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Codacy cleanup

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This commit is contained in:
Miha Kralj
2022-11-14 17:38:37 -08:00
parent 6907c3d92d
commit 39bb7b8a91
15 changed files with 563 additions and 476 deletions
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Tests/Validations/Pandas_TA.cs
+113 -29
View File
@@ -7,10 +7,10 @@ using Python.Included;
namespace Validations;
public class PandasTA : IDisposable
{
private GBM_Feed bars;
private Random rnd = new();
private int period;
private string OStype;
private readonly GBM_Feed bars;
private readonly Random rnd = new();
private readonly int period;
private readonly string OStype;
private dynamic np;
private dynamic ta;
private dynamic df;
@@ -23,14 +23,19 @@ public class PandasTA : IDisposable
// Checking the host OS and setting PythonDLL accordingly
OStype = Environment.OSVersion.ToString();
if (OStype == "Unix 13.1.0")
OStype = @"/usr/local/Cellar/python@3.10/3.10.8/Frameworks/Python.framework/Versions/3.10/lib/libpython3.10.dylib";
else OStype = Path.GetFullPath(".") + @"\python-3.10.0-embed-amd64\python310.dll";
{
OStype = @"/usr/local/Cellar/python@3.10/3.10.8/Frameworks/Python.framework/Versions/3.10/lib/libpython3.10.dylib";
}
else
{
OStype = Path.GetFullPath(".") + @"\python-3.10.0-embed-amd64\python310.dll";
}
Installer.InstallPath = Path.GetFullPath(".");
Installer.SetupPython().Wait();
Installer.TryInstallPip();
Installer.PipInstallModule("pandas-ta");
//Installer.PipInstallModule("git+https://github.com/twopirllc/pandas-ta@development");
//alternative: git+https://github.com/twopirllc/pandas-ta
Runtime.PythonDLL = OStype;
PythonEngine.Initialize();
@@ -74,35 +79,98 @@ public class PandasTA : IDisposable
{
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), 7), Math.Round(bars.OHLC4.Last().v, 7));
}
[Fact]
}
[Fact]
void MEDIAN()
{
MED_Series QL = new(bars.Close, period);
var pta = df.ta.median(close: df.close, length: period);
Assert.Equal(Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
}
[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), 5), Math.Round(QL.Last().v, 5));
}
[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), 5), Math.Round(QL.Last().v, 5));
}
[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), 7), Math.Round(QL.Last().v, 7));
}
[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), 7), Math.Round(QL.Last().v, 7));
}
[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), 7), Math.Round(QL.Last().v, 7));
}
[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), 7), Math.Round(QL.Last().v, 7));
}
[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), 7), Math.Round(QL.Last().v, 7));
}
[Fact]
void TRIMA()
{
//TODO: return length to variable length (period) when Pandas-TA fixes trima
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), 7), Math.Round(QL.Last().v, 7));
}
[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), 7), Math.Round(QL.Last().v, 7));
}
/*
[Fact]
void ALMA()
{
ALMA_Series QL = new(bars.Close, period: period, offset: 0.85, sigma: 6.0, false);
var pta = df.ta.alma(close: df.close, length: period, distribution_offset: 0.85, sigma: 6.0);
Assert.Equal(Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
}
*/
[Fact]
}
[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), 7), Math.Round(QL.Last().v, 7));
}
[Fact]
}
[Fact]
void SMA()
{
SMA_Series QL = new(bars.Close, period, false);
@@ -140,9 +208,25 @@ public class PandasTA : IDisposable
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), 7), Math.Round(QL.Last().v, 7));
}
[Fact]
}
[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), 7), Math.Round(QL.Last().v, 7));
}
[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), 7), Math.Round(QL.Last().v, 7));
}
[Fact]
void DEMA()
{
DEMA_Series QL = new(bars.Close, period, false);
Tests/Validations/Skender_Stock.cs
+2 -2
View File
@@ -27,7 +27,7 @@ public class Skender_Stock
});
}
[Fact]
[Fact]
public void SMA()
{
SMA_Series QL = new(bars.Close, period, false);
@@ -196,7 +196,7 @@ public class Skender_Stock
Assert.Equal(Math.Round((double)SK.Last().Rsi!, 6), Math.Round(QL.Last().v, 6));
}
[Fact]
[Fact]
public void ALMA()
{
ALMA_Series QL = new(bars.Close, period, useNaN: false);
Tests/Validations/TA_LIB.cs
+10
View File
@@ -102,6 +102,16 @@ public class TA_LIB
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
}
[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], 5, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 5));
}
[Fact]
public void MIDPOINT()
{