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refactor structs to records, add new classes for financial calculations, implement EMA and SMA with circular buffer. Generate random financial data using GBM model. Also, test the SMA calculation with sample data.

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This commit is contained in:
Miha Kralj
2024-07-28 21:26:44 -07:00
parent ef534393db
commit 3455baaf6c
95 changed files with 8661 additions and 7012 deletions
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Tests/Pairs/DIV_Test.cs
+51 -51
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@@ -5,60 +5,60 @@ using QuanTAlib;
namespace Pairs;
public class DIV_Test
{
[Fact]
public void DIVSeriesSeries_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 15 };
TSeries b = new() { 5, 4, 3, 2, 1, 3 };
DIV_Series c = new(a, b);
Assert.Equal(5, c.Last().v);
}
[Fact]
public void DIVSeriesSeries_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 15 };
TSeries b = new() { 5, 4, 3, 2, 1, 3 };
DIV_Series c = new(a, b);
Assert.Equal(5, c.Last().v);
}
[Fact]
public void DIVSeriesDouble_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 15.0 };
DIV_Series c = new(a, 0);
Assert.Equal(double.PositiveInfinity, c.Last().v);
}
[Fact]
public void DIVSeriesDouble_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 15.0 };
DIV_Series c = new(a, 0);
Assert.Equal(double.PositiveInfinity, c.Last().v);
}
[Fact]
public void DIVDoubleSeries_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 3.0 };
DIV_Series c = new(12.0, a);
Assert.Equal(4.0, c.Last().v);
}
[Fact]
public void DIVDoubleSeries_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 3.0 };
DIV_Series c = new(12.0, a);
Assert.Equal(4.0, c.Last().v);
}
[Fact]
public void DIVEventing_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
TSeries b = new() { 5, 4, 3, 2, 1, 0 };
DIV_Series c = new(a, b);
a.Add(12.0);
b.Add(2);
Assert.Equal(6.0, c.Last().v);
}
[Fact]
public void DIVEventing_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
TSeries b = new() { 5, 4, 3, 2, 1, 0 };
DIV_Series c = new(a, b);
a.Add(12.0);
b.Add(2);
Assert.Equal(6.0, c.Last().v);
}
[Fact]
public void DIVUpdatewDouble_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 15 };
double b = 2;
DIV_Series c = new(a, b);
a.Add(10, true);
Assert.Equal(5, c.Last().v);
}
[Fact]
public void DIVUpdatewDouble_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 15 };
double b = 2;
DIV_Series c = new(a, b);
a.Add(10, true);
Assert.Equal(5, c.Last().v);
}
[Fact]
public void DIVUpdating_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
TSeries b = new() { 5, 4, 3, 2, 1, 1 };
DIV_Series c = new(a, b);
a.Add(10, true);
b.Add(2, true);
Assert.Equal(5, c.Last().v);
}
[Fact]
public void DIVUpdating_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
TSeries b = new() { 5, 4, 3, 2, 1, 1 };
DIV_Series c = new(a, b);
a.Add(10, true);
b.Add(2, true);
Assert.Equal(5, c.Last().v);
}
}