mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-24 05:28:05 +00:00
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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+51
-51
@@ -5,60 +5,60 @@ using QuanTAlib;
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namespace Pairs;
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public class SUB_Test
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{
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[Fact]
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public void SUBSeriesSeries_Test()
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{
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TSeries a = new() { 0, 1, 2, 3, 4, 5 };
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TSeries b = new() { 5, 4, 3, 2, 1, 1 };
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SUB_Series c = new(a, b);
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Assert.Equal(4, c.Last().v);
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}
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[Fact]
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public void SUBSeriesSeries_Test()
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{
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TSeries a = new() { 0, 1, 2, 3, 4, 5 };
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TSeries b = new() { 5, 4, 3, 2, 1, 1 };
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SUB_Series c = new(a, b);
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Assert.Equal(4, c.Last().v);
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}
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[Fact]
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public void SUBSeriesDouble_Test()
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{
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TSeries a = new() { 0, 1, 2, 3, 4, 15.0 };
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SUB_Series c = new(a, 10.0);
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Assert.Equal(5.0, c.Last().v);
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}
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[Fact]
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public void SUBSeriesDouble_Test()
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{
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TSeries a = new() { 0, 1, 2, 3, 4, 15.0 };
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SUB_Series c = new(a, 10.0);
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Assert.Equal(5.0, c.Last().v);
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}
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[Fact]
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public void SUBDoubleSeries_Test()
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{
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TSeries a = new() { 0, 1, 2, 3, 4, 15.0 };
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SUB_Series c = new(10.0, a);
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Assert.Equal(-5.0, c.Last().v);
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}
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[Fact]
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public void SUBDoubleSeries_Test()
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{
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TSeries a = new() { 0, 1, 2, 3, 4, 15.0 };
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SUB_Series c = new(10.0, a);
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Assert.Equal(-5.0, c.Last().v);
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}
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[Fact]
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public void SUBEventing_Test()
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{
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TSeries a = new() { 0, 1, 2, 3, 4, 5 };
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TSeries b = new() { 5, 4, 3, 2, 1, 0 };
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SUB_Series c = new(a, b);
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a.Add(7.0);
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b.Add(2);
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Assert.Equal(5.0, c.Last().v);
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}
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[Fact]
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public void SUBEventing_Test()
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{
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TSeries a = new() { 0, 1, 2, 3, 4, 5 };
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TSeries b = new() { 5, 4, 3, 2, 1, 0 };
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SUB_Series c = new(a, b);
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a.Add(7.0);
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b.Add(2);
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Assert.Equal(5.0, c.Last().v);
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}
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[Fact]
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public void SUBUpdatewDouble_Test()
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{
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TSeries a = new() { 0, 1, 2, 3, 4, 15 };
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double b = 10;
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SUB_Series c = new(a, b);
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a.Add(1, true);
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Assert.Equal(-9, c.Last().v);
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}
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[Fact]
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public void SUBUpdatewDouble_Test()
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{
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TSeries a = new() { 0, 1, 2, 3, 4, 15 };
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double b = 10;
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SUB_Series c = new(a, b);
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a.Add(1, true);
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Assert.Equal(-9, c.Last().v);
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}
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[Fact]
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public void SUBUpdating_Test()
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{
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TSeries a = new() { 0, 1, 2, 3, 4, 5 };
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TSeries b = new() { 5, 4, 3, 2, 1, 1 };
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SUB_Series c = new(a, b);
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a.Add(10, true);
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b.Add(0, true);
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Assert.Equal(10, c.Last().v);
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}
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[Fact]
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public void SUBUpdating_Test()
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{
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TSeries a = new() { 0, 1, 2, 3, 4, 5 };
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TSeries b = new() { 5, 4, 3, 2, 1, 1 };
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SUB_Series c = new(a, b);
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a.Add(10, true);
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b.Add(0, true);
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Assert.Equal(10, c.Last().v);
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}
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}
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