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Update main_automation.yml
Update main_automation.yml
Update main_automation.yml
Update main_automation.yml
more tests
This commit is contained in:
Miha Kralj
2022-11-07 21:01:49 -08:00
parent 2137a10772
commit 124cd2d00d
3 changed files with 126 additions and 13 deletions
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.github/workflows/main_automation.yml
+1 -8
View File
@@ -87,16 +87,9 @@ jobs:
title: "Latest Build"
files: /Quantower/Settings/Scripts/Indicators/QuanTAlib/*.dll
- name: Push package to github
if: ${{ github.ref == 'refs/heads/main' }}
run: dotnet nuget push '.\Source\bin\Release\QuanTAlib.*.nupkg'
--api-key ${{ secrets.GITHUB_TOKEN }}
--source https://nuget.pkg.github.com/mihakralj/index.json
--skip-duplicate
- name: Push package to nuget.org
if: ${{ github.ref == 'refs/heads/main' }}
run: dotnet nuget push '.\Source\bin\Release\QuanTAlib.*.nupkg'
--api-key ${{ secrets.NUGET_DEPLOY_KEY_QUANTLIB }}
--source https://api.nuget.org/v3/index.json
--skip-duplicate
--skip-duplicate
Tests/Validations/Skender_Stock.cs
+72
View File
@@ -136,6 +136,15 @@ public class Skender_Stock
}
[Fact]
public void HMA()
{
HMA_Series QL = new(this.bars.Close, this.period, useNaN: false);
var SK = this.quotes.GetHma(this.period);
Assert.Equal(Math.Round((double)SK.Last().Hma!, 8), Math.Round(QL.Last().v, 8));
}
[Fact]
public void SMMA()
{
SMMA_Series QL = new(this.bars.Close, this.period, useNaN: false);
@@ -172,6 +181,15 @@ public class Skender_Stock
}
[Fact]
public void SDEV()
{
SDEV_Series QL = new(this.bars.Close, this.period, useNaN: false);
var SK = this.quotes.GetStdDev(this.period);
Assert.Equal(Math.Round((double)SK.Last().StdDev!, 8), Math.Round(QL.Last().v, 8));
}
[Fact]
public void LINREG()
{
LINREG_Series QL = new(this.bars.Close, this.period, useNaN: false);
@@ -182,4 +200,58 @@ public class Skender_Stock
Assert.Equal(Math.Round((double)SK.Last().RSquared!, 8), Math.Round(QL.RSquared.Last().v, 8));
Assert.Equal(Math.Round((double)SK.Last().StdDev!, 8), Math.Round(QL.StdDev.Last().v, 8));
}
[Fact]
public void TR()
{
TR_Series QL = new(this.bars, useNaN: false);
var SK = this.quotes.GetTr();
Assert.Equal(Math.Round((double)SK.Last().Tr!, 8), Math.Round(QL.Last().v, 8));
}
[Fact]
public void HL2()
{
TSeries QL = this.bars.HL2;
var SK = this.quotes.GetBaseQuote(CandlePart.HL2);
Assert.Equal(Math.Round((double)SK.Last().Value!, 8), Math.Round(QL.Last().v, 8));
}
[Fact]
public void OC2()
{
TSeries QL = this.bars.OC2;
var SK = this.quotes.GetBaseQuote(CandlePart.OC2);
Assert.Equal(Math.Round((double)SK.Last().Value!, 8), Math.Round(QL.Last().v, 8));
}
[Fact]
public void HLC3()
{
TSeries QL = this.bars.HLC3;
var SK = this.quotes.GetBaseQuote(CandlePart.HLC3);
Assert.Equal(Math.Round((double)SK.Last().Value!, 8), Math.Round(QL.Last().v, 8));
}
[Fact]
public void OHL3()
{
TSeries QL = this.bars.OHL3;
var SK = this.quotes.GetBaseQuote(CandlePart.OHL3);
Assert.Equal(Math.Round((double)SK.Last().Value!, 8), Math.Round(QL.Last().v, 8));
}
[Fact]
public void OHLC4()
{
TSeries QL = this.bars.OHLC4;
var SK = this.quotes.GetBaseQuote(CandlePart.OHLC4);
Assert.Equal(Math.Round((double)SK.Last().Value!, 8), Math.Round(QL.Last().v, 8));
}
}
Tests/Validations/TA_LIB.cs
+53 -5
View File
@@ -10,6 +10,7 @@ public class TA_LIB
private readonly Random rnd = new();
private readonly int period;
private readonly double[] TALIB;
private readonly double[] inopen;
private readonly double[] inhigh;
private readonly double[] inlow;
private readonly double[] inclose;
@@ -20,6 +21,7 @@ public class TA_LIB
this.bars = new(1000);
this.period = this.rnd.Next(28) + 3;
this.TALIB = new double[this.bars.Count];
this.inopen = this.bars.Open.v.ToArray();
this.inhigh = this.bars.High.v.ToArray();
this.inlow = this.bars.Low.v.ToArray();
this.inclose = this.bars.Close.v.ToArray();
@@ -145,13 +147,59 @@ public class TA_LIB
Assert.Equal(Math.Round(this.TALIB[this.TALIB.Length - outBegIdx - 1], 8), Math.Round(QL.Last().v, 8));
}
[Fact]
public void TR()
{
TR_Series QL = new(this.bars, false);
Core.TRange(this.inhigh, this.inlow, this.inclose, 0, this.bars.Count - 1, this.TALIB, out int outBegIdx, out _);
Assert.Equal(Math.Round(this.TALIB[this.TALIB.Length - outBegIdx - 1], 8), Math.Round(QL.Last().v, 8));
}
[Fact]
public void MACD()
{
double[] macdSignal = new double[this.bars.Count];
double[] macdHist = new double[this.bars.Count];
MACD_Series QL = new(this.bars.Close, slow: 26, fast: 12, signal: 9, false);
Core.Macd(this.inclose, 0, this.bars.Count - 1, outMacd: this.TALIB, outMacdSignal: macdSignal, outMacdHist: macdHist, out int outBegIdx, out _);
Assert.Equal(Math.Round(this.TALIB[this.TALIB.Length - outBegIdx - 1], 8), Math.Round(QL.Last().v, 8));
double[] macdSignal = new double[this.bars.Count];
double[] macdHist = new double[this.bars.Count];
MACD_Series QL = new(this.bars.Close, slow: 26, fast: 12, signal: 9, false);
Core.Macd(this.inclose, 0, this.bars.Count - 1, outMacd: this.TALIB, outMacdSignal: macdSignal, outMacdHist: macdHist, out int outBegIdx, out _);
Assert.Equal(Math.Round(this.TALIB[this.TALIB.Length - outBegIdx - 1], 8), Math.Round(QL.Last().v, 8));
}
[Fact]
public void HL2()
{
TSeries QL = this.bars.HL2;
Core.MedPrice(this.inhigh, this.inlow, 0, this.bars.Count - 1, this.TALIB, out int outBegIdx, out _);
Assert.Equal(Math.Round(this.TALIB[this.TALIB.Length - outBegIdx - 1], 8), Math.Round(QL.Last().v, 8));
}
[Fact]
public void HLC3()
{
TSeries QL = this.bars.HLC3;
Core.TypPrice(this.inhigh, this.inlow, this.inclose, 0, this.bars.Count - 1, this.TALIB, out int outBegIdx, out _);
Assert.Equal(Math.Round(this.TALIB[this.TALIB.Length - outBegIdx - 1], 8), Math.Round(QL.Last().v, 8));
}
[Fact]
public void OHLC4()
{
TSeries QL = this.bars.OHLC4;
Core.AvgPrice(this.inopen, this.inhigh, this.inlow, this.inclose, 0, this.bars.Count - 1, this.TALIB, out int outBegIdx, out _);
Assert.Equal(Math.Round(this.TALIB[this.TALIB.Length - outBegIdx - 1], 8), Math.Round(QL.Last().v, 8));
}
[Fact]
public void HLCC4()
{
TSeries QL = this.bars.HLCC4;
Core.WclPrice( this.inhigh, this.inlow, this.inclose, 0, this.bars.Count - 1, this.TALIB, out int outBegIdx, out _);
Assert.Equal(Math.Round(this.TALIB[this.TALIB.Length - outBegIdx - 1], 8), Math.Round(QL.Last().v, 8));
}
}