18]);
expect(sma).toEqual(119.33714285714287);
});
});
describe('calculateEMA', () => {
it('should return the exponential moving average for the given values', () => {
const previousPrices = [118.06, 118.08, 116.58, 118.66, 117.68, 118.50, 119.74, 118.84, 118.40, 119.30, 118.90, 120.30, 124.50, 123.18];
const multiplier = 2 / (previousPrices.length + 1);
const prevEMA = movingAverageService_1.movingAverageService.calculateSMA(previousPrices);
const ema = movingAverageService_1.movingAverageService.calculateEMA(124.720001, prevEMA, multiplier);
expect(ema).toEqual(120.05485727619049);
});
});
});
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