mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-21 12:08:05 +00:00
Compatibility with TALIB
This commit is contained in:
@@ -22,10 +22,12 @@ public class GBM_Feed : TBars
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{
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{
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private double seed;
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private double seed;
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readonly double drift, volatility;
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readonly double drift, volatility;
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public GBM_Feed(int Bars = 252, double Volatility = 1.0, double Drift = 0.05, double Seed = 100.0) {
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readonly int precision;
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public GBM_Feed(int Bars = 252, double Volatility = 1.0, double Drift = 0.05, double Seed = 100.0, int Precision = 2) {
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this.seed = Seed;
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this.seed = Seed;
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volatility = Volatility*0.01;
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volatility = Volatility*0.01;
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drift = Drift*0.01;
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drift = Drift*0.01;
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precision = Precision;
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for (int i = 0; i <Bars; i++) {
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for (int i = 0; i <Bars; i++) {
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DateTime Timestamp = DateTime.Today.AddDays(i - Bars);
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DateTime Timestamp = DateTime.Today.AddDays(i - Bars);
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this.Add(Timestamp);
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this.Add(Timestamp);
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@@ -33,28 +35,28 @@ public class GBM_Feed : TBars
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}
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}
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public void Add(DateTime timestamp, bool update = false) {
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public void Add(DateTime timestamp, bool update = false) {
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double Open = GBM_value(seed, volatility*volatility, drift);
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double Open = GBM_value(seed, volatility*volatility, drift, precision);
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double Close = GBM_value(Open, volatility, drift);
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double Close = GBM_value(Open, volatility, drift, precision);
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double OCMax = Math.Max(Open,Close);
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double OCMax = Math.Max(Open,Close);
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double High = (GBM_value(seed, volatility*0.5, 0));
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double High = (GBM_value(seed, volatility*0.5, 0, precision));
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High = (High<OCMax)? (2 * OCMax) - High : High;
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High = (High<OCMax)? (2 * OCMax) - High : High;
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double OCMin = Math.Min(Open,Close);
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double OCMin = Math.Min(Open,Close);
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double Low = (GBM_value(seed, volatility*0.5, 0));
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double Low = (GBM_value(seed, volatility*0.5, 0, precision));
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Low = (Low>OCMin)? (2 * OCMin) - Low : Low;
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Low = (Low>OCMin)? (2 * OCMin) - Low : Low;
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double Volume = GBM_value(seed*10, volatility*2, Drift:0);
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double Volume = GBM_value(seed*10, volatility*2, Drift:0, precision: 1);
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base.Add((timestamp, Open, High, Low, Close, Volume), update);
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base.Add((timestamp, Open, High, Low, Close, Volume), update);
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seed = Close;
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seed = Close;
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}
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}
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private static double GBM_value (double Seed, double Volatility, double Drift) {
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private static double GBM_value(double Seed, double Volatility, double Drift, int precision) {
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Random rnd = new();
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Random rnd = new();
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double U1 = 1.0-rnd.NextDouble();
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double U1 = 1.0-rnd.NextDouble();
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double U2 = 1.0-rnd.NextDouble();
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double U2 = 1.0-rnd.NextDouble();
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double Z = Math.Sqrt(-2.0 * Math.Log(U1)) * Math.Sin(2.0 * Math.PI * U2);
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double Z = Math.Sqrt(-2.0 * Math.Log(U1)) * Math.Sin(2.0 * Math.PI * U2);
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return Seed * Math.Exp( Drift - (Volatility*Volatility*0.5) + (Volatility * Z));
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return Math.Round(Seed * Math.Exp( Drift - (Volatility*Volatility*0.5) + (Volatility * Z)), digits: precision);
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}
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}
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}
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}
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@@ -1,6 +1,7 @@
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namespace QuanTAlib;
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namespace QuanTAlib;
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using System;
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using System;
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using System.Linq;
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using System.Linq;
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using System.Runtime.CompilerServices;
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/* <summary>
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/* <summary>
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DEMA: Double Exponential Moving Average
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DEMA: Double Exponential Moving Average
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@@ -18,15 +19,15 @@ Remark:
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public class DEMA_Series : Single_TSeries_Indicator
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public class DEMA_Series : Single_TSeries_Indicator
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{
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{
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private readonly System.Collections.Generic.List<double> _buffer = new();
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private readonly System.Collections.Generic.List<double> _buffer1 = new();
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private readonly double _k, _k1m;
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private readonly System.Collections.Generic.List<double> _buffer2 = new();
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private readonly double _k;
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private double _lastema1, _lastlastema1;
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private double _lastema1, _lastlastema1;
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private double _lastema2, _lastlastema2;
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private double _lastema2, _lastlastema2;
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public DEMA_Series(TSeries source, int period, bool useNaN = false) : base(source, period, useNaN)
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public DEMA_Series(TSeries source, int period, bool useNaN = false) : base(source, period, useNaN)
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{
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{
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this._k = 2.0 / (this._p + 1);
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_k = 2.0 / (_p + 1);
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this._k1m = 1.0 - this._k;
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if (_data.Count > 0) { base.Add(_data); }
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if (_data.Count > 0) { base.Add(_data); }
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}
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}
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@@ -34,26 +35,40 @@ public class DEMA_Series : Single_TSeries_Indicator
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{
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{
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if (update)
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if (update)
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{
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{
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this._lastema1 = this._lastlastema1;
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_lastema1 = _lastlastema1;
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this._lastema2 = this._lastlastema2;
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_lastema2 = _lastlastema2;
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}
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}
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double _ema1, _ema2;
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double _ema1, _ema2, _dema;
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if (this.Count < _p)
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if (this.Count < this._p)
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{
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{
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Add_Replace_Trim(_buffer, TValue.v, _p, update);
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Add_Replace_Trim(_buffer1, TValue.v, _p, update);
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double _sma = _buffer.Average();
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_ema1 = 0;
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for (int i=0; i<_buffer1.Count; i++) { _ema1 += _buffer1[i]; }
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_ema1 /= _buffer1.Count;
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_ema1 = _ema2 = _sma;
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Add_Replace_Trim(_buffer2, _ema1, _p, update);
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_ema2 = 0;
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for (int i = 0; i < _buffer2.Count; i++) { _ema2 += _buffer2[i]; }
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_ema2 /= _buffer2.Count;
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}
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}
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else
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else if(this.Count < (2*_p - 1)) // second _p
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{
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{
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_ema1 = (TValue.v * this._k) + (this._lastema1 * this._k1m);
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_ema1 = (TValue.v - _lastema1) * _k + _lastema1;
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_ema2 = (_ema1 * this._k) + (this._lastema2 * this._k1m);
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Add_Replace_Trim(_buffer2, _ema1, _p, update);
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_ema2 = 0;
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for (int i = 0; i < _buffer2.Count; i++) { _ema2 += _buffer2[i]; }
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_ema2 /= _buffer2.Count;
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}
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}
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else // all others
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{
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_ema1 = (TValue.v - _lastema1) * _k + _lastema1;
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_ema2 = (_ema1 - _lastema2) * _k + _lastema2;
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}
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_dema = 2*_ema1 - _ema2;
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double _dema = (2 * _ema1) - _ema2;
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this._lastlastema1 = this._lastema1;
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this._lastlastema1 = this._lastema1;
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this._lastlastema2 = this._lastema2;
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this._lastlastema2 = this._lastema2;
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this._lastema1 = _ema1;
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this._lastema1 = _ema1;
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@@ -61,4 +76,4 @@ public class DEMA_Series : Single_TSeries_Indicator
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base.Add((TValue.t, _dema), update, _NaN);
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base.Add((TValue.t, _dema), update, _NaN);
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}
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}
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}
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}
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@@ -42,7 +42,9 @@ public class EMA_Series : Single_TSeries_Indicator
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if (this.Count < this._p)
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if (this.Count < this._p)
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{
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{
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Add_Replace(_buffer, TValue.v, update);
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Add_Replace(_buffer, TValue.v, update);
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_ema = _buffer.Average();
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_ema = 0;
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for (int i = 0; i < _buffer.Count; i++) { _ema += _buffer[i]; }
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_ema /= _buffer.Count;
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}
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}
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else
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else
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{
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{
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@@ -28,7 +28,9 @@ public class SMA_Series : Single_TSeries_Indicator
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public override void Add((System.DateTime t, double v) TValue, bool update)
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public override void Add((System.DateTime t, double v) TValue, bool update)
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{
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{
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Add_Replace_Trim(_buffer, TValue.v, _p, update);
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Add_Replace_Trim(_buffer, TValue.v, _p, update);
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double _sma = _buffer.Sum() / _buffer.Count;
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double _sma = 0;
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for (int i=0; i<_buffer.Count; i++) { _sma+= _buffer[i]; }
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_sma /= _buffer.Count;
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base.Add((TValue.t, _sma), update, _NaN);
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base.Add((TValue.t, _sma), update, _NaN);
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}
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}
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@@ -13,6 +13,47 @@ Sources:
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</summary> */
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</summary> */
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public class ADOSC_Series : Single_TBars_Indicator
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{
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private readonly double _k1, _k2;
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private double _lastema1, _lastlastema1, _lastema2, _lastlastema2;
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private double _lastadl, _lastlastadl;
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public ADOSC_Series(TBars source, bool useNaN = false) : base(source, period: 0, useNaN)
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{
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_k1 = 2.0 / (3 + 1);
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_k2 = 2.0 / (10 + 1);
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_lastadl = _lastlastadl = _lastema1 = _lastlastema1 = _lastema2 = _lastlastema2 = 0;
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if (_bars.Count > 0) { base.Add(_bars); }
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}
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public override void Add((DateTime t, double o, double h, double l, double c, double v) TBar, bool update)
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{
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if (update) {
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_lastadl = _lastlastadl;
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_lastema1 = _lastlastema1;
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_lastema2 = _lastlastema2;
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}
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double _adl = 0;
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double tmp = TBar.h - TBar.l;
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if (tmp > 0.0) { _adl = _lastadl + ((2 * TBar.c - TBar.l - TBar.h) / tmp * TBar.v); }
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if (this.Count == 0) { _lastema1 = _lastema2 = _adl; }
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double _ema1 = (_adl - _lastema1) * _k1 + _lastema1;
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double _ema2 = (_adl - _lastema2) * _k2 + _lastema2;
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_lastlastadl = _lastadl; _lastadl = _adl;
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_lastlastema1 = _lastema1; _lastema1 = _ema1;
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_lastlastema2 = _lastema2; _lastema2 = _ema2;
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double _adosc = _ema1 - _ema2;
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base.Add((TBar.t, _adosc), update, _NaN);
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}
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}
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/*
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public class ADOSC_Series : Single_TBars_Indicator
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public class ADOSC_Series : Single_TBars_Indicator
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{
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{
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private readonly ADL_Series _TSadl;
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private readonly ADL_Series _TSadl;
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@@ -42,4 +83,5 @@ public class ADOSC_Series : Single_TBars_Indicator
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var result = (TBar.t, _ado);
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var result = (TBar.t, _ado);
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base.Add(result, update);
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base.Add(result, update);
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}
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}
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}
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}
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*/
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+204
-53
@@ -53,151 +53,302 @@ public class PandasTA : IDisposable
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[Fact] void ADL() {
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[Fact] void ADL() {
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ADL_Series QL = new(bars);
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ADL_Series QL = new(bars);
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var pta = df.ta.ad(high: df.high, low: df.low, close:df.close, volume:df.volume);
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var pta = df.ta.ad(high: df.high, low: df.low, close:df.close, volume:df.volume);
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Assert.Equal(Math.Round((double)pta.tail(1), digits: digits), Math.Round(QL.Last().v, digits: digits));
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for (int i = QL.Length; i > 0; i--)
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{
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double QL_item = Math.Round(QL[i-1].v, digits: digits);
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double PanTA_item = Math.Round((double)pta[i-1], digits: digits);
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Assert.Equal(PanTA_item, QL_item);
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}
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}
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}
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[Fact] void ADOSC() {
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[Fact] void ADOSC() {
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ADOSC_Series QL = new(bars);
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ADOSC_Series QL = new(bars);
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var pta = df.ta.adosc(high: df.high, low: df.low, close: df.close, volume: df.volume);
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var pta = df.ta.adosc(high: df.high, low: df.low, close: df.close, volume: df.volume);
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Assert.Equal(Math.Round((double)pta.tail(1), digits: digits), Math.Round(QL.Last().v, digits: digits));
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for (int i = QL.Length; i > 0; i--)
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}
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{
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double QL_item = Math.Round(QL[i - 1].v, digits: digits);
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double PanTA_item = Math.Round((double)pta[i - 1], digits: digits);
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Assert.Equal(PanTA_item, QL_item);
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}
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}
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[Fact] void ATR() {
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[Fact] void ATR() {
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ATR_Series QL = new(bars, period);
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ATR_Series QL = new(bars, period);
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var pta = df.ta.atr(high: df.high, low: df.low, close: df.close, length: period);
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var pta = df.ta.atr(high: df.high, low: df.low, close: df.close, length: period);
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Assert.Equal(Math.Round((double)pta.tail(1), digits: digits), Math.Round(QL.Last().v, digits: digits));
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for (int i = QL.Length; i > 0; i--)
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}
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{
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double QL_item = Math.Round(QL[i - 1].v, digits: digits);
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double PanTA_item = Math.Round((double)pta[i - 1], digits: digits);
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Assert.Equal(PanTA_item, QL_item);
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}
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}
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[Fact] void BIAS() {
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[Fact] void BIAS() {
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BIAS_Series QL = new(bars.Close, period, false);
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BIAS_Series QL = new(bars.Close, period, false);
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var pta = df.ta.bias(close: df.close, length: period);
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var pta = df.ta.bias(close: df.close, length: period);
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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--)
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}
|
{
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|
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
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double PanTA_item = Math.Round((double)pta[i - 1], digits: digits);
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|
Assert.Equal(PanTA_item, QL_item);
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|
}
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|
}
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[Fact] void DEMA() {
|
[Fact] void DEMA() {
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DEMA_Series QL = new(bars.Close, period, false);
|
DEMA_Series QL = new(bars.Close, period, false);
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var pta = df.ta.dema(close: df.close, length: period);
|
var pta = df.ta.dema(close: df.close, length: period);
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Assert.Equal(Math.Round((double)pta.tail(1), digits: digits), Math.Round(QL.Last().v, digits: digits));
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for (int i = QL.Length; i > period-1; i--)
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}
|
{
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|
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
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|
double PanTA_item = Math.Round((double)pta[i - 1], digits: digits);
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|
Assert.Equal(PanTA_item, QL_item);
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|
}
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|
}
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[Fact] void EMA() {
|
[Fact] void EMA() {
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EMA_Series QL = new(bars.Close, period, false);
|
EMA_Series QL = new(bars.Close, period, false);
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var pta = df.ta.ema(close: df.close, length: period);
|
var pta = df.ta.ema(close: df.close, length: period);
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Assert.Equal(Math.Round((double)pta.tail(1), digits: digits), Math.Round(QL.Last().v, digits: digits));
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for (int i = QL.Length; i > period-1; i--)
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}
|
{
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|
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
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|
double PanTA_item = Math.Round((double)pta[i - 1], digits: digits);
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|
Assert.Equal(PanTA_item, QL_item);
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|
}
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|
}
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[Fact] void ENTROPY() {
|
[Fact] void ENTROPY() {
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ENTROPY_Series QL = new(bars.Close, period, useNaN: false);
|
ENTROPY_Series QL = new(bars.Close, period, useNaN: false);
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var pta = df.ta.entropy(close: df.close, length: period);
|
var pta = df.ta.entropy(close: df.close, length: period);
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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--)
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}
|
{
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|
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
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|
double PanTA_item = Math.Round((double)pta[i - 1], digits: digits);
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|
Assert.Equal(PanTA_item, QL_item);
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|
}
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||||||
|
}
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[Fact] void HL2() {
|
[Fact] void HL2() {
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var pta = df.ta.hl2(high: df.high, low: df.low);
|
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() {
|
[Fact] void HLC3() {
|
||||||
var pta = df.ta.hlc3(high: df.high, low: df.low, close: df.close);
|
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() {
|
[Fact] void HMA() {
|
||||||
HMA_Series QL = new(bars.Close, period, false);
|
HMA_Series QL = new(bars.Close, period, false);
|
||||||
var pta = df.ta.hma(close: df.close, length: period);
|
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() {
|
[Fact] void KAMA() {
|
||||||
KAMA_Series QL = new(bars.Close, period);
|
KAMA_Series QL = new(bars.Close, period);
|
||||||
var pta = df.ta.kama(close: df.close, length: 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() {
|
[Fact] void KURTOSIS() {
|
||||||
KURTOSIS_Series QL = new(bars.Close, period, useNaN: false);
|
KURTOSIS_Series QL = new(bars.Close, period, useNaN: false);
|
||||||
var pta = df.ta.kurtosis(close: df.close, length: period);
|
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()
|
[Fact] void MAD()
|
||||||
{
|
{
|
||||||
MAD_Series QL = new(bars.Close, period, useNaN: false);
|
MAD_Series QL = new(bars.Close, period, useNaN: false);
|
||||||
var pta = df.ta.mad(close: df.close, length: period);
|
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() {
|
[Fact] void MEDIAN() {
|
||||||
MEDIAN_Series QL = new(bars.Close, period);
|
MEDIAN_Series QL = new(bars.Close, period);
|
||||||
var pta = df.ta.median(close: df.close, length: 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() {
|
[Fact] void OBV() {
|
||||||
OBV_Series QL = new(bars);
|
OBV_Series QL = new(bars);
|
||||||
var pta = df.ta.obv(close: df.close, volume: df.volume);
|
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() {
|
[Fact] void OHLC4() {
|
||||||
var pta = df.ta.ohlc4(open: df.open, high: df.high, low: df.low, close: df.close);
|
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() {
|
[Fact] void RMA() {
|
||||||
RMA_Series QL = new(bars.Close, period, false);
|
RMA_Series QL = new(bars.Close, period, false);
|
||||||
var pta = df.ta.rma(close: df.close, length: period);
|
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() {
|
[Fact] void RSI() {
|
||||||
RSI_Series QL = new(bars.Close, period);
|
RSI_Series QL = new(bars.Close, period);
|
||||||
var pta = df.ta.rsi(close: df.close, length: 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() {
|
[Fact] void SDEV() {
|
||||||
SDEV_Series QL = new(bars.Close, period, useNaN: false);
|
SDEV_Series QL = new(bars.Close, period, useNaN: false);
|
||||||
var pta = df.ta.stdev(close: df.close, length: period, ddof: 0);
|
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() {
|
[Fact] void SMA() {
|
||||||
SMA_Series QL = new(bars.Close, period, false);
|
SMA_Series QL = new(bars.Close, period, false);
|
||||||
var pta = df.ta.sma(close: df.close, length: period);
|
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() {
|
[Fact] void SSDEV() {
|
||||||
SSDEV_Series QL = new(bars.Close, period, useNaN: false);
|
SSDEV_Series QL = new(bars.Close, period, useNaN: false);
|
||||||
var pta = df.ta.stdev(close: df.close, length: period, ddof: 1);
|
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() {
|
[Fact] void SVARIANCE() {
|
||||||
SVAR_Series QL = new(bars.Close, period);
|
SVAR_Series QL = new(bars.Close, period);
|
||||||
var pta = df.ta.variance(close: df.close, length: period, ddof: 1);
|
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() {
|
[Fact] void T3() {
|
||||||
T3_Series QL = new(source: bars.Close, period: period, vfactor: 0.7, useNaN: false);
|
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);
|
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() {
|
[Fact] void TEMA() {
|
||||||
TEMA_Series QL = new(bars.Close, period, false);
|
TEMA_Series QL = new(bars.Close, period, false);
|
||||||
var pta = df.ta.tema(close: df.close, length: period);
|
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() {
|
[Fact] void TR() {
|
||||||
TR_Series QL = new(bars);
|
TR_Series QL = new(bars);
|
||||||
var pta = df.ta.true_range(high: df.high, low: df.low, close: df.close);
|
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() {
|
[Fact] void TRIMA() {
|
||||||
// TODO: return length to variable length (period) when Pandas-TA fixes trima to calculate even periods right
|
// TODO: return length to variable length (period) when Pandas-TA fixes trima to calculate even periods right
|
||||||
TRIMA_Series QL = new(bars.Close, 11);
|
TRIMA_Series QL = new(bars.Close, 11);
|
||||||
var pta = df.ta.trima(close: df.close, length: 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() {
|
[Fact] void VARIANCE() {
|
||||||
VAR_Series QL = new(bars.Close, period);
|
VAR_Series QL = new(bars.Close, period);
|
||||||
var pta = df.ta.variance(close: df.close, length: period, ddof:0);
|
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() {
|
[Fact] void WMA() {
|
||||||
WMA_Series QL = new(bars.Close, period, false);
|
WMA_Series QL = new(bars.Close, period, false);
|
||||||
var pta = df.ta.wma(close: df.close, length: period);
|
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() {
|
[Fact] void ZLEMA() {
|
||||||
ZLEMA_Series QL = new(bars.Close, period, false);
|
ZLEMA_Series QL = new(bars.Close, period, false);
|
||||||
var pta = df.ta.zlma(close: df.close, length: period);
|
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() {
|
[Fact] void ZSCORE() {
|
||||||
ZSCORE_Series QL = new(bars.Close, period, useNaN: false);
|
ZSCORE_Series QL = new(bars.Close, period, useNaN: false);
|
||||||
var pta = df.ta.zscore(close: df.close, length: period, ddof: 0);
|
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);
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
}
|
}
|
||||||
@@ -11,9 +11,9 @@ public class Skender_Stock {
|
|||||||
private readonly IEnumerable<Quote> quotes;
|
private readonly IEnumerable<Quote> quotes;
|
||||||
|
|
||||||
public Skender_Stock() {
|
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;
|
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 {
|
quotes = bars.Select(q => new Quote {
|
||||||
Date = q.t,
|
Date = q.t,
|
||||||
@@ -174,7 +174,7 @@ public class Skender_Stock {
|
|||||||
// TODO: check precision of KAMA()
|
// TODO: check precision of KAMA()
|
||||||
KAMA_Series QL = new(bars.Close, period, useNaN: false);
|
KAMA_Series QL = new(bars.Close, period, useNaN: false);
|
||||||
var SK = quotes.GetKama(period).Select(i => i.Kama.Null2NaN()!);
|
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 QL_item = Math.Round(QL[i - 1].v, digits: digits);
|
||||||
double SK_item = Math.Round(SK.ElementAt(i - 1), 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() {
|
[Fact] public void TR() {
|
||||||
TR_Series QL = new(bars, useNaN: false);
|
TR_Series QL = new(bars, useNaN: false);
|
||||||
var SK = quotes.GetTr().Select(i => i.Tr.Null2NaN()!);
|
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 QL_item = Math.Round(QL[i - 1].v, digits: digits);
|
||||||
double SK_item = Math.Round(SK.ElementAt(i - 1), digits: digits);
|
double SK_item = Math.Round(SK.ElementAt(i - 1), digits: digits);
|
||||||
|
|||||||
+208
-34
@@ -18,7 +18,7 @@ public class Ta_Lib
|
|||||||
private readonly double[] involume;
|
private readonly double[] involume;
|
||||||
|
|
||||||
public Ta_Lib() {
|
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;
|
period = rnd.Next(28) + 3;
|
||||||
digits = 6;
|
digits = 6;
|
||||||
|
|
||||||
@@ -34,22 +34,42 @@ public class Ta_Lib
|
|||||||
[Fact] public void ADD() {
|
[Fact] public void ADD() {
|
||||||
ADD_Series QL = new(bars.Open, bars.Close);
|
ADD_Series QL = new(bars.Open, bars.Close);
|
||||||
Core.Add(inopen, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
|
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() {
|
[Fact] public void ADL() {
|
||||||
ADL_Series QL = new(bars, false);
|
ADL_Series QL = new(bars, false);
|
||||||
Core.Ad(inhigh, inlow, inclose, involume, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
|
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() {
|
[Fact] public void ADOSC() {
|
||||||
ADOSC_Series QL = new(bars, false);
|
ADOSC_Series QL = new(bars, false);
|
||||||
Core.AdOsc(inhigh, inlow, inclose, involume, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
|
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() {
|
[Fact] public void ATR() {
|
||||||
ATR_Series QL = new(bars, period, false);
|
ATR_Series QL = new(bars, period, false);
|
||||||
Core.Atr(inhigh, inlow, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
|
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() {
|
[Fact] public void BBANDS() {
|
||||||
double[] outMiddle = new double[bars.Count];
|
double[] outMiddle = new double[bars.Count];
|
||||||
@@ -57,6 +77,18 @@ public class Ta_Lib
|
|||||||
double[] outLower = new double[bars.Count];
|
double[] outLower = new double[bars.Count];
|
||||||
BBANDS_Series QL = new(bars.Close, period: 26, multiplier: 2.0, false);
|
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);
|
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(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(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));
|
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() {
|
[Fact] public void CCI() {
|
||||||
CCI_Series QL = new(bars, period, false);
|
CCI_Series QL = new(bars, period, false);
|
||||||
Core.Cci(inhigh, inlow, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
|
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() {
|
[Fact] public void CORR() {
|
||||||
CORR_Series QL = new(bars.Open, bars.Close, period);
|
CORR_Series QL = new(bars.Open, bars.Close, period);
|
||||||
Core.Correl(inopen, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, optInTimePeriod: 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() {
|
[Fact] public void DEMA() {
|
||||||
DEMA_Series QL = new(bars.Close, period, false);
|
DEMA_Series QL = new(bars.Close, period, false);
|
||||||
Core.Dema(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
|
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() {
|
[Fact] public void DIV() {
|
||||||
DIV_Series QL = new(bars.Open, bars.Close);
|
DIV_Series QL = new(bars.Open, bars.Close);
|
||||||
Core.Div(inopen, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
|
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() {
|
[Fact] public void EMA() {
|
||||||
EMA_Series QL = new(bars.Close, period, false);
|
EMA_Series QL = new(bars.Close, period, false);
|
||||||
Core.Ema(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
|
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() {
|
[Fact] public void HL2() {
|
||||||
TSeries QL = bars.HL2;
|
TSeries QL = bars.HL2;
|
||||||
Core.MedPrice(inhigh, inlow, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
|
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() {
|
[Fact] public void HLC3() {
|
||||||
TSeries QL = bars.HLC3;
|
TSeries QL = bars.HLC3;
|
||||||
Core.TypPrice(inhigh, inlow, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
|
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() {
|
[Fact] public void HLCC4() {
|
||||||
TSeries QL = bars.HLCC4;
|
TSeries QL = bars.HLCC4;
|
||||||
Core.WclPrice(inhigh, inlow, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
|
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() {
|
[Fact] public void MACD() {
|
||||||
double[] macdSignal = new double[bars.Count];
|
double[] macdSignal = new double[bars.Count];
|
||||||
double[] macdHist = new double[bars.Count];
|
double[] macdHist = new double[bars.Count];
|
||||||
MACD_Series QL = new(bars.Close, slow: 26, fast: 12, signal: 9, false);
|
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 _);
|
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));
|
for (int i = QL.Length - 1; i > outBegIdx; i--)
|
||||||
Assert.Equal(Math.Round(macdSignal[macdSignal.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Signal.Last().v, digits: digits));
|
{
|
||||||
|
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() {
|
[Fact] public void MAMA() {
|
||||||
MAMA_Series QL = new(bars.Close, fastlimit: 0.5, slowlimit: 0.05);
|
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);
|
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() {
|
[Fact] public void MAX() {
|
||||||
MAX_Series QL = new(bars.Close, period, false);
|
MAX_Series QL = new(bars.Close, period, false);
|
||||||
Core.Max(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
|
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() {
|
[Fact] public void MIDPOINT() {
|
||||||
MIDPOINT_Series QL = new(bars.Close, period, false);
|
MIDPOINT_Series QL = new(bars.Close, period, false);
|
||||||
Core.MidPoint(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
|
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() {
|
[Fact] public void MIDPRICE() {
|
||||||
MIDPRICE_Series QL = new(bars, period, false);
|
MIDPRICE_Series QL = new(bars, period, false);
|
||||||
Core.MidPrice(inhigh, inlow, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
|
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() {
|
[Fact] public void MIN() {
|
||||||
MIN_Series QL = new(bars.Close, period, false);
|
MIN_Series QL = new(bars.Close, period, false);
|
||||||
Core.Min(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
|
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() {
|
[Fact] public void MUL() {
|
||||||
MUL_Series QL = new(bars.Open, bars.Close);
|
MUL_Series QL = new(bars.Open, bars.Close);
|
||||||
Core.Mult(inopen, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
|
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() {
|
[Fact] public void OBV() {
|
||||||
OBV_Series QL = new(bars, period, false);
|
OBV_Series QL = new(bars, period, false);
|
||||||
Core.Obv(inclose, involume, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
|
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() {
|
[Fact] public void OHLC4() {
|
||||||
TSeries QL = bars.OHLC4;
|
TSeries QL = bars.OHLC4;
|
||||||
Core.AvgPrice(inopen, inhigh, inlow, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
|
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() {
|
[Fact] public void RSI() {
|
||||||
RSI_Series QL = new(bars.Close, period, false);
|
RSI_Series QL = new(bars.Close, period, false);
|
||||||
Core.Rsi(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
|
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() {
|
[Fact] public void SDEV() {
|
||||||
SDEV_Series QL = new(bars.Close, period, false);
|
SDEV_Series QL = new(bars.Close, period, false);
|
||||||
Core.StdDev(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
|
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() {
|
[Fact] public void SMA() {
|
||||||
SMA_Series QL = new(bars.Close, period, false);
|
SMA_Series QL = new(bars.Close, period, false);
|
||||||
Core.Sma(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
|
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() {
|
[Fact] public void SUB() {
|
||||||
SUB_Series QL = new(bars.Open, bars.Close);
|
SUB_Series QL = new(bars.Open, bars.Close);
|
||||||
Core.Sub(inopen, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
|
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() {
|
[Fact] public void SUM() {
|
||||||
SUM_Series QL = new(bars.Close, period, false);
|
SUM_Series QL = new(bars.Close, period, false);
|
||||||
Core.Sum(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
|
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() {
|
[Fact] public void T3() {
|
||||||
T3_Series QL = new(source: bars.Close, period: period, vfactor:0.7, useNaN: false);
|
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);
|
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() {
|
[Fact] public void TEMA() {
|
||||||
TEMA_Series QL = new(bars.Close, period, false);
|
TEMA_Series QL = new(bars.Close, period, false);
|
||||||
Core.Tema(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
|
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() {
|
[Fact] public void TR() {
|
||||||
TR_Series QL = new(bars, false);
|
TR_Series QL = new(bars, false);
|
||||||
Core.TRange(inhigh, inlow, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
|
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() {
|
[Fact] public void TRIMA() {
|
||||||
TRIMA_Series QL = new(bars.Close, period, false);
|
TRIMA_Series QL = new(bars.Close, period, false);
|
||||||
Core.Trima(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
|
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() {
|
[Fact] public void VAR() {
|
||||||
VAR_Series QL = new(bars.Close, period, false);
|
VAR_Series QL = new(bars.Close, period, false);
|
||||||
Core.Var(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
|
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() {
|
[Fact] public void WMA() {
|
||||||
WMA_Series QL = new(bars.Close, period, false);
|
WMA_Series QL = new(bars.Close, period, false);
|
||||||
Core.Wma(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
|
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);
|
||||||
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
}
|
}
|
||||||
|
|||||||
File diff suppressed because one or more lines are too long
Reference in New Issue
Block a user