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tests

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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_skender.stock.cs
+26 -20
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@@ -1,16 +1,15 @@
using Xunit;
using Skender.Stock.Indicators;
using System.Diagnostics.CodeAnalysis;
using System.Security.Cryptography;
namespace QuanTAlib;
[SuppressMessage("Security", "SCS0005:Weak random number generator.", Justification = "Acceptable for tests")]
public class SkenderTests
{
private readonly TBarSeries bars;
private readonly GbmFeed feed;
private readonly Random rnd;
private readonly RandomNumberGenerator rng;
private readonly double range;
private int period;
private readonly int iterations = 3; // Initialized directly at declaration
@@ -18,7 +17,7 @@ public class SkenderTests
public SkenderTests()
{
rnd = new((int)DateTime.Now.Ticks);
rng = RandomNumberGenerator.Create();
feed = new(sigma: 0.5, mu: 0.0);
bars = new(feed);
range = 1e-9;
@@ -34,12 +33,20 @@ public class SkenderTests
});
}
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++)
{
period = rnd.Next(50) + 5;
period = GetRandomNumber(5, 55);
Sma ma = new(period);
TSeries QL = new();
foreach (TBar item in feed)
@@ -58,7 +65,7 @@ public class SkenderTests
{
for (int run = 0; run < iterations; run++)
{
period = rnd.Next(50) + 5;
period = GetRandomNumber(5, 55);
Ema ma = new(period, useSma: true);
TSeries QL = new();
foreach (TBar item in feed)
@@ -77,7 +84,7 @@ public class SkenderTests
{
for (int run = 0; run < iterations; run++)
{
period = rnd.Next(50) + 5;
period = GetRandomNumber(5, 55);
Ema ma = new(period, useSma: false);
TSeries QL = new();
foreach (TBar item in feed)
@@ -96,7 +103,7 @@ public class SkenderTests
{
for (int run = 0; run < iterations; run++)
{
period = rnd.Next(50) + 5;
period = GetRandomNumber(5, 55);
Dema ma = new(period);
TSeries QL = new();
foreach (TBar item in feed)
@@ -115,7 +122,7 @@ public class SkenderTests
{
for (int run = 0; run < iterations; run++)
{
period = rnd.Next(50) + 5;
period = GetRandomNumber(5, 55);
Tema ma = new(period);
TSeries QL = new();
foreach (TBar item in feed)
@@ -134,7 +141,7 @@ public class SkenderTests
{
for (int run = 0; run < iterations; run++)
{
period = rnd.Next(50) + 5;
period = GetRandomNumber(5, 55);
double[] kernel = Enumerable.Repeat(1.0, period).ToArray();
Convolution ma = new(kernel);
TSeries QL = new();
@@ -154,7 +161,7 @@ public class SkenderTests
{
for (int run = 0; run < iterations; run++)
{
period = rnd.Next(50) + 5;
period = GetRandomNumber(5, 55);
Wma ma = new(period);
TSeries QL = new();
foreach (TBar item in feed)
@@ -173,7 +180,7 @@ public class SkenderTests
{
for (int run = 0; run < iterations; run++)
{
period = rnd.Next(50) + 5;
period = GetRandomNumber(5, 55);
Hma ma = new(period);
TSeries QL = new();
foreach (TBar item in feed)
@@ -192,7 +199,7 @@ public class SkenderTests
{
for (int run = 0; run < iterations; run++)
{
period = rnd.Next(50) + 5;
period = GetRandomNumber(5, 55);
Epma ma = new(period);
TSeries QL = new();
foreach (TBar item in feed)
@@ -211,7 +218,7 @@ public class SkenderTests
{
for (int run = 0; run < iterations; run++)
{
period = rnd.Next(50) + 5;
period = GetRandomNumber(5, 55);
Alma ma = new(period, offset: 0.85, sigma: 6);
TSeries QL = new();
foreach (TBar item in feed)
@@ -230,7 +237,7 @@ public class SkenderTests
{
for (int run = 0; run < iterations; run++)
{
period = rnd.Next(50) + 5;
period = GetRandomNumber(5, 55);
T3 ma = new(period, vfactor: 0.7, useSma: false);
TSeries QL = new();
foreach (TBar item in feed)
@@ -249,7 +256,7 @@ public class SkenderTests
{
for (int run = 0; run < iterations; run++)
{
period = rnd.Next(50) + 5;
period = GetRandomNumber(5, 55);
Smma ma = new(period);
TSeries QL = new();
foreach (TBar item in feed)
@@ -268,7 +275,7 @@ public class SkenderTests
{
for (int run = 0; run < iterations; run++)
{
period = rnd.Next(50) + 5;
period = GetRandomNumber(5, 55);
Kama ma = new(period);
TSeries QL = new();
foreach (TBar item in feed)
@@ -307,7 +314,7 @@ public class SkenderTests
{
for (int run = 0; run < iterations; run++)
{
period = rnd.Next(50) + 5;
period = GetRandomNumber(5, 55);
Mgdi ma = new(period: period);
TSeries QL = new();
foreach (TBar item in feed)
@@ -328,7 +335,7 @@ public class SkenderTests
{
for (int run = 0; run < iterations; run++)
{
period = rnd.Next(50) + 5;
period = GetRandomNumber(5, 55);
Atr ma = new(period: period);
TSeries QL = new();
foreach (TBar item in bars) { QL.Add(ma.Calc(item)); }
@@ -342,5 +349,4 @@ public class SkenderTests
}
}
}
}