test for mathematical error for #50

.github/FUNDING.yml

@@ -1,7 +1,7 @@
 # These are supported funding model platforms
 
 github: # Replace with up to 4 GitHub Sponsors-enabled usernames e.g., [user1, user2]
-patreon: businessduck # Replace with a single Patreon username
+patreon: #businessduck # Replace with a single Patreon username
 open_collective: debut-js # Replace with a single Open Collective username
 ko_fi: # Replace with a single Ko-fi username
 tidelift: # Replace with a single Tidelift platform-name/package-name e.g., npm/babel

package.json

@@ -61,6 +61,7 @@
         "@typescript-eslint/eslint-plugin": "^3.7.0",
         "@typescript-eslint/parser": "^3.7.0",
         "acorn": "^7.3.1",
+        "bigfloat": "^0.1.1",
         "eslint": "^7.5.0",
         "eslint-config-prettier": "^6.11.0",
         "eslint-plugin-prettier": "^3.1.4",
@@ -77,6 +78,5 @@
         "ts-jest": "^27.0.3",
         "ts-node": "^8.10.2",
         "typescript": "^3.9.5"
-    },
-    "optionalDependencies": {}
+    }
 }

tests/sma/sma.spec.ts

@@ -1,5 +1,6 @@
 import { SMA } from '../../src/sma';
 import { SMA as SMA2 } from 'technicalindicators';
+import { BigFloat32 } from 'bigfloat';
 
 describe('Simple Moving Average', () => {
     const ticks = [120, 150, 240, 540, 210, 380, 120, 870, 250, 1100, 500, 950];
@@ -59,4 +60,50 @@ describe('Simple Moving Average', () => {
             expect(calc).toEqual(cross);
         });
     });
+
+    it('Machine precision error', () => {
+        const array = [1,2,3,4,5,6,7,8,9,10,11,12,13,14,15,16,17,18,19,20,21,22,23,24,25,26,27,28,29,30];
+        const localSMA = new SMA(20);
+        const idealSMAValue = 20.5;
+
+        let lastValue = 0;
+
+        for (let i = 0; i < array.length; i++) {
+            lastValue = localSMA.nextValue(array[i])!;
+        }
+
+        console.log(lastValue, idealSMAValue);
+    });
+
+    it.only('BigInt vs Float floating error', () => {
+
+        function bigFloatSMA(array: number[], period = 20) {
+            let sum = new BigFloat32(0);
+
+            for (let i = array.length - period; i < array.length; i++) {
+               sum = sum.add(array[i]);
+            }
+
+            return sum.mul(1/period);
+        }
+
+        const arraySize = 900_000;
+        const randomDataArray = Array.from({length: arraySize}, () => Math.floor(Math.random() * arraySize));
+        const localSMA = new SMA(20);
+
+        for (let i = 0; i < randomDataArray.length; i++) {
+            const calculatedIntSMA = localSMA.nextValue(randomDataArray[i]);
+
+            if (!calculatedIntSMA || i < 20) {
+                continue;
+            }
+
+            const calculatedBigIntSMA = bigFloatSMA(randomDataArray.slice(i-20, i + 1));
+            // console.log(calculatedIntSMA, Number(calculatedBigIntSMA));
+
+            expect(calculatedIntSMA).toEqual(Number(calculatedBigIntSMA));
+        }
+    });
 });
+
+