ADL.js

/**
 * Created by AAravindan on 5/17/16.
 */
/**
 * Created by AAravindan on 5/8/16.
 */
"use strict";
let assert = require('assert');
let ADL    = require('../../lib/volume/ADL').ADL;

let input = {
  high : [62.3400,62.0500,62.2700,60.7900,59.9300,61.7500,60.0000,59.0000,59.0700,59.2200,58.7500,58.6500,58.4700,58.2500,58.3500,59.8600,59.5299,62.1000,62.1600,62.6700,62.3800,63.7300,63.8500,66.1500,65.3400,66.4800,65.2300,63.4000,63.1800,62.7000],
  low  : [61.3700,60.6900,60.1000,58.6100,58.7120,59.8600,57.9700,58.0200,57.4800,58.3000,57.8276,57.8600,57.9100,57.8333,57.5300,58.5800,58.3000,58.5300,59.8000,60.9300,60.1500,62.2618,63.0000,63.5800,64.0700,65.2000,63.2100,61.8800,61.1100,61.2500],
  close : [62.1500,60.8100,60.4500,59.1800,59.2400,60.2000,58.4800,58.2400,58.6900,58.6500,58.4700,58.0200,58.1700,58.0700,58.1300,58.9400,59.1000,61.9200,61.3700,61.6800,62.0900,62.8900,63.5300,64.0100,64.7700,65.2200,63.2800,62.4000,61.5500,62.6900],
  volume : [7849.025,11692.075,10575.307,13059.128,20733.508,29630.096,17705.294,7259.203,10474.629,5203.714,3422.865,3962.15,4095.905,3766.006,4239.335,8039.979,6956.717,18171.552,22225.894,14613.509,12319.763,15007.69,8879.667,22693.812,10191.814,10074.152,9411.62,10391.69,8926.512,7459.575]
}

let expectResult = [4774,-4855,-12019,-18249,-21006,-39976,-48785,-52785,-47317,-48561,-47216,-49574,-49866,-49354,-47389,-50907,-48813,-32474,-25128,-27144,-18028,-20193,-18000,-33099,-32056,-41816,-50575,-53856,-58988,-51631]

describe('ADL (Accumulation Distribution line)', function() {
  it('should calculate ADL using the calculate method', function() {
    assert.deepEqual(ADL.calculate(input), expectResult, 'Wrong Results');
  });

  it('should be able to calculate ADL by using getResult', function() {
    let adl = new ADL(input);
    assert.deepEqual(adl.getResult(),  expectResult, 'Wrong Results while calculating next bar');
  });

  it('should be able to get ADL for the next bar using nextValue', function() {
    let adl = new ADL({ high : [], low:[], close:[], volume : []});
    let results = [];
    input.close.forEach(function(close,index) {
      let result = adl.nextValue({
        close: input.close[index],
        high: input.high[index],
        low: input.low[index],
        volume: input.volume[index]
      });
      if(result !== undefined){
        results.push(parseFloat(result.toFixed(2)));
      }
    });
    assert.deepEqual(results, expectResult, 'Wrong Results while getting results');
  })

  it('should be able to calculate ADL for reversed input by using calculate method', function() {
    let myInput = Object.assign({}, input);
    myInput.reversedInput = true;
    myInput.high.reverse();
    myInput.low.reverse();
    myInput.close.reverse();
    myInput.volume.reverse();
    assert.deepEqual(ADL.calculate(myInput),  expectResult.slice().reverse(), 'Wrong Results while calculating next bar');
  });

})