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feat: add new indicators (Decay, Edecay, MinusDi, MinusDm, PlusDi, PlusDm, Maxindex, Minindex, Sarext) and update pine scripts, core libs, validation tests, and python bindings

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This commit is contained in:
Miha Kralj
2026-03-09 13:45:46 -07:00
parent 8e43d62cbb
commit 031f1b5fe6
491 changed files with 6156 additions and 5590 deletions
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lib/dynamics/adx/Adx.Validation.Tests.cs
+72
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@@ -91,6 +91,78 @@ public sealed class AdxValidationTests : IDisposable
ValidationHelper.VerifyData(results, tulipResults, lookback: offset);
}
[Fact]
public void DiPlus_MatchesTalib()
{
var adx = new Adx(14);
var diPlusResults = new List<double>();
for (int i = 0; i < _data.Bars.Count; i++)
{
adx.Update(_data.Bars[i]);
diPlusResults.Add(adx.DiPlus.Value);
}
double[] hData = _data.Bars.High.Select(x => x.Value).ToArray();
double[] lData = _data.Bars.Low.Select(x => x.Value).ToArray();
double[] cData = _data.Bars.Close.Select(x => x.Value).ToArray();
double[] outReal = new double[_data.Bars.Count];
var retCode = Functions.PlusDI(hData, lData, cData, 0..^0, outReal, out var outRange, 14);
Assert.Equal(TALib.Core.RetCode.Success, retCode);
int lookback = Functions.PlusDILookback(14);
ValidationHelper.VerifyData(diPlusResults, outReal, outRange, lookback);
}
[Fact]
public void DiMinus_MatchesTalib()
{
var adx = new Adx(14);
var diMinusResults = new List<double>();
for (int i = 0; i < _data.Bars.Count; i++)
{
adx.Update(_data.Bars[i]);
diMinusResults.Add(adx.DiMinus.Value);
}
double[] hData = _data.Bars.High.Select(x => x.Value).ToArray();
double[] lData = _data.Bars.Low.Select(x => x.Value).ToArray();
double[] cData = _data.Bars.Close.Select(x => x.Value).ToArray();
double[] outReal = new double[_data.Bars.Count];
var retCode = Functions.MinusDI(hData, lData, cData, 0..^0, outReal, out var outRange, 14);
Assert.Equal(TALib.Core.RetCode.Success, retCode);
int lookback = Functions.MinusDILookback(14);
ValidationHelper.VerifyData(diMinusResults, outReal, outRange, lookback);
}
[Fact]
public void MatchesSkender_DiValues()
{
var adx = new Adx(14);
var diPlusResults = new List<double>();
var diMinusResults = new List<double>();
for (int i = 0; i < _data.Bars.Count; i++)
{
adx.Update(_data.Bars[i]);
diPlusResults.Add(adx.DiPlus.Value);
diMinusResults.Add(adx.DiMinus.Value);
}
// Skender's GetAdx returns ADX with +DI and -DI values
var skenderResults = _data.SkenderQuotes.GetAdx(14).ToList();
// Verify +DI
ValidationHelper.VerifyData(diPlusResults, skenderResults, x => x.Pdi);
// Verify -DI
ValidationHelper.VerifyData(diMinusResults, skenderResults, x => x.Mdi);
}
[Fact]
public void MatchesOoples()
{