Function test_ewma

crates/openquant/tests/fast_ewma.rs:23–30

()

#[test]
fn test_ewma() {
    let price_arr = load_prices();
    let ewma_res = ewma(&price_arr, 20).unwrap();

    assert_eq!(ewma_res.len(), price_arr.len());
    assert_eq!(ewma_res[0], price_arr[0]);
    // By hand: the first two prices are 1205 and 1005, alpha = 2 / 21, so the adjusted EWMA is
    // (1005 + (19/21) 1205) / (1 + 19/21) = (21 * 1005 + 19 * 1205) / 40 = 44000 / 40 = 1100.
    assert_eq!(&price_arr[..2], &[1205.0, 1005.0]);
    assert!((ewma_res[1] - 1100.0).abs() < 1e-9);
}