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Miha Kralj
2024-10-08 17:58:02 -07:00
parent 00b5bf3242
commit 14ec3cd2b0
11 changed files with 204 additions and 156 deletions
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Tests/test_Tulip.cs
+13 -6
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@@ -1,15 +1,15 @@
using Xunit;
using Tulip;
using System.Diagnostics.CodeAnalysis;
using System.Security.Cryptography;
namespace QuanTAlib;
[SuppressMessage("Security", "SCS0005:Weak random number generator.", Justification = "Acceptable for tests")]
public class TulipTests
{
private readonly TBarSeries bars;
private readonly GbmFeed feed;
private readonly Random rnd;
private readonly RandomNumberGenerator rng;
private readonly double range;
private readonly int iterations;
private readonly double[] data;
@@ -18,9 +18,8 @@ public class TulipTests
public TulipTests()
{
rnd = new((int)DateTime.Now.Ticks);
rng = RandomNumberGenerator.Create();
feed = new(sigma: 0.5, mu: 0.0);
bars = new(feed);
range = 1e-9;
feed.Add(10000);
iterations = 3;
@@ -29,12 +28,20 @@ public class TulipTests
outdata = new double[data.Count()];
}
private int GetRandomNumber(int minValue, int maxValue)
{
byte[] randomBytes = new byte[4];
rng.GetBytes(randomBytes);
int randomInt = BitConverter.ToInt32(randomBytes, 0);
return Math.Abs(randomInt % (maxValue - minValue)) + minValue;
}
[Fact]
public void SMA()
{
for (int run = 0; run < iterations; run++)
{
int period = rnd.Next(50) + 5;
int period = GetRandomNumber(5, 55);
Sma ma = new(period);
TSeries QL = new();
foreach (TBar item in feed)
@@ -58,7 +65,7 @@ public class TulipTests
{
for (int run = 0; run < iterations; run++)
{
int period = rnd.Next(30) + 5;
int period = GetRandomNumber(5, 35);
Ema ma = new(period, useSma: false);
TSeries QL = new();
foreach (TBar item in feed)