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Compatibility with TALIB

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This commit is contained in:
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/Skender_Stock.cs
+4 -4
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@@ -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);