Add obv test

pkg/indicator/obv.go

@@ -32,15 +32,13 @@ func (inc *OBV) update(kLine types.KLine, priceF KLinePriceMapper) {
 		return
 	}
 
-	preOBV := inc.Values[len(inc.Values)-1]
-
 	var sign float64 = 0.0
 	if volume > inc.PrePrice {
 		sign = 1.0
 	} else if volume < inc.PrePrice {
 		sign = -1.0
 	}
-	obv := preOBV + sign*volume
+	obv := inc.Last() + sign*volume
 	inc.Values.Push(obv)
 }
 

pkg/indicator/obv_test.go

@@ -0,0 +1,47 @@
+package indicator
+
+import (
+	"reflect"
+	"testing"
+
+	"github.com/c9s/bbgo/pkg/types"
+)
+
+func Test_calculateAndUpdate(t *testing.T) {
+	buildKLines := func(prices, volumes []float64) (kLines []types.KLine) {
+		for i, p := range prices {
+			kLines = append(kLines, types.KLine{High: p, Low: p, Close: p, Volume: volumes[i]})
+		}
+		return kLines
+	}
+
+	tests := []struct {
+		name   string
+		kLines []types.KLine
+		window int
+		want   Float64Slice
+	}{
+		{
+			name:   "trivial_case",
+			kLines: buildKLines([]float64{0}, []float64{1}),
+			window: 0,
+			want:   Float64Slice{1.0},
+		},
+		{
+			name:   "easy_case",
+			kLines: buildKLines([]float64{3, 2, 1, 4}, []float64{3, 2, 2, 6}),
+			window: 0,
+			want:   Float64Slice{3, 1, -1, 5},
+		},
+	}
+
+	for _, tt := range tests {
+		t.Run(tt.name, func(t *testing.T) {
+			obv := OBV{IntervalWindow: types.IntervalWindow{Window: tt.window}}
+			obv.calculateAndUpdate(tt.kLines)
+			if !reflect.DeepEqual(obv.Values, tt.want) {
+				t.Errorf("calculateAndUpdate() = %v, want %v", obv.Values, tt.want)
+			}
+		})
+	}
+}