tests for crossover/under

dysonance · Jul 6, 2018 · eb29d9d · eb29d9d
1 parent 7d7d5db
commit eb29d9d
Showing 1 changed file with 10 additions and 3 deletions.
diff --git a/test/runtests.jl b/test/runtests.jl
@@ -4,16 +4,24 @@ using Base.Test
 
 const N = 1_000
 const X0 = 50.0
+const seed = 1
 
+srand(seed)
 x = cumsum(randn(N)) + X0
 ohlc = cumsum(randn(N,4)) + X0
 hlc = ohlc[:,2:4]
 hl = ohlc[:,2:3]
 
 count_nans(x) = sum(isnan.(x))
 
-#TODO: trendy.jl
-#TODO: utils.jl
+@testset "Utilities" begin
+    y = x + randn(N)
+    cxo = crossover(x, y)
+    cxu = crossunder(x, y)
+    @test any(cxo)
+    @test any(cxu)
+    @test !any(cxo .* cxu)  # ensure crossovers and crossunders never coincide
+end
 
 # trendy
 @testset "Trendlines" begin
@@ -79,7 +87,6 @@ end
     @test count_nans(tmp) != N
 end
 
-#TODO: run.jl
 @testset "Running Calculations" begin
     tmp = diffn(x)
     @test size(tmp, 1) == N