From e38792405752d9c03ad6ad84599beb23104759db Mon Sep 17 00:00:00 2001 From: Benny Neugebauer Date: Sun, 24 Oct 2021 19:34:52 +0200 Subject: [PATCH] test: Run benchmark with 100 candles --- src/start/startBenchmark.ts | 9 +- src/test/fixtures/candles/100-candles.json | 602 + .../candles/btc-usdt-september-2021.txt | 516962 +++++++++++++++ 3 files changed, 517569 insertions(+), 4 deletions(-) create mode 100644 src/test/fixtures/candles/100-candles.json create mode 100644 src/test/fixtures/candles/btc-usdt-september-2021.txt diff --git a/src/start/startBenchmark.ts b/src/start/startBenchmark.ts index 782d02165..5f4f9765f 100644 --- a/src/start/startBenchmark.ts +++ b/src/start/startBenchmark.ts @@ -2,9 +2,10 @@ import Benchmark, {Event} from 'benchmark'; import {BollingerBands} from '../BBANDS/BollingerBands'; import {SMA} from '../SMA/SMA'; import {FasterSMA} from '../SMA/FasterSMA'; +import candles from '../test/fixtures/candles/100-candles.json'; const interval = 20; -const price = 72; +const prices = candles.map(candle => parseInt(candle.close, 10)); const bb = new BollingerBands(interval, 2); const sma = new SMA(interval); @@ -12,17 +13,17 @@ const fasterSMA = new FasterSMA(interval); new Benchmark.Suite('Technical Indicators') .add('BollingerBands', () => { - while (!bb.isStable) { + for (const price of prices) { bb.update(price); } }) .add('SMA', () => { - while (!sma.isStable) { + for (const price of prices) { sma.update(price); } }) .add('FasterSMA', () => { - while (!fasterSMA.isStable) { + for (const price of prices) { fasterSMA.update(price); } }) diff --git a/src/test/fixtures/candles/100-candles.json b/src/test/fixtures/candles/100-candles.json new file mode 100644 index 000000000..67637d97d --- /dev/null +++ b/src/test/fixtures/candles/100-candles.json @@ -0,0 +1,602 @@ +[ + { + "close": "47050.49000000", + "high": "47103.64000000", + "low": "47038.74000000", + "open": "47100.89000000" + }, + { + "close": "47063.51000000", + "high": "47081.46000000", 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