54 lines
1.7 KiB
TypeScript
54 lines
1.7 KiB
TypeScript
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import { describe, it } from "node:test";
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import assert from "node:assert/strict";
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import { buildVolumeProfile } from "../lib/volumeProfile.ts";
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describe("buildVolumeProfile", () => {
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it("returns empty for no candles", () => {
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const r = buildVolumeProfile([]);
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assert.equal(r.bins.length, 0);
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assert.equal(r.totalVolume, 0);
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assert.equal(r.pocMid, null);
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});
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it("returns empty for zero volume", () => {
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const r = buildVolumeProfile([{ h: 10, l: 9, v: 0 }]);
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assert.equal(r.bins.length, 0);
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});
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it("preserves total volume across bins", () => {
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const candles = [
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{ h: 12, l: 10, v: 100 },
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{ h: 11, l: 9, v: 200 },
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{ h: 14, l: 13, v: 50 },
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];
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const r = buildVolumeProfile(candles, { bins: 10 });
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const sum = r.bins.reduce((a, b) => a + b.volume, 0);
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assert.ok(Math.abs(sum - 350) < 1e-6, `sum=${sum}`);
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assert.equal(r.totalVolume, 350);
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});
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it("poc is the max volume bin mid", () => {
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// All volume at the high end
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const candles = [
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{ h: 20, l: 19, v: 1000 },
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{ h: 11, l: 10, v: 10 },
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];
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const r = buildVolumeProfile(candles, { bins: 8 });
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assert.ok(r.pocMid != null);
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const maxBin = r.bins.reduce((a, b) => (b.volume > a.volume ? b : a));
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assert.equal(r.pocMid, maxBin.mid);
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assert.ok(r.pocMid! >= 15, `poc should sit high, got ${r.pocMid}`);
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});
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it("sets vah/val around value area", () => {
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const candles = Array.from({ length: 20 }, (_, i) => ({
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h: 100 + i * 0.5,
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l: 99 + i * 0.5,
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v: i === 10 ? 500 : 20,
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}));
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const r = buildVolumeProfile(candles, { bins: 16, valueAreaPct: 0.7 });
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assert.ok(r.vah != null && r.val != null);
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assert.ok(r.vah! >= r.val!);
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});
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});
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