sdev, psdev, alphavantage

This commit is contained in:
Miha Kralj
2022-11-06 17:20:57 -08:00
parent 32615af18b
commit 28025fbdd3
28 changed files with 1860 additions and 2545 deletions
+33
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@@ -0,0 +1,33 @@
using Xunit;
using System;
using QuanTAlib;
namespace MovingAvg;
public class JMA_Test
{
[Fact]
public void Add_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
JMA_Series c = new(a, 3);
Assert.Equal(6, c.Count);
a.Add(5);
Assert.Equal(a.Count, c.Count);
a.Add(0, update: true);
Assert.Equal(a.Count, c.Count);
}
[Fact]
public void Edge_Test()
{
TSeries a = new() { double.NaN, double.Epsilon, double.PositiveInfinity, double.MaxValue };
JMA_Series c = new(a, 3);
Assert.Equal(a.Count, c.Count);
a.Add(double.NaN);
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
+2 -2
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@@ -9,7 +9,7 @@ public class PSDEV_Test
public void Add_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
SDEV_Series c = new(a, 3);
PSDEV_Series c = new(a, 3);
Assert.Equal(6, c.Count);
a.Add(5);
Assert.Equal(a.Count, c.Count);
@@ -21,7 +21,7 @@ public class PSDEV_Test
public void Edge_Test()
{
TSeries a = new() { double.NaN, double.Epsilon, double.PositiveInfinity, double.MaxValue };
SDEV_Series c = new(a, 3);
PSDEV_Series c = new(a, 3);
Assert.Equal(a.Count, c.Count);
a.Add(double.NaN);
Assert.Equal(a.Count, c.Count);
+2 -2
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@@ -9,7 +9,7 @@ public class SDEV_Test
public void Add_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
SSDEV_Series c = new(a, 3);
SDEV_Series c = new(a, 3);
Assert.Equal(6, c.Count);
a.Add(5);
Assert.Equal(a.Count, c.Count);
@@ -21,7 +21,7 @@ public class SDEV_Test
public void Edge_Test()
{
TSeries a = new() { double.NaN, double.Epsilon, double.PositiveInfinity, double.MaxValue };
SSDEV_Series c = new(a, 3);
SDEV_Series c = new(a, 3);
Assert.Equal(a.Count, c.Count);
a.Add(double.NaN);
Assert.Equal(a.Count, c.Count);
-10
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@@ -129,14 +129,4 @@ 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 SDEV()
{
SDEV_Series QL = new(this.bars.Close, this.period, false);
Core.StdDev(this.inclose, 0, this.bars.Count - 1, this.TALIB, out int outBegIdx, out _, this.period);
Assert.Equal(Math.Round(this.TALIB[this.TALIB.Length - outBegIdx - 1], 8), Math.Round(QL.Last().v, 8));
}
}