mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-21 20:18:05 +00:00
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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@@ -102,6 +102,52 @@ public sealed class DxValidationTests : IDisposable
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ValidationHelper.VerifyData(diMinusResults, outReal, outRange, lookback);
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}
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[Fact]
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public void DmPlus_MatchesTalib()
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{
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var dx = new Dx(14);
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var dmPlusResults = new List<double>();
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for (int i = 0; i < _data.Bars.Count; i++)
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{
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dx.Update(_data.Bars[i]);
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dmPlusResults.Add(dx.DmPlus.Value);
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}
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double[] hData = _data.Bars.High.Select(x => x.Value).ToArray();
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double[] lData = _data.Bars.Low.Select(x => x.Value).ToArray();
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double[] outReal = new double[_data.Bars.Count];
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var retCode = Functions.PlusDM(hData, lData, 0..^0, outReal, out var outRange, 14);
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Assert.Equal(TALib.Core.RetCode.Success, retCode);
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int lookback = Functions.PlusDMLookback(14);
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ValidationHelper.VerifyData(dmPlusResults, outReal, outRange, lookback);
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}
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[Fact]
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public void DmMinus_MatchesTalib()
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{
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var dx = new Dx(14);
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var dmMinusResults = new List<double>();
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for (int i = 0; i < _data.Bars.Count; i++)
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{
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dx.Update(_data.Bars[i]);
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dmMinusResults.Add(dx.DmMinus.Value);
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}
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double[] hData = _data.Bars.High.Select(x => x.Value).ToArray();
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double[] lData = _data.Bars.Low.Select(x => x.Value).ToArray();
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double[] outReal = new double[_data.Bars.Count];
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var retCode = Functions.MinusDM(hData, lData, 0..^0, outReal, out var outRange, 14);
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Assert.Equal(TALib.Core.RetCode.Success, retCode);
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int lookback = Functions.MinusDMLookback(14);
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ValidationHelper.VerifyData(dmMinusResults, outReal, outRange, lookback);
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}
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[Fact]
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public void MatchesSkender_DiValues()
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{
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@@ -53,6 +53,18 @@ public sealed class Dx : ITValuePublisher
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/// </summary>
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public TValue DiMinus { get; private set; }
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/// <summary>
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/// Current smoothed +DM value (Wilder-smoothed raw plus directional movement, before TR normalization).
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/// Equivalent to TA-Lib PLUS_DM.
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/// </summary>
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public TValue DmPlus { get; private set; }
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/// <summary>
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/// Current smoothed -DM value (Wilder-smoothed raw minus directional movement, before TR normalization).
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/// Equivalent to TA-Lib MINUS_DM.
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/// </summary>
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public TValue DmMinus { get; private set; }
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/// <summary>
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/// True if the DX has warmed up and is providing valid results.
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/// </summary>
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@@ -106,6 +118,8 @@ public sealed class Dx : ITValuePublisher
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Last = default;
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DiPlus = default;
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DiMinus = default;
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DmPlus = default;
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DmMinus = default;
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}
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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@@ -276,6 +290,8 @@ public sealed class Dx : ITValuePublisher
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DiPlus = new TValue(input.Time, diPlus);
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DiMinus = new TValue(input.Time, diMinus);
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DmPlus = new TValue(input.Time, _samples >= _period ? _dmPlusSmooth : 0);
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DmMinus = new TValue(input.Time, _samples >= _period ? _dmMinusSmooth : 0);
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Last = new TValue(input.Time, dx);
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Pub?.Invoke(this, new TValueEventArgs { Value = Last, IsNew = isNew });
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@@ -1,4 +1,4 @@
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// The MIT License (MIT)
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// Licensed under the Apache License, Version 2.0
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// © mihakralj
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//@version=6
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indicator("Directional Movement Index (DX)", "DX", overlay=false)
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