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.

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
+51 -51
View File
@@ -5,60 +5,60 @@ using QuanTAlib;
namespace Pairs;
public class SUB_Test
{
[Fact]
public void SUBSeriesSeries_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
TSeries b = new() { 5, 4, 3, 2, 1, 1 };
SUB_Series c = new(a, b);
Assert.Equal(4, c.Last().v);
}
[Fact]
public void SUBSeriesSeries_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
TSeries b = new() { 5, 4, 3, 2, 1, 1 };
SUB_Series c = new(a, b);
Assert.Equal(4, c.Last().v);
}
[Fact]
public void SUBSeriesDouble_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 15.0 };
SUB_Series c = new(a, 10.0);
Assert.Equal(5.0, c.Last().v);
}
[Fact]
public void SUBSeriesDouble_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 15.0 };
SUB_Series c = new(a, 10.0);
Assert.Equal(5.0, c.Last().v);
}
[Fact]
public void SUBDoubleSeries_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 15.0 };
SUB_Series c = new(10.0, a);
Assert.Equal(-5.0, c.Last().v);
}
[Fact]
public void SUBDoubleSeries_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 15.0 };
SUB_Series c = new(10.0, a);
Assert.Equal(-5.0, c.Last().v);
}
[Fact]
public void SUBEventing_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
TSeries b = new() { 5, 4, 3, 2, 1, 0 };
SUB_Series c = new(a, b);
a.Add(7.0);
b.Add(2);
Assert.Equal(5.0, c.Last().v);
}
[Fact]
public void SUBEventing_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
TSeries b = new() { 5, 4, 3, 2, 1, 0 };
SUB_Series c = new(a, b);
a.Add(7.0);
b.Add(2);
Assert.Equal(5.0, c.Last().v);
}
[Fact]
public void SUBUpdatewDouble_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 15 };
double b = 10;
SUB_Series c = new(a, b);
a.Add(1, true);
Assert.Equal(-9, c.Last().v);
}
[Fact]
public void SUBUpdatewDouble_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 15 };
double b = 10;
SUB_Series c = new(a, b);
a.Add(1, true);
Assert.Equal(-9, c.Last().v);
}
[Fact]
public void SUBUpdating_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
TSeries b = new() { 5, 4, 3, 2, 1, 1 };
SUB_Series c = new(a, b);
a.Add(10, true);
b.Add(0, true);
Assert.Equal(10, c.Last().v);
}
[Fact]
public void SUBUpdating_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
TSeries b = new() { 5, 4, 3, 2, 1, 1 };
SUB_Series c = new(a, b);
a.Add(10, true);
b.Add(0, true);
Assert.Equal(10, c.Last().v);
}
}