gavindiaz/QuanTAlib
1
0
Fork 0
mirror of https://github.com/mihakralj/QuanTAlib.git synced 2026-08-02 19:37:43 +00:00
Code Issues Packages Projects Releases Wiki Activity

Compatibility with TALIB

Browse Source
This commit is contained in:
Miha Kralj
2022-11-22 17:58:46 -08:00
parent ae168ee345
commit 38d0c08b4e
9 changed files with 645 additions and 120 deletions
Download Patch File Download Diff File Expand all files Collapse all files
Source/Feeds/GBM_Feed.cs
+10 -8
View File
@@ -22,10 +22,12 @@ public class GBM_Feed : TBars
{
private double seed;
readonly double drift, volatility;
public GBM_Feed(int Bars = 252, double Volatility = 1.0, double Drift = 0.05, double Seed = 100.0) {
readonly int precision;
public GBM_Feed(int Bars = 252, double Volatility = 1.0, double Drift = 0.05, double Seed = 100.0, int Precision = 2) {
this.seed = Seed;
volatility = Volatility*0.01;
drift = Drift*0.01;
precision = Precision;
for (int i = 0; i <Bars; i++) {
DateTime Timestamp = DateTime.Today.AddDays(i - Bars);
this.Add(Timestamp);
@@ -33,28 +35,28 @@ public class GBM_Feed : TBars
}
public void Add(DateTime timestamp, bool update = false) {
double Open = GBM_value(seed, volatility*volatility, drift);
double Close = GBM_value(Open, volatility, drift);
double Open = GBM_value(seed, volatility*volatility, drift, precision);
double Close = GBM_value(Open, volatility, drift, precision);
double OCMax = Math.Max(Open,Close);
double High = (GBM_value(seed, volatility*0.5, 0));
double High = (GBM_value(seed, volatility*0.5, 0, precision));
High = (High<OCMax)? (2 * OCMax) - High : High;
double OCMin = Math.Min(Open,Close);
double Low = (GBM_value(seed, volatility*0.5, 0));
double Low = (GBM_value(seed, volatility*0.5, 0, precision));
Low = (Low>OCMin)? (2 * OCMin) - Low : Low;
double Volume = GBM_value(seed*10, volatility*2, Drift:0);
double Volume = GBM_value(seed*10, volatility*2, Drift:0, precision: 1);
base.Add((timestamp, Open, High, Low, Close, Volume), update);
seed = Close;
}
private static double GBM_value (double Seed, double Volatility, double Drift) {
private static double GBM_value(double Seed, double Volatility, double Drift, int precision) {
Random rnd = new();
double U1 = 1.0-rnd.NextDouble();
double U2 = 1.0-rnd.NextDouble();
double Z = Math.Sqrt(-2.0 * Math.Log(U1)) * Math.Sin(2.0 * Math.PI * U2);
return Seed * Math.Exp( Drift - (Volatility*Volatility*0.5) + (Volatility * Z));
return Math.Round(Seed * Math.Exp( Drift - (Volatility*Volatility*0.5) + (Volatility * Z)), digits: precision);
}
}
Source/Trends/DEMA_Series.cs
+33 -18
View File
@@ -1,6 +1,7 @@
namespace QuanTAlib;
using System;
using System.Linq;
using System.Runtime.CompilerServices;
/* <summary>
DEMA: Double Exponential Moving Average
@@ -18,15 +19,15 @@ Remark:
public class DEMA_Series : Single_TSeries_Indicator
{
private readonly System.Collections.Generic.List<double> _buffer = new();
private readonly double _k, _k1m;
private readonly System.Collections.Generic.List<double> _buffer1 = new();
private readonly System.Collections.Generic.List<double> _buffer2 = new();
private readonly double _k;
private double _lastema1, _lastlastema1;
private double _lastema2, _lastlastema2;
public DEMA_Series(TSeries source, int period, bool useNaN = false) : base(source, period, useNaN)
{
this._k = 2.0 / (this._p + 1);
this._k1m = 1.0 - this._k;
_k = 2.0 / (_p + 1);
if (_data.Count > 0) { base.Add(_data); }
}
@@ -34,26 +35,40 @@ public class DEMA_Series : Single_TSeries_Indicator
{
if (update)
{
this._lastema1 = this._lastlastema1;
this._lastema2 = this._lastlastema2;
_lastema1 = _lastlastema1;
_lastema2 = _lastlastema2;
}
double _ema1, _ema2;
if (this.Count < this._p)
double _ema1, _ema2, _dema;
if (this.Count < _p)
{
Add_Replace_Trim(_buffer, TValue.v, _p, update);
double _sma = _buffer.Average();
Add_Replace_Trim(_buffer1, TValue.v, _p, update);
_ema1 = 0;
for (int i=0; i<_buffer1.Count; i++) { _ema1 += _buffer1[i]; }
_ema1 /= _buffer1.Count;
_ema1 = _ema2 = _sma;
Add_Replace_Trim(_buffer2, _ema1, _p, update);
_ema2 = 0;
for (int i = 0; i < _buffer2.Count; i++) { _ema2 += _buffer2[i]; }
_ema2 /= _buffer2.Count;
}
else
else if(this.Count < (2*_p - 1)) // second _p
{
_ema1 = (TValue.v * this._k) + (this._lastema1 * this._k1m);
_ema2 = (_ema1 * this._k) + (this._lastema2 * this._k1m);
}
_ema1 = (TValue.v - _lastema1) * _k + _lastema1;
Add_Replace_Trim(_buffer2, _ema1, _p, update);
_ema2 = 0;
for (int i = 0; i < _buffer2.Count; i++) { _ema2 += _buffer2[i]; }
_ema2 /= _buffer2.Count;
}
else // all others
{
_ema1 = (TValue.v - _lastema1) * _k + _lastema1;
_ema2 = (_ema1 - _lastema2) * _k + _lastema2;
}
_dema = 2*_ema1 - _ema2;
double _dema = (2 * _ema1) - _ema2;
this._lastlastema1 = this._lastema1;
this._lastlastema2 = this._lastema2;
this._lastema1 = _ema1;
@@ -61,4 +76,4 @@ public class DEMA_Series : Single_TSeries_Indicator
base.Add((TValue.t, _dema), update, _NaN);
}
}
}
Source/Trends/EMA_Series.cs
+3 -1
View File
@@ -42,7 +42,9 @@ public class EMA_Series : Single_TSeries_Indicator
if (this.Count < this._p)
{
Add_Replace(_buffer, TValue.v, update);
_ema = _buffer.Average();
_ema = 0;
for (int i = 0; i < _buffer.Count; i++) { _ema += _buffer[i]; }
_ema /= _buffer.Count;
}
else
{
Source/Trends/SMA_Series.cs
+3 -1
View File
@@ -28,7 +28,9 @@ public class SMA_Series : Single_TSeries_Indicator
public override void Add((System.DateTime t, double v) TValue, bool update)
{
Add_Replace_Trim(_buffer, TValue.v, _p, update);
double _sma = _buffer.Sum() / _buffer.Count;
double _sma = 0;
for (int i=0; i<_buffer.Count; i++) { _sma+= _buffer[i]; }
_sma /= _buffer.Count;
base.Add((TValue.t, _sma), update, _NaN);
}
Source/Volatility/ADOSC_Series.cs
+43 -1
View File
@@ -13,6 +13,47 @@ Sources:
</summary> */
public class ADOSC_Series : Single_TBars_Indicator
{
private readonly double _k1, _k2;
private double _lastema1, _lastlastema1, _lastema2, _lastlastema2;
private double _lastadl, _lastlastadl;
public ADOSC_Series(TBars source, bool useNaN = false) : base(source, period: 0, useNaN)
{
_k1 = 2.0 / (3 + 1);
_k2 = 2.0 / (10 + 1);
_lastadl = _lastlastadl = _lastema1 = _lastlastema1 = _lastema2 = _lastlastema2 = 0;
if (_bars.Count > 0) { base.Add(_bars); }
}
public override void Add((DateTime t, double o, double h, double l, double c, double v) TBar, bool update)
{
if (update) {
_lastadl = _lastlastadl;
_lastema1 = _lastlastema1;
_lastema2 = _lastlastema2;
}
double _adl = 0;
double tmp = TBar.h - TBar.l;
if (tmp > 0.0) { _adl = _lastadl + ((2 * TBar.c - TBar.l - TBar.h) / tmp * TBar.v); }
if (this.Count == 0) { _lastema1 = _lastema2 = _adl; }
double _ema1 = (_adl - _lastema1) * _k1 + _lastema1;
double _ema2 = (_adl - _lastema2) * _k2 + _lastema2;
_lastlastadl = _lastadl; _lastadl = _adl;
_lastlastema1 = _lastema1; _lastema1 = _ema1;
_lastlastema2 = _lastema2; _lastema2 = _ema2;
double _adosc = _ema1 - _ema2;
base.Add((TBar.t, _adosc), update, _NaN);
}
}
/*
public class ADOSC_Series : Single_TBars_Indicator
{
private readonly ADL_Series _TSadl;
@@ -42,4 +83,5 @@ public class ADOSC_Series : Single_TBars_Indicator
var result = (TBar.t, _ado);
base.Add(result, update);
}
}
}
*/
Tests/Validations/Pandas_TA.cs
+204 -53
View File
@@ -53,151 +53,302 @@ public class PandasTA : IDisposable
[Fact] void ADL() {
ADL_Series QL = new(bars);
var pta = df.ta.ad(high: df.high, low: df.low, close:df.close, volume:df.volume);
Assert.Equal(Math.Round((double)pta.tail(1), digits: digits), Math.Round(QL.Last().v, digits: digits));
for (int i = QL.Length; i > 0; i--)
{
double QL_item = Math.Round(QL[i-1].v, digits: digits);
double PanTA_item = Math.Round((double)pta[i-1], digits: digits);
Assert.Equal(PanTA_item, QL_item);
}
}
[Fact] void ADOSC() {
ADOSC_Series QL = new(bars);
var pta = df.ta.adosc(high: df.high, low: df.low, close: df.close, volume: df.volume);
Assert.Equal(Math.Round((double)pta.tail(1), digits: digits), Math.Round(QL.Last().v, digits: digits));
}
for (int i = QL.Length; i > 0; i--)
{
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
double PanTA_item = Math.Round((double)pta[i - 1], digits: digits);
Assert.Equal(PanTA_item, QL_item);
}
}
[Fact] void ATR() {
ATR_Series QL = new(bars, period);
var pta = df.ta.atr(high: df.high, low: df.low, close: df.close, length: period);
Assert.Equal(Math.Round((double)pta.tail(1), digits: digits), Math.Round(QL.Last().v, digits: digits));
}
for (int i = QL.Length; i > 0; i--)
{
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
double PanTA_item = Math.Round((double)pta[i - 1], digits: digits);
Assert.Equal(PanTA_item, QL_item);
}
}
[Fact] void BIAS() {
BIAS_Series QL = new(bars.Close, period, false);
var pta = df.ta.bias(close: df.close, length: period);
Assert.Equal(Math.Round((double)pta.tail(1), digits: digits), Math.Round(QL.Last().v, digits: digits));
}
for (int i = QL.Length; i > period-1; i--)
{
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
double PanTA_item = Math.Round((double)pta[i - 1], digits: digits);
Assert.Equal(PanTA_item, QL_item);
}
}
[Fact] void DEMA() {
DEMA_Series QL = new(bars.Close, period, false);
var pta = df.ta.dema(close: df.close, length: period);
Assert.Equal(Math.Round((double)pta.tail(1), digits: digits), Math.Round(QL.Last().v, digits: digits));
}
for (int i = QL.Length; i > period-1; i--)
{
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
double PanTA_item = Math.Round((double)pta[i - 1], digits: digits);
Assert.Equal(PanTA_item, QL_item);
}
}
[Fact] void EMA() {
EMA_Series QL = new(bars.Close, period, false);
var pta = df.ta.ema(close: df.close, length: period);
Assert.Equal(Math.Round((double)pta.tail(1), digits: digits), Math.Round(QL.Last().v, digits: digits));
}
for (int i = QL.Length; i > period-1; i--)
{
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
double PanTA_item = Math.Round((double)pta[i - 1], digits: digits);
Assert.Equal(PanTA_item, QL_item);
}
}
[Fact] void ENTROPY() {
ENTROPY_Series QL = new(bars.Close, period, useNaN: false);
var pta = df.ta.entropy(close: df.close, length: period);
Assert.Equal(Math.Round((double)pta.tail(1), digits: digits), Math.Round(QL.Last().v, digits: digits));
}
for (int i = QL.Length; i > period+1; i--)
{
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
double PanTA_item = Math.Round((double)pta[i - 1], digits: digits);
Assert.Equal(PanTA_item, QL_item);
}
}
[Fact] void HL2() {
var pta = df.ta.hl2(high: df.high, low: df.low);
Assert.Equal(Math.Round((double)pta.tail(1), digits: digits), Math.Round(bars.HL2.Last().v, digits: digits));
for (int i = bars.HL2.Length; i > 0; i--)
{
double QL_item = Math.Round(bars.HL2[i - 1].v, digits: digits);
double PanTA_item = Math.Round((double)pta[i - 1], digits: digits);
Assert.Equal(PanTA_item, QL_item);
}
}
[Fact] void HLC3() {
var pta = df.ta.hlc3(high: df.high, low: df.low, close: df.close);
Assert.Equal(Math.Round((double)pta.tail(1), digits: digits), Math.Round(bars.HLC3.Last().v, digits: digits));
}
for (int i = bars.HLC3.Length; i > 0; i--)
{
double QL_item = Math.Round(bars.HLC3[i - 1].v, digits: digits);
double PanTA_item = Math.Round((double)pta[i - 1], digits: digits);
Assert.Equal(PanTA_item, QL_item);
}
}
[Fact] void HMA() {
HMA_Series QL = new(bars.Close, period, false);
var pta = df.ta.hma(close: df.close, length: period);
Assert.Equal(Math.Round((double)pta.tail(1), digits: digits), Math.Round(QL.Last().v, digits: digits));
for (int i = QL.Length; i > period+1; i--)
{
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
double PanTA_item = Math.Round((double)pta[i - 1], digits: digits);
Assert.Equal(PanTA_item, QL_item);
}
}
[Fact] void KAMA() {
KAMA_Series QL = new(bars.Close, period);
var pta = df.ta.kama(close: df.close, length: period);
Assert.Equal(Math.Round((double)pta.tail(1), digits: digits), Math.Round(QL.Last().v, digits: digits));
for (int i = QL.Length; i > 0; i--)
{
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
double PanTA_item = Math.Round((double)pta[i - 1], digits: digits);
Assert.Equal(PanTA_item, QL_item);
}
}
[Fact] void KURTOSIS() {
KURTOSIS_Series QL = new(bars.Close, period, useNaN: false);
var pta = df.ta.kurtosis(close: df.close, length: period);
Assert.Equal(Math.Round((double)pta.tail(1), digits: digits), Math.Round(QL.Last().v, digits: digits));
}
for (int i = QL.Length; i > period+1; i--)
{
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
double PanTA_item = Math.Round((double)pta[i - 1], digits: digits);
Assert.Equal(PanTA_item, QL_item);
}
}
[Fact] void MAD()
{
MAD_Series QL = new(bars.Close, period, useNaN: false);
var pta = df.ta.mad(close: df.close, length: period);
Assert.Equal(Math.Round((double)pta.tail(1), digits: digits), Math.Round(QL.Last().v, digits: digits));
}
for (int i = QL.Length; i > period-1; i--)
{
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
double PanTA_item = Math.Round((double)pta[i - 1], digits: digits);
Assert.Equal(PanTA_item, QL_item);
}
}
[Fact] void MEDIAN() {
MEDIAN_Series QL = new(bars.Close, period);
var pta = df.ta.median(close: df.close, length: period);
Assert.Equal(Math.Round((double)pta.tail(1), digits: digits), Math.Round(QL.Last().v, digits: digits));
}
for (int i = QL.Length; i > period-1; i--)
{
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
double PanTA_item = Math.Round((double)pta[i - 1], digits: digits);
Assert.Equal(PanTA_item, QL_item);
}
}
[Fact] void OBV() {
OBV_Series QL = new(bars);
var pta = df.ta.obv(close: df.close, volume: df.volume);
Assert.Equal(Math.Round((double)pta.tail(1), digits: digits), Math.Round(QL.Last().v, digits: digits));
for (int i = QL.Length; i > 0; i--)
{
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
double PanTA_item = Math.Round((double)pta[i - 1], digits: digits);
Assert.Equal(PanTA_item, QL_item);
}
}
[Fact] void OHLC4() {
var pta = df.ta.ohlc4(open: df.open, high: df.high, low: df.low, close: df.close);
Assert.Equal(Math.Round((double)pta.tail(1), digits: digits), Math.Round(bars.OHLC4.Last().v, digits: digits));
for (int i = bars.OHLC4.Length; i > 0; i--)
{
double QL_item = Math.Round(bars.OHLC4[i - 1].v, digits: digits);
double PanTA_item = Math.Round((double)pta[i - 1], digits: digits);
Assert.Equal(PanTA_item, QL_item);
}
}
[Fact] void RMA() {
RMA_Series QL = new(bars.Close, period, false);
var pta = df.ta.rma(close: df.close, length: period);
Assert.Equal(Math.Round((double)pta.tail(1), digits: digits), Math.Round(QL.Last().v, digits: digits));
}
for (int i = QL.Length; i > 0; i--)
{
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
double PanTA_item = Math.Round((double)pta[i - 1], digits: digits);
Assert.Equal(PanTA_item, QL_item);
}
}
[Fact] void RSI() {
RSI_Series QL = new(bars.Close, period);
var pta = df.ta.rsi(close: df.close, length: period);
Assert.Equal(Math.Round((double)pta.tail(1), digits: digits), Math.Round(QL.Last().v, digits: digits));
}
for (int i = QL.Length; i > 0; i--)
{
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
double PanTA_item = Math.Round((double)pta[i - 1], digits: digits);
Assert.Equal(PanTA_item, QL_item);
}
}
[Fact] void SDEV() {
SDEV_Series QL = new(bars.Close, period, useNaN: false);
var pta = df.ta.stdev(close: df.close, length: period, ddof: 0);
Assert.Equal(Math.Round((double)pta.tail(1), digits: digits), Math.Round(QL.Last().v, digits: digits));
}
for (int i = QL.Length; i > period-1; i--)
{
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
double PanTA_item = Math.Round((double)pta[i - 1], digits: digits);
Assert.Equal(PanTA_item, QL_item);
}
}
[Fact] void SMA() {
SMA_Series QL = new(bars.Close, period, false);
var pta = df.ta.sma(close: df.close, length: period);
Assert.Equal(Math.Round((double)pta.tail(1), digits: digits), Math.Round(QL.Last().v, digits: digits));
}
for (int i = QL.Length; i > period-1; i--)
{
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
double PanTA_item = Math.Round((double)pta[i - 1], digits: digits);
Assert.Equal(PanTA_item, QL_item);
}
}
[Fact] void SSDEV() {
SSDEV_Series QL = new(bars.Close, period, useNaN: false);
var pta = df.ta.stdev(close: df.close, length: period, ddof: 1);
Assert.Equal(Math.Round((double)pta.tail(1), digits: digits), Math.Round(QL.Last().v, digits: digits));
}
for (int i = QL.Length; i > period-1; i--)
{
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
double PanTA_item = Math.Round((double)pta[i - 1], digits: digits);
Assert.Equal(PanTA_item, QL_item);
}
}
[Fact] void SVARIANCE() {
SVAR_Series QL = new(bars.Close, period);
var pta = df.ta.variance(close: df.close, length: period, ddof: 1);
Assert.Equal(Math.Round((double)pta.tail(1), digits: digits), Math.Round(QL.Last().v, digits: digits));
}
for (int i = QL.Length; i > 0; i--)
{
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
double PanTA_item = Math.Round((double)pta[i - 1], digits: digits);
Assert.Equal(PanTA_item, QL_item);
}
}
[Fact] void T3() {
T3_Series QL = new(source: bars.Close, period: period, vfactor: 0.7, useNaN: false);
var pta = df.ta.t3(close: df.close, length: period, a: 0.7);
Assert.Equal(Math.Round((double)pta.tail(1), digits: digits), Math.Round(QL.Last().v, digits: digits));
for (int i = QL.Length; i > 0; i--)
{
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
double PanTA_item = Math.Round((double)pta[i - 1], digits: digits);
Assert.Equal(PanTA_item, QL_item);
}
}
[Fact] void TEMA() {
TEMA_Series QL = new(bars.Close, period, false);
var pta = df.ta.tema(close: df.close, length: period);
Assert.Equal(Math.Round((double)pta.tail(1), digits: digits), Math.Round(QL.Last().v, digits: digits));
}
for (int i = QL.Length; i > period; i--)
{
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
double PanTA_item = Math.Round((double)pta[i - 1], digits: digits);
Assert.Equal(PanTA_item, QL_item);
}
}
[Fact] void TR() {
TR_Series QL = new(bars);
var pta = df.ta.true_range(high: df.high, low: df.low, close: df.close);
Assert.Equal(Math.Round((double)pta.tail(1), digits: digits), Math.Round(QL.Last().v, digits: digits));
}
for (int i = QL.Length; i > 1; i--)
{
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
double PanTA_item = Math.Round((double)pta[i - 1], digits: digits);
Assert.Equal(PanTA_item, QL_item);
}
}
[Fact] void TRIMA() {
// TODO: return length to variable length (period) when Pandas-TA fixes trima to calculate even periods right
TRIMA_Series QL = new(bars.Close, 11);
var pta = df.ta.trima(close: df.close, length: 11);
Assert.Equal(Math.Round((double)pta.tail(1), digits: digits), Math.Round(QL.Last().v, digits: digits));
}
for (int i = QL.Length; i > period-1; i--)
{
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
double PanTA_item = Math.Round((double)pta[i - 1], digits: digits);
Assert.Equal(PanTA_item, QL_item);
}
}
[Fact] void VARIANCE() {
VAR_Series QL = new(bars.Close, period);
var pta = df.ta.variance(close: df.close, length: period, ddof:0);
Assert.Equal(Math.Round((double)pta.tail(1), digits: digits), Math.Round(QL.Last().v, digits: digits));
}
for (int i = QL.Length; i > 0; i--)
{
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
double PanTA_item = Math.Round((double)pta[i - 1], digits: digits);
Assert.Equal(PanTA_item, QL_item);
}
}
[Fact] void WMA() {
WMA_Series QL = new(bars.Close, period, false);
var pta = df.ta.wma(close: df.close, length: period);
Assert.Equal(Math.Round((double)pta.tail(1), digits: digits), Math.Round(QL.Last().v, digits: digits));
}
for (int i = QL.Length; i > period-1; i--)
{
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
double PanTA_item = Math.Round((double)pta[i - 1], digits: digits);
Assert.Equal(PanTA_item, QL_item);
}
}
[Fact] void ZLEMA() {
ZLEMA_Series QL = new(bars.Close, period, false);
var pta = df.ta.zlma(close: df.close, length: period);
Assert.Equal(Math.Round((double)pta.tail(1), digits: digits), Math.Round(QL.Last().v, digits: digits));
}
for (int i = QL.Length; i > 0; i--)
{
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
double PanTA_item = Math.Round((double)pta[i - 1], digits: digits);
Assert.Equal(PanTA_item, QL_item);
}
}
[Fact] void ZSCORE() {
ZSCORE_Series QL = new(bars.Close, period, useNaN: false);
var pta = df.ta.zscore(close: df.close, length: period, ddof: 0);
Assert.Equal(Math.Round((double)pta.tail(1), digits: digits), Math.Round(QL.Last().v, digits: digits));
}
for (int i = QL.Length; i > period-1; i--)
{
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
double PanTA_item = Math.Round((double)pta[i - 1], digits: digits);
Assert.Equal(PanTA_item, QL_item);
}
}
}
Tests/Validations/Skender_Stock.cs
+4 -4
View File
@@ -11,9 +11,9 @@ public class Skender_Stock {
private readonly IEnumerable<Quote> quotes;
public Skender_Stock() {
bars = new(Bars: 10000, Volatility: 0.8, Drift: 0.0);
bars = new(Bars: 10000, Volatility: 0.5, Drift: 0.0, Precision: 2);
period = rnd.Next(30) + 5;
digits = 2; //minimizing rounding errors in type conversions
digits = 4; //minimizing rounding errors in type conversions
quotes = bars.Select(q => new Quote {
Date = q.t,
@@ -174,7 +174,7 @@ public class Skender_Stock {
// TODO: check precision of KAMA()
KAMA_Series QL = new(bars.Close, period, useNaN: false);
var SK = quotes.GetKama(period).Select(i => i.Kama.Null2NaN()!);
for (int i = QL.Length; i > 500; i--)
for (int i = QL.Length; i > 600; i--)
{
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
double SK_item = Math.Round(SK.ElementAt(i - 1), digits: digits);
@@ -355,7 +355,7 @@ public class Skender_Stock {
[Fact] public void TR() {
TR_Series QL = new(bars, useNaN: false);
var SK = quotes.GetTr().Select(i => i.Tr.Null2NaN()!);
for (int i = QL.Length; i > period; i--)
for (int i = QL.Length; i > 1; i--)
{
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
double SK_item = Math.Round(SK.ElementAt(i - 1), digits: digits);
Tests/Validations/TA_LIB.cs
+208 -34
View File
@@ -18,7 +18,7 @@ public class Ta_Lib
private readonly double[] involume;
public Ta_Lib() {
bars = new(Bars: 5000, Volatility: 0.8, Drift: 0.0);
bars = new(Bars: 5000, Volatility: 0.8, Drift: 0.0, Precision: 3);
period = rnd.Next(28) + 3;
digits = 6;
@@ -34,22 +34,42 @@ public class Ta_Lib
[Fact] public void ADD() {
ADD_Series QL = new(bars.Open, bars.Close);
Core.Add(inopen, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
for (int i = QL.Length - 1; i > outBegIdx; i--)
{
double QL_item = Math.Round(QL[i].v, digits: digits);
double TA_item = Math.Round(TALIB[i - outBegIdx], digits: digits);
Assert.Equal(TA_item!, QL_item);
}
}
[Fact] public void ADL() {
ADL_Series QL = new(bars, false);
Core.Ad(inhigh, inlow, inclose, involume, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
for (int i = QL.Length-1; i > 0; i--)
{
double QL_item = Math.Round(QL[i].v, digits: digits);
double TA_item = Math.Round(TALIB[i - outBegIdx], digits: digits);
Assert.Equal(TA_item!, QL_item);
}
}
[Fact] public void ADOSC() {
ADOSC_Series QL = new(bars, false);
Core.AdOsc(inhigh, inlow, inclose, involume, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
for (int i = QL.Length - 1; i > outBegIdx; i--)
{
double QL_item = Math.Round(QL[i].v, digits: digits);
double TA_item = Math.Round(TALIB[i - outBegIdx], digits: digits);
Assert.Equal(TA_item!, QL_item);
}
}
[Fact] public void ATR() {
ATR_Series QL = new(bars, period, false);
Core.Atr(inhigh, inlow, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
for (int i = QL.Length - 1; i > outBegIdx; i--)
{
double QL_item = Math.Round(QL[i].v, digits: digits);
double TA_item = Math.Round(TALIB[i - outBegIdx], digits: digits);
Assert.Equal(TA_item!, QL_item);
}
}
[Fact] public void BBANDS() {
double[] outMiddle = new double[bars.Count];
@@ -57,6 +77,18 @@ public class Ta_Lib
double[] outLower = new double[bars.Count];
BBANDS_Series QL = new(bars.Close, period: 26, multiplier: 2.0, false);
Core.Bbands(inclose, 0, bars.Count - 1, outRealUpperBand: outUpper, outRealMiddleBand: outMiddle, outRealLowerBand: outLower, out int outBegIdx, out _, optInTimePeriod: 26, optInNbDevUp: 2.0, optInNbDevDn: 2.0);
for (int i = QL.Length - 1; i > outBegIdx; i--)
{
double QL_item = Math.Round(QL.Upper[i].v, digits: digits);
double TA_item = Math.Round(outUpper[i - outBegIdx], digits: digits);
Assert.Equal(TA_item!, QL_item);
QL_item = Math.Round(QL.Mid[i].v, digits: digits);
TA_item = Math.Round(outMiddle[i - outBegIdx], digits: digits);
Assert.Equal(TA_item!, QL_item);
QL_item = Math.Round(QL.Lower[i].v, digits: digits);
TA_item = Math.Round(outLower[i - outBegIdx], digits: digits);
Assert.Equal(TA_item!, QL_item);
}
Assert.Equal(Math.Round(outUpper[outUpper.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Upper.Last().v, digits: digits));
Assert.Equal(Math.Round(outMiddle[outMiddle.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Mid.Last().v, digits: digits));
Assert.Equal(Math.Round(outLower[outLower.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Lower.Last().v, digits: digits));
@@ -64,145 +96,287 @@ public class Ta_Lib
[Fact] public void CCI() {
CCI_Series QL = new(bars, period, false);
Core.Cci(inhigh, inlow, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
for (int i = QL.Length - 1; i > outBegIdx; i--)
{
double QL_item = Math.Round(QL[i].v, digits: digits);
double TA_item = Math.Round(TALIB[i - outBegIdx], digits: digits);
Assert.Equal(TA_item!, QL_item);
}
}
[Fact] public void CORR() {
CORR_Series QL = new(bars.Open, bars.Close, period);
Core.Correl(inopen, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, optInTimePeriod: period);
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
for (int i = QL.Length - 1; i > outBegIdx; i--)
{
double QL_item = Math.Round(QL[i].v, digits: digits);
double TA_item = Math.Round(TALIB[i - outBegIdx], digits: digits);
Assert.Equal(TA_item!, QL_item);
}
}
[Fact] public void DEMA() {
DEMA_Series QL = new(bars.Close, period, false);
Core.Dema(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
for (int i = QL.Length - 1; i > outBegIdx; i--)
{
double QL_item = Math.Round(QL[i].v, digits: digits);
double TA_item = Math.Round(TALIB[i - outBegIdx], digits: digits);
Assert.Equal(TA_item!, QL_item);
}
}
[Fact] public void DIV() {
DIV_Series QL = new(bars.Open, bars.Close);
Core.Div(inopen, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
for (int i = QL.Length - 1; i > outBegIdx; i--)
{
double QL_item = Math.Round(QL[i].v, digits: digits);
double TA_item = Math.Round(TALIB[i - outBegIdx], digits: digits);
Assert.Equal(TA_item!, QL_item);
}
}
[Fact] public void EMA() {
EMA_Series QL = new(bars.Close, period, false);
Core.Ema(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
for (int i = QL.Length - 1; i > outBegIdx; i--)
{
double QL_item = Math.Round(QL[i].v, digits: digits);
double TA_item = Math.Round(TALIB[i - outBegIdx], digits: digits);
Assert.Equal(TA_item!, QL_item);
}
}
[Fact] public void HL2() {
TSeries QL = bars.HL2;
Core.MedPrice(inhigh, inlow, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
for (int i = QL.Length - 1; i > outBegIdx; i--)
{
double QL_item = Math.Round(QL[i].v, digits: digits);
double TA_item = Math.Round(TALIB[i - outBegIdx], digits: digits);
Assert.Equal(TA_item!, QL_item);
}
}
[Fact] public void HLC3() {
TSeries QL = bars.HLC3;
Core.TypPrice(inhigh, inlow, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
for (int i = QL.Length - 1; i > outBegIdx; i--)
{
double QL_item = Math.Round(QL[i].v, digits: digits);
double TA_item = Math.Round(TALIB[i - outBegIdx], digits: digits);
Assert.Equal(TA_item!, QL_item);
}
}
[Fact] public void HLCC4() {
TSeries QL = bars.HLCC4;
Core.WclPrice(inhigh, inlow, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
for (int i = QL.Length - 1; i > outBegIdx; i--)
{
double QL_item = Math.Round(QL[i].v, digits: digits);
double TA_item = Math.Round(TALIB[i - outBegIdx], digits: digits);
Assert.Equal(TA_item!, QL_item);
}
}
[Fact] public void MACD() {
double[] macdSignal = new double[bars.Count];
double[] macdHist = new double[bars.Count];
MACD_Series QL = new(bars.Close, slow: 26, fast: 12, signal: 9, false);
Core.Macd(inclose, 0, bars.Count - 1, outMacd: TALIB, outMacdSignal: macdSignal, outMacdHist: macdHist, out int outBegIdx, out _);
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
Assert.Equal(Math.Round(macdSignal[macdSignal.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Signal.Last().v, digits: digits));
for (int i = QL.Length - 1; i > outBegIdx; i--)
{
double QL_item = Math.Round(QL[i].v, digits: digits);
double TA_item = Math.Round(TALIB[i - outBegIdx], digits: digits);
Assert.Equal(TA_item!, QL_item);
QL_item = Math.Round(QL.Signal[i].v, digits: digits);
TA_item = Math.Round(macdSignal[i - outBegIdx], digits: digits);
Assert.Equal(TA_item!, QL_item);
}
}
[Fact] public void MAMA() {
MAMA_Series QL = new(bars.Close, fastlimit: 0.5, slowlimit: 0.05);
Core.Mama(inReal: inclose, startIdx: 0, endIdx: bars.Count - 1, outMama: TALIB, outFama: TALIB2, outBegIdx: out int outBegIdx, outNbElement: out _, optInFastLimit: 0.5, optInSlowLimit: 0.05);
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
for (int i = QL.Length - 1; i > outBegIdx; i--)
{
double QL_item = Math.Round(QL[i].v, digits: digits);
double TA_item = Math.Round(TALIB[i - outBegIdx], digits: digits);
Assert.Equal(TA_item!, QL_item);
}
}
[Fact] public void MAX() {
MAX_Series QL = new(bars.Close, period, false);
Core.Max(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
for (int i = QL.Length - 1; i > outBegIdx; i--)
{
double QL_item = Math.Round(QL[i].v, digits: digits);
double TA_item = Math.Round(TALIB[i - outBegIdx], digits: digits);
Assert.Equal(TA_item!, QL_item);
}
}
[Fact] public void MIDPOINT() {
MIDPOINT_Series QL = new(bars.Close, period, false);
Core.MidPoint(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
for (int i = QL.Length - 1; i > outBegIdx; i--)
{
double QL_item = Math.Round(QL[i].v, digits: digits);
double TA_item = Math.Round(TALIB[i - outBegIdx], digits: digits);
Assert.Equal(TA_item!, QL_item);
}
}
[Fact] public void MIDPRICE() {
MIDPRICE_Series QL = new(bars, period, false);
Core.MidPrice(inhigh, inlow, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
for (int i = QL.Length - 1; i > outBegIdx; i--)
{
double QL_item = Math.Round(QL[i].v, digits: digits);
double TA_item = Math.Round(TALIB[i - outBegIdx], digits: digits);
Assert.Equal(TA_item!, QL_item);
}
}
[Fact] public void MIN() {
MIN_Series QL = new(bars.Close, period, false);
Core.Min(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
for (int i = QL.Length - 1; i > outBegIdx; i--)
{
double QL_item = Math.Round(QL[i].v, digits: digits);
double TA_item = Math.Round(TALIB[i - outBegIdx], digits: digits);
Assert.Equal(TA_item!, QL_item);
}
}
[Fact] public void MUL() {
MUL_Series QL = new(bars.Open, bars.Close);
Core.Mult(inopen, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
for (int i = QL.Length - 1; i > outBegIdx; i--)
{
double QL_item = Math.Round(QL[i].v, digits: digits);
double TA_item = Math.Round(TALIB[i - outBegIdx], digits: digits);
Assert.Equal(TA_item!, QL_item);
}
}
[Fact] public void OBV() {
OBV_Series QL = new(bars, period, false);
Core.Obv(inclose, involume, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
for (int i = QL.Length - 1; i > outBegIdx; i--)
{
double QL_item = Math.Round(QL[i].v, digits: digits);
double TA_item = Math.Round(TALIB[i - outBegIdx], digits: digits);
Assert.Equal(TA_item!, QL_item);
}
}
[Fact] public void OHLC4() {
TSeries QL = bars.OHLC4;
Core.AvgPrice(inopen, inhigh, inlow, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
for (int i = QL.Length - 1; i > outBegIdx; i--)
{
double QL_item = Math.Round(QL[i].v, digits: digits);
double TA_item = Math.Round(TALIB[i - outBegIdx], digits: digits);
Assert.Equal(TA_item!, QL_item);
}
}
[Fact] public void RSI() {
RSI_Series QL = new(bars.Close, period, false);
Core.Rsi(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
for (int i = QL.Length - 1; i > outBegIdx; i--)
{
double QL_item = Math.Round(QL[i].v, digits: digits);
double TA_item = Math.Round(TALIB[i - outBegIdx], digits: digits);
Assert.Equal(TA_item!, QL_item);
}
}
[Fact] public void SDEV() {
SDEV_Series QL = new(bars.Close, period, false);
Core.StdDev(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
for (int i = QL.Length - 1; i > outBegIdx; i--)
{
double QL_item = Math.Round(QL[i].v, digits: digits);
double TA_item = Math.Round(TALIB[i - outBegIdx], digits: digits);
Assert.Equal(TA_item!, QL_item);
}
}
[Fact] public void SMA() {
SMA_Series QL = new(bars.Close, period, false);
Core.Sma(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
for (int i = QL.Length - 1; i > outBegIdx; i--)
{
double QL_item = Math.Round(QL[i].v, digits: digits);
double TA_item = Math.Round(TALIB[i - outBegIdx], digits: digits);
Assert.Equal(TA_item!, QL_item);
}
}
[Fact] public void SUB() {
SUB_Series QL = new(bars.Open, bars.Close);
Core.Sub(inopen, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
for (int i = QL.Length - 1; i > outBegIdx; i--)
{
double QL_item = Math.Round(QL[i].v, digits: digits);
double TA_item = Math.Round(TALIB[i - outBegIdx], digits: digits);
Assert.Equal(TA_item!, QL_item);
}
}
[Fact] public void SUM() {
SUM_Series QL = new(bars.Close, period, false);
Core.Sum(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
for (int i = QL.Length - 1; i > outBegIdx; i--)
{
double QL_item = Math.Round(QL[i].v, digits: digits);
double TA_item = Math.Round(TALIB[i - outBegIdx], digits: digits);
Assert.Equal(TA_item!, QL_item);
}
}
[Fact] public void T3() {
T3_Series QL = new(source: bars.Close, period: period, vfactor:0.7, useNaN: false);
Core.T3(inReal: inclose, startIdx: 0, endIdx: bars.Count - 1, outReal: TALIB, outBegIdx: out int outBegIdx, outNbElement: out _, optInTimePeriod: period, optInVFactor: 0.7);
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
for (int i = QL.Length - 1; i > outBegIdx; i--)
{
double QL_item = Math.Round(QL[i].v, digits: digits);
double TA_item = Math.Round(TALIB[i - outBegIdx], digits: digits);
Assert.Equal(TA_item!, QL_item);
}
}
[Fact] public void TEMA() {
TEMA_Series QL = new(bars.Close, period, false);
Core.Tema(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
for (int i = QL.Length - 1; i > outBegIdx; i--)
{
double QL_item = Math.Round(QL[i].v, digits: digits);
double TA_item = Math.Round(TALIB[i - outBegIdx], digits: digits);
Assert.Equal(TA_item!, QL_item);
}
}
[Fact] public void TR() {
TR_Series QL = new(bars, false);
Core.TRange(inhigh, inlow, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
for (int i = QL.Length - 1; i > outBegIdx; i--)
{
double QL_item = Math.Round(QL[i].v, digits: digits);
double TA_item = Math.Round(TALIB[i - outBegIdx], digits: digits);
Assert.Equal(TA_item!, QL_item);
}
}
[Fact] public void TRIMA() {
TRIMA_Series QL = new(bars.Close, period, false);
Core.Trima(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
for (int i = QL.Length - 1; i > outBegIdx; i--)
{
double QL_item = Math.Round(QL[i].v, digits: digits);
double TA_item = Math.Round(TALIB[i - outBegIdx], digits: digits);
Assert.Equal(TA_item!, QL_item);
}
}
[Fact] public void VAR() {
VAR_Series QL = new(bars.Close, period, false);
Core.Var(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
for (int i = QL.Length - 1; i > outBegIdx; i--)
{
double QL_item = Math.Round(QL[i].v, digits: digits);
double TA_item = Math.Round(TALIB[i - outBegIdx], digits: digits);
Assert.Equal(TA_item!, QL_item);
}
}
[Fact] public void WMA() {
WMA_Series QL = new(bars.Close, period, false);
Core.Wma(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
for (int i = QL.Length - 1; i > outBegIdx; i--)
{
double QL_item = Math.Round(QL[i].v, digits: digits);
double TA_item = Math.Round(TALIB[i - outBegIdx], digits: digits);
Assert.Equal(TA_item!, QL_item);
}
}
}
docs/comparing trends.ipynb
+137
View File
File diff suppressed because one or more lines are too long