Fixing the StochasticOscillator calculation. Fixes #69. (#70)

cinar · May 3, 2022 · fb3ff0d · fb3ff0d
1 parent 170ffb7
commit fb3ff0d
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Showing 2 changed files with 32 additions and 2 deletions.
diff --git a/momentum_indicators.go b/momentum_indicators.go
@@ -115,9 +115,9 @@ func StochasticOscillator(high, low, closing []float64) ([]float64, []float64) {
 	checkSameSize(high, low, closing)
 
 	highestHigh14 := Max(14, high)
-	lowestLow14 := Min(15, low)
+	lowestLow14 := Min(14, low)
 
-	k := divide(substract(closing, lowestLow14), multiplyBy(substract(highestHigh14, lowestLow14), float64(100)))
+	k := multiplyBy(divide(substract(closing, lowestLow14), substract(highestHigh14, lowestLow14)), float64(100))
 	d := Sma(3, k)
 
 	return k, d

diff --git a/momentum_indicators_test.go b/momentum_indicators_test.go
@@ -19,3 +19,33 @@ func TestChaikinOscillator(t *testing.T) {
 	actual, _ := ChaikinOscillator(2, 5, low, high, closing, volume)
 	testEquals(t, roundDigitsAll(actual, 2), expected)
 }
+
+func TestStochasticOscillator(t *testing.T) {
+	high := []float64{
+		127.01, 127.62, 126.59, 127.35, 128.17,
+		128.43, 127.37, 126.42, 126.90, 126.85,
+		125.65, 125.72, 127.16, 127.72, 127.69,
+		128.22, 128.27, 128.09, 128.27, 127.74,
+	}
+	low := []float64{
+		125.36, 126.16, 124.93, 126.09, 126.82,
+		126.48, 126.03, 124.83, 126.39, 125.72,
+		124.56, 124.57, 125.07, 126.86, 126.63,
+		126.80, 126.71, 126.80, 126.13, 125.92,
+	}
+	closing := []float64{
+		126.00, 126.60, 127.10, 127.20, 128.10,
+		128.20, 126.30, 126.00, 126.60, 127.00,
+		127.50, 128.00, 128.10, 127.29, 127.18,
+		128.01, 127.11, 127.73, 127.06, 127.33,
+	}
+	expectedK := []float64{
+		38.79, 54.87, 80.67, 84.39, 97.84,
+		93.43, 39.14, 32.5, 49.17, 60.28,
+		75.97, 88.89, 91.47, 70.54, 67.7,
+		89.15, 65.89, 81.91, 64.60, 74.66,
+	}
+
+	actualK, _ := StochasticOscillator(high, low, closing)
+	testEquals(t, roundDigitsAll(actualK, 2), expectedK)
+}