test_STDEV.cpp

浏览该文件的文档.

/*
 * test_STD.cpp
 *
 *  Created on: 2013-4-18
 *      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/STDEV.h>
#include <hikyuu/indicator/crt/PRICELIST.h>

using namespace hku;

BOOST_AUTO_TEST_CASE( test_STDEV ) {
    PriceList d;
    for (size_t i = 0; i < 15; ++i) {
        d.push_back(i+1);
    }
    d[5] = 4.0;
    d[7] = 4.0;
    d[11] = 6.0;

    Indicator ind = PRICELIST(d);
    Indicator dev = STDEV(ind, 10);
    BOOST_CHECK(dev.size() == 15);
    BOOST_CHECK(dev[8] == Null<price_t>());
    BOOST_CHECK(std::fabs(dev[9] - 2.923088) < 0.000001 );
    BOOST_CHECK(std::fabs(dev[10] - 3.142893) < 0.000001 );
    BOOST_CHECK(std::fabs(dev[11] - 2.830390) < 0.000001 );
    BOOST_CHECK(std::fabs(dev[12] - 3.267686) < 0.000001 );
    BOOST_CHECK(std::fabs(dev[13] - 3.653004) < 0.000001 );
    BOOST_CHECK(std::fabs(dev[14] - 4.001388) < 0.000001 );

    dev = STDEV(ind, 1);
    BOOST_CHECK(dev.size() == 15);
    for (size_t i = 0; i < dev.size(); ++i) {
        BOOST_CHECK(dev[i] == Null<price_t>());
    }

    Indicator expect = STDEV(ind, 10);
    dev = STDEV(10);
    Indicator result = dev(ind);
    BOOST_CHECK(result.size() == expect.size());
    for (size_t i = 0; i < expect.size(); ++i) {
        BOOST_CHECK(result[i] == expect[i]);
    }
}