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Compatibility with TALIB

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Miha Kralj
2022-11-22 18:32:58 -08:00
parent ae168ee345
commit 38d0c08b4e
9 changed files with 644 additions and 119 deletions
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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);
}
}
}