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Miha Kralj
2024-10-05 23:51:52 -07:00
parent b6ecf537cd
commit 2dd680e9ee
15 changed files with 1389 additions and 1267 deletions
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Tests/test_iTBar.cs
+46 -44
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@@ -1,58 +1,60 @@
using Xunit;
using System.Reflection;
using System.Diagnostics.CodeAnalysis;
namespace QuanTAlib
namespace QuanTAlib;
[SuppressMessage("Security", "SCS0005:Weak random number generator.", Justification = "Acceptable for tests")]
public class BarIndicatorTests
{
public class BarIndicatorTests
private readonly Random rnd;
private const int SeriesLen = 1000;
private const int Corrections = 100;
public BarIndicatorTests()
{
private readonly Random rnd;
private const int SeriesLen = 1000;
private const int Corrections = 100;
rnd = new Random((int)DateTime.Now.Ticks);
}
public BarIndicatorTests()
{
rnd = new Random((int)DateTime.Now.Ticks);
}
private static readonly iTValue[] indicators = new iTValue[]
{
private static readonly iTValue[] indicators = new iTValue[]
{
new Atr(period: 14),
};
};
[Theory]
[MemberData(nameof(GetIndicators))]
public void IndicatorIsNew(iTValue indicator)
[Theory]
[MemberData(nameof(GetIndicators))]
public void IndicatorIsNew(iTValue indicator)
{
var indicator1 = indicator;
var indicator2 = indicator;
MethodInfo calcMethod = indicator.GetType().GetMethod("Calc")!;
if (calcMethod == null)
{
var indicator1 = indicator;
var indicator2 = indicator;
MethodInfo calcMethod = indicator.GetType().GetMethod("Calc")!;
if (calcMethod == null)
{
throw new Exception($"Calc method not found for indicator type: {indicator.GetType().Name}");
}
for (int i = 0; i < SeriesLen; i++)
{
TBar item1 = new(Time: DateTime.Now, Open: rnd.Next(-100, 100), High: rnd.Next(-100, 100), Low: rnd.Next(-100, 100), Close: rnd.Next(-100, 100), Volume: rnd.Next(-1000, 1000), IsNew: true);
calcMethod.Invoke(indicator1, new object[] { item1 });
for (int j = 0; j < Corrections; j++)
{
item1 = new(Time: DateTime.Now, Open: rnd.Next(-100, 100), High: rnd.Next(-100, 100), Low: rnd.Next(-100, 100), Close: rnd.Next(-100, 100), Volume: rnd.Next(-1000, 1000), IsNew: false);
calcMethod.Invoke(indicator1, new object[] { item1 });
}
var item2 = new TBar (item1.Time, item1.Open, item1.High, item1.Low, item1.Close, item1.Volume , IsNew: true);
calcMethod.Invoke(indicator2, new object[] { item2 });
Assert.Equal(indicator1.Value, indicator2.Value);
}
throw new Exception($"Calc method not found for indicator type: {indicator.GetType().Name}");
}
public static IEnumerable<object[]> GetIndicators()
for (int i = 0; i < SeriesLen; i++)
{
return indicators.Select(indicator => new object[] { indicator });
TBar item1 = new(Time: DateTime.Now, Open: rnd.Next(-100, 100), High: rnd.Next(-100, 100), Low: rnd.Next(-100, 100), Close: rnd.Next(-100, 100), Volume: rnd.Next(-1000, 1000), IsNew: true);
calcMethod.Invoke(indicator1, new object[] { item1 });
for (int j = 0; j < Corrections; j++)
{
item1 = new(Time: DateTime.Now, Open: rnd.Next(-100, 100), High: rnd.Next(-100, 100), Low: rnd.Next(-100, 100), Close: rnd.Next(-100, 100), Volume: rnd.Next(-1000, 1000), IsNew: false);
calcMethod.Invoke(indicator1, new object[] { item1 });
}
var item2 = new TBar(item1.Time, item1.Open, item1.High, item1.Low, item1.Close, item1.Volume, IsNew: true);
calcMethod.Invoke(indicator2, new object[] { item2 });
Assert.Equal(indicator1.Value, indicator2.Value);
}
}
}
public static IEnumerable<object[]> GetIndicators()
{
return indicators.Select(indicator => new object[] { indicator });
}
}