gavindiaz/QuanTAlib
1
0
Fork 0
mirror of https://github.com/mihakralj/QuanTAlib.git synced 2026-08-25 22:08:05 +00:00
Code Issues Packages Projects Releases Wiki Activity

sonar fixes

Browse Source
This commit is contained in:
Miha Kralj
2024-11-05 15:51:29 -08:00
parent 2b5c89640d
commit 0bae9ce15b
19 changed files with 801 additions and 141 deletions
Download Patch File Download Diff File Expand all files Collapse all files
Tests/test_updates_statistics.cs
+33
View File
@@ -26,6 +26,39 @@ public class StatisticsUpdateTests
return new TBar(DateTime.Now, open, high, low, close, 1000, IsNew);
}
[Fact]
public void Beta_Update()
{
var indicator = new Beta(period: 14);
TBar marketBar = GetRandomBar(true);
TBar assetBar = GetRandomBar(true);
double initialValue = indicator.Calc(marketBar, assetBar);
for (int i = 0; i < RandomUpdates; i++)
{
indicator.Calc(GetRandomBar(false), GetRandomBar(false));
}
double finalValue = indicator.Calc(new TBar(marketBar.Time, marketBar.Open, marketBar.High, marketBar.Low, marketBar.Close, marketBar.Volume, false),
new TBar(assetBar.Time, assetBar.Open, assetBar.High, assetBar.Low, assetBar.Close, assetBar.Volume, false));
Assert.Equal(initialValue, finalValue, precision);
}
[Fact]
public void Corr_Update()
{
var indicator = new Corr(period: 14);
double initialValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: true), new TValue(DateTime.Now, ReferenceValue, IsNew: true));
for (int i = 0; i < RandomUpdates; i++)
{
indicator.Calc(new TValue(DateTime.Now, GetRandomDouble(), IsNew: false), new TValue(DateTime.Now, GetRandomDouble(), IsNew: false));
}
double finalValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: false), new TValue(DateTime.Now, ReferenceValue, IsNew: false));
Assert.Equal(initialValue, finalValue, precision);
}
[Fact]
public void Curvature_Update()
{