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CTI - Ehler's Correlation Trend - calc and chart

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This commit is contained in:
Miha Kralj
2024-11-08 08:24:51 -08:00
parent 351214ed31
commit 11fc798517
7 changed files with 164 additions and 10 deletions
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Tests/test_eventing.cs
+7 -6
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@@ -87,7 +87,8 @@ public class EventingTests
("Rse", new object[] { DefaultPeriod }, new object[] { new TSeries(), DefaultPeriod }),
("Smape", new object[] { DefaultPeriod }, new object[] { new TSeries(), DefaultPeriod }),
("Rsquared", new object[] { DefaultPeriod }, new object[] { new TSeries(), DefaultPeriod }),
("Huber", new object[] { DefaultPeriod, 1.0 }, new object[] { new TSeries(), DefaultPeriod, 1.0 })
("Huber", new object[] { DefaultPeriod, 1.0 }, new object[] { new TSeries(), DefaultPeriod, 1.0 }),
("Cti", new object[] { DefaultPeriod }, new object[] { new TSeries(), DefaultPeriod })
};
private static readonly (string Name, object[] DirectParams, object[] EventParams)[] BarIndicators = new[]
@@ -121,10 +122,10 @@ public class EventingTests
return new TBar(
DateTime.Now,
baseValue,
baseValue + Math.Abs(GetRandomDouble(rng) * 10),
baseValue - Math.Abs(GetRandomDouble(rng) * 10),
baseValue + Math.abs(GetRandomDouble(rng) * 10),
baseValue - Math.abs(GetRandomDouble(rng) * 10),
baseValue + (GetRandomDouble(rng) * 5),
Math.Abs(GetRandomDouble(rng) * 1000),
Math.abs(GetRandomDouble(rng) * 1000),
true
);
}
@@ -150,7 +151,7 @@ public class EventingTests
}
bool areEqual = (double.IsNaN(directIndicator.Value) && double.IsNaN(eventIndicator.Value)) ||
Math.Abs(directIndicator.Value - eventIndicator.Value) < Tolerance;
Math.abs(directIndicator.Value - eventIndicator.Value) < Tolerance;
Assert.True(areEqual, $"Value indicator {indicatorName} failed: Expected {directIndicator.Value}, Actual {eventIndicator.Value}");
}
@@ -176,7 +177,7 @@ public class EventingTests
}
bool areEqual = (double.IsNaN(directIndicator.Value) && double.IsNaN(eventIndicator.Value)) ||
Math.Abs(directIndicator.Value - eventIndicator.Value) < Tolerance;
Math.abs(directIndicator.Value - eventIndicator.Value) < Tolerance;
Assert.True(areEqual, $"Bar indicator {indicatorName} failed: Expected {directIndicator.Value}, Actual {eventIndicator.Value}");
}