import { MacdKeeper } from '../macdKeeper';
import test from 'ava';
const talib = require('talib');

import { sampleCandles } from './sampleCandles';

test('macdKeeper should match talib', t => {
  const fastPeriod = 12;
  const slowPeriod = 26;
  const signalPeriod = 9;
  const close = sampleCandles.map(c => c.last);

  const macdKeeperRes: number[] = [];
  const macdSignalKeeperRes: number[] = [];
  const macdHistKeeperRes: number[] = [];
  const macdKeeper = new MacdKeeper({ fastPeriod, slowPeriod, signalPeriod });
  close.forEach(c => {
    macdKeeper.add(c);
    const keeperRes = macdKeeper.get();
    macdKeeperRes.push(keeperRes.macd);
    macdSignalKeeperRes.push(keeperRes.macdSignal);
    macdHistKeeperRes.push(keeperRes.histogram);
  });

  // compare talib result
  const talibRes = talib.execute({
    name: 'MACD',
    startIdx: 0,
    endIdx: close.length - 1,
    inReal: close,
    optInFastPeriod: fastPeriod,
    optInSlowPeriod: slowPeriod,
    optInSignalPeriod: signalPeriod,
  });

  const lookBackPeriod = signalPeriod + slowPeriod - 2;
  talibRes.result.outMACD.forEach((element: number, i: number) => {
    t.truthy(Math.abs(element - macdKeeperRes[i + lookBackPeriod]) < 0.00001);
  });

  talibRes.result.outMACDSignal.forEach((element: number, i: number) => {
    t.truthy(Math.abs(element - macdSignalKeeperRes[i + lookBackPeriod]) < 0.00001);
  });

  talibRes.result.outMACDHist.forEach((element: number, i: number) => {
    t.truthy(Math.abs(element - macdHistKeeperRes[i + lookBackPeriod]) < 0.00001);
  });
});