// Comprehensive tests for the Wickra Node bindings: streaming-vs-batch // equivalence, reference values, and lifecycle methods across all 71 // indicators. Ported from the Python test_streaming_vs_batch / test_known_values // suites. const test = require('node:test'); const assert = require('node:assert/strict'); const wickra = require('..'); // Synthetic OHLCV series long enough to warm up every indicator. const N = 120; const close = Array.from({ length: N }, (_, i) => 100 + Math.sin(i * 0.2) * 10 + i * 0.1); const high = close.map((c) => c + 1.5); const low = close.map((c) => c - 1.5); const volume = Array.from({ length: N }, (_, i) => 1000 + (i % 7) * 50); const open = close.map((c) => c - 0.5); function eq(a, b) { if (Number.isNaN(a)) return Number.isNaN(b); return Math.abs(a - b) < 1e-9; } function num(v) { return v === null || v === undefined ? NaN : v; } // --- Scalar indicators: update(value) vs batch(prices) --- const scalarFactories = { SMA: () => new wickra.SMA(14), EMA: () => new wickra.EMA(14), WMA: () => new wickra.WMA(14), RSI: () => new wickra.RSI(14), DEMA: () => new wickra.DEMA(10), TEMA: () => new wickra.TEMA(10), HMA: () => new wickra.HMA(9), ROC: () => new wickra.ROC(12), TRIX: () => new wickra.TRIX(9), KAMA: () => new wickra.KAMA(10, 2, 30), SMMA: () => new wickra.SMMA(14), TRIMA: () => new wickra.TRIMA(20), ZLEMA: () => new wickra.ZLEMA(14), T3: () => new wickra.T3(5, 0.7), MOM: () => new wickra.MOM(10), CMO: () => new wickra.CMO(14), TSI: () => new wickra.TSI(25, 13), PMO: () => new wickra.PMO(35, 20), StochRSI: () => new wickra.StochRSI(14, 14), PPO: () => new wickra.PPO(12, 26), DPO: () => new wickra.DPO(20), Coppock: () => new wickra.Coppock(14, 11, 10), StdDev: () => new wickra.StdDev(20), UlcerIndex: () => new wickra.UlcerIndex(14), HistoricalVolatility: () => new wickra.HistoricalVolatility(20, 252), BollingerBandwidth: () => new wickra.BollingerBandwidth(20, 2), PercentB: () => new wickra.PercentB(20, 2), LinearRegression: () => new wickra.LinearRegression(14), LinRegSlope: () => new wickra.LinRegSlope(14), VerticalHorizontalFilter: () => new wickra.VerticalHorizontalFilter(28), ZScore: () => new wickra.ZScore(20), LinRegAngle: () => new wickra.LinRegAngle(14), }; for (const [name, make] of Object.entries(scalarFactories)) { test(`${name}: streaming update matches batch`, () => { const batch = make().batch(close); const streaming = make(); assert.equal(batch.length, N); for (let i = 0; i < N; i++) { const s = num(streaming.update(close[i])); assert.ok(eq(s, batch[i]), `${name} mismatch at ${i}: ${s} vs ${batch[i]}`); } }); } // --- Scalar-output candle indicators: update(...) vs batch(...) --- const candleScalar = { ATR: { make: () => new wickra.ATR(14), step: (ind, i) => ind.update(high[i], low[i], close[i]), batch: (ind) => ind.batch(high, low, close) }, CCI: { make: () => new wickra.CCI(20), step: (ind, i) => ind.update(high[i], low[i], close[i]), batch: (ind) => ind.batch(high, low, close) }, WilliamsR: { make: () => new wickra.WilliamsR(14), step: (ind, i) => ind.update(high[i], low[i], close[i]), batch: (ind) => ind.batch(high, low, close) }, PSAR: { make: () => new wickra.PSAR(0.02, 0.02, 0.2), step: (ind, i) => ind.update(high[i], low[i], close[i]), batch: (ind) => ind.batch(high, low, close) }, MFI: { make: () => new wickra.MFI(14), step: (ind, i) => ind.update(high[i], low[i], close[i], volume[i]), batch: (ind) => ind.batch(high, low, close, volume) }, VWAP: { make: () => new wickra.VWAP(), step: (ind, i) => ind.update(high[i], low[i], close[i], volume[i]), batch: (ind) => ind.batch(high, low, close, volume) }, AwesomeOscillator: { make: () => new wickra.AwesomeOscillator(5, 34), step: (ind, i) => ind.update(high[i], low[i]), batch: (ind) => ind.batch(high, low) }, OBV: { make: () => new wickra.OBV(), step: (ind, i) => ind.update(close[i], volume[i]), batch: (ind) => ind.batch(close, volume) }, VWMA: { make: () => new wickra.VWMA(20), step: (ind, i) => ind.update(close[i], volume[i]), batch: (ind) => ind.batch(close, volume) }, UltimateOscillator: { make: () => new wickra.UltimateOscillator(7, 14, 28), step: (ind, i) => ind.update(high[i], low[i], close[i]), batch: (ind) => ind.batch(high, low, close) }, AroonOscillator: { make: () => new wickra.AroonOscillator(14), step: (ind, i) => ind.update(high[i], low[i]), batch: (ind) => ind.batch(high, low) }, NATR: { make: () => new wickra.NATR(14), step: (ind, i) => ind.update(high[i], low[i], close[i]), batch: (ind) => ind.batch(high, low, close) }, MassIndex: { make: () => new wickra.MassIndex(9, 25), step: (ind, i) => ind.update(high[i], low[i]), batch: (ind) => ind.batch(high, low) }, ADL: { make: () => new wickra.ADL(), step: (ind, i) => ind.update(high[i], low[i], close[i], volume[i]), batch: (ind) => ind.batch(high, low, close, volume) }, VolumePriceTrend: { make: () => new wickra.VolumePriceTrend(), step: (ind, i) => ind.update(close[i], volume[i]), batch: (ind) => ind.batch(close, volume) }, ChaikinMoneyFlow: { make: () => new wickra.ChaikinMoneyFlow(20), step: (ind, i) => ind.update(high[i], low[i], close[i], volume[i]), batch: (ind) => ind.batch(high, low, close, volume) }, ChaikinOscillator: { make: () => new wickra.ChaikinOscillator(3, 10), step: (ind, i) => ind.update(high[i], low[i], close[i], volume[i]), batch: (ind) => ind.batch(high, low, close, volume) }, ForceIndex: { make: () => new wickra.ForceIndex(13), step: (ind, i) => ind.update(close[i], volume[i]), batch: (ind) => ind.batch(close, volume) }, EaseOfMovement: { make: () => new wickra.EaseOfMovement(14, 1e8), step: (ind, i) => ind.update(high[i], low[i], volume[i]), batch: (ind) => ind.batch(high, low, volume) }, AtrTrailingStop: { make: () => new wickra.AtrTrailingStop(14, 3), step: (ind, i) => ind.update(high[i], low[i], close[i]), batch: (ind) => ind.batch(high, low, close) }, TypicalPrice: { make: () => new wickra.TypicalPrice(), step: (ind, i) => ind.update(high[i], low[i], close[i]), batch: (ind) => ind.batch(high, low, close) }, MedianPrice: { make: () => new wickra.MedianPrice(), step: (ind, i) => ind.update(high[i], low[i]), batch: (ind) => ind.batch(high, low) }, WeightedClose: { make: () => new wickra.WeightedClose(), step: (ind, i) => ind.update(high[i], low[i], close[i]), batch: (ind) => ind.batch(high, low, close) }, AcceleratorOscillator: { make: () => new wickra.AcceleratorOscillator(5, 34, 5), step: (ind, i) => ind.update(high[i], low[i]), batch: (ind) => ind.batch(high, low) }, BalanceOfPower: { make: () => new wickra.BalanceOfPower(), step: (ind, i) => ind.update(open[i], high[i], low[i], close[i]), batch: (ind) => ind.batch(open, high, low, close) }, ChoppinessIndex: { make: () => new wickra.ChoppinessIndex(14), step: (ind, i) => ind.update(high[i], low[i], close[i]), batch: (ind) => ind.batch(high, low, close) }, TrueRange: { make: () => new wickra.TrueRange(), step: (ind, i) => ind.update(high[i], low[i], close[i]), batch: (ind) => ind.batch(high, low, close) }, ChaikinVolatility: { make: () => new wickra.ChaikinVolatility(10, 10), step: (ind, i) => ind.update(high[i], low[i]), batch: (ind) => ind.batch(high, low) }, }; for (const [name, d] of Object.entries(candleScalar)) { test(`${name}: streaming update matches batch`, () => { const batch = d.batch(d.make()); const streaming = d.make(); assert.equal(batch.length, N); for (let i = 0; i < N; i++) { const s = num(d.step(streaming, i)); assert.ok(eq(s, batch[i]), `${name} mismatch at ${i}: ${s} vs ${batch[i]}`); } }); } // --- Multi-output indicators: object update vs interleaved batch --- const multi = { MACD: { make: () => new wickra.MACD(12, 26, 9), fields: ['macd', 'signal', 'histogram'], step: (ind, i) => ind.update(close[i]), batch: (ind) => ind.batch(close) }, BollingerBands: { make: () => new wickra.BollingerBands(20, 2), fields: ['upper', 'middle', 'lower', 'stddev'], step: (ind, i) => ind.update(close[i]), batch: (ind) => ind.batch(close) }, Stochastic: { make: () => new wickra.Stochastic(14, 3), fields: ['k', 'd'], step: (ind, i) => ind.update(high[i], low[i], close[i]), batch: (ind) => ind.batch(high, low, close) }, ADX: { make: () => new wickra.ADX(14), fields: ['plusDi', 'minusDi', 'adx'], step: (ind, i) => ind.update(high[i], low[i], close[i]), batch: (ind) => ind.batch(high, low, close) }, Keltner: { make: () => new wickra.Keltner(20, 10, 2), fields: ['upper', 'middle', 'lower'], step: (ind, i) => ind.update(high[i], low[i], close[i]), batch: (ind) => ind.batch(high, low, close) }, Donchian: { make: () => new wickra.Donchian(20), fields: ['upper', 'middle', 'lower'], step: (ind, i) => ind.update(high[i], low[i]), batch: (ind) => ind.batch(high, low) }, Aroon: { make: () => new wickra.Aroon(14), fields: ['up', 'down'], step: (ind, i) => ind.update(high[i], low[i]), batch: (ind) => ind.batch(high, low) }, Vortex: { make: () => new wickra.Vortex(14), fields: ['plus', 'minus'], step: (ind, i) => ind.update(high[i], low[i], close[i]), batch: (ind) => ind.batch(high, low, close) }, SuperTrend: { make: () => new wickra.SuperTrend(10, 3), fields: ['value', 'direction'], step: (ind, i) => ind.update(high[i], low[i], close[i]), batch: (ind) => ind.batch(high, low, close) }, ChandelierExit: { make: () => new wickra.ChandelierExit(22, 3), fields: ['longStop', 'shortStop'], step: (ind, i) => ind.update(high[i], low[i], close[i]), batch: (ind) => ind.batch(high, low, close) }, ChandeKrollStop: { make: () => new wickra.ChandeKrollStop(10, 1, 9), fields: ['stopLong', 'stopShort'], step: (ind, i) => ind.update(high[i], low[i], close[i]), batch: (ind) => ind.batch(high, low, close) }, }; for (const [name, d] of Object.entries(multi)) { test(`${name}: streaming update matches interleaved batch`, () => { const k = d.fields.length; const batch = d.batch(d.make()); const streaming = d.make(); assert.equal(batch.length, N * k); for (let i = 0; i < N; i++) { const o = d.step(streaming, i); d.fields.forEach((field, j) => { const s = o === null || o === undefined ? NaN : o[field]; assert.ok(eq(s, batch[i * k + j]), `${name}.${field} mismatch at ${i}`); }); } }); } // --- Lifecycle: every indicator exposes reset / isReady / warmupPeriod --- test('every indicator exposes reset, isReady and warmupPeriod', () => { const all = [ ...Object.values(scalarFactories).map((f) => f()), ...Object.values(candleScalar).map((d) => d.make()), ...Object.values(multi).map((d) => d.make()), ]; for (const ind of all) { assert.equal(typeof ind.reset, 'function'); assert.equal(typeof ind.isReady, 'function'); assert.equal(typeof ind.warmupPeriod, 'function'); assert.equal(ind.isReady(), false); assert.ok(ind.warmupPeriod() >= 1); } }); test('reset returns an indicator to its un-warmed state', () => { const sma = new wickra.SMA(5); sma.batch([1, 2, 3, 4, 5]); assert.equal(sma.isReady(), true); sma.reset(); assert.equal(sma.isReady(), false); assert.equal(sma.update(10), null); }); // --- Reference values --- test('SMA(3) reference values', () => { const out = new wickra.SMA(3).batch([2, 4, 6, 8, 10]); assert.ok(Number.isNaN(out[0]) && Number.isNaN(out[1])); assert.equal(out[2], 4); assert.equal(out[3], 6); assert.equal(out[4], 8); }); test('MFI(2) reference value equals 1200/23', () => { // Candle 1 seeds; candle 2 (tp 12 > 10) +mf 1200; candle 3 (tp 11 < 12) -mf 1100. const mfi = new wickra.MFI(2); assert.equal(mfi.update(10, 10, 10, 100), null); assert.equal(mfi.update(12, 12, 12, 100), null); const v = mfi.update(11, 11, 11, 100); assert.ok(Math.abs(v - 1200 / 23) < 1e-9); }); test('RSI pure uptrend yields 100', () => { const prices = Array.from({ length: 20 }, (_, i) => i + 1); const out = new wickra.RSI(14).batch(prices); for (let i = 14; i < out.length; i++) { assert.equal(out[i], 100); } }); test('MACD histogram equals macd minus signal', () => { const macd = new wickra.MACD(12, 26, 9); let v = null; for (let i = 1; i <= 60; i++) v = macd.update(i); assert.ok(v); assert.ok(Math.abs(v.histogram - (v.macd - v.signal)) < 1e-9); }); test('TypicalPrice reference value', () => { // (high + low + close) / 3 = (12 + 6 + 9) / 3 = 9. assert.equal(new wickra.TypicalPrice().update(12, 6, 9), 9); }); test('ChaikinMoneyFlow(2) reference value equals 0.5', () => { // Bar 1 closes at the high (MFV +100); bar 2 closes mid-range (MFV 0). const cmf = new wickra.ChaikinMoneyFlow(2); assert.equal(cmf.update(10, 8, 10, 100), null); assert.ok(Math.abs(cmf.update(12, 8, 10, 100) - 0.5) < 1e-9); }); test('LinearRegression(3) reference values', () => { // Least-squares line through [1, 2, 9] is y = 4x; endpoint 4·2 = 8. const out = new wickra.LinearRegression(3).batch([1, 2, 9]); assert.ok(Number.isNaN(out[0]) && Number.isNaN(out[1])); assert.ok(Math.abs(out[2] - 8) < 1e-9); }); test('SuperTrend flat market holds the lower band and an uptrend', () => { // Flat candles: ATR 2, hl2 10, lower band 10 - 3·2 = 4. const n = 20; const out = new wickra.SuperTrend(5, 3).batch( Array(n).fill(11), Array(n).fill(9), Array(n).fill(10), ); assert.ok(Math.abs(out[2 * n - 2] - 4) < 1e-9); // value assert.equal(out[2 * n - 1], 1); // direction }); test('BalanceOfPower reference value', () => { // (close - open) / (high - low) = (12 - 10) / (14 - 10) = 0.5. assert.ok(Math.abs(new wickra.BalanceOfPower().update(10, 14, 10, 12) - 0.5) < 1e-9); }); test('TrueRange reference values', () => { const tr = new wickra.TrueRange(); assert.equal(tr.update(12, 8, 11), 4); // no prev close -> high - low assert.equal(tr.update(10, 9, 9.5), 2); // prev close 11 -> max(1, 1, 2) }); test('LinRegAngle of a unit-slope series is 45 degrees', () => { const out = new wickra.LinRegAngle(5).batch([1, 2, 3, 4, 5, 6]); assert.ok(Math.abs(out[4] - 45) < 1e-9); });