gavindiaz/QuanTAlib
1
0
Fork 0
mirror of https://github.com/mihakralj/QuanTAlib.git synced 2026-08-25 05:48:06 +00:00
Code Issues Packages Projects Releases Wiki Activity

COVAR

Browse Source 
semver fix
This commit is contained in:
Miha Kralj
2022-11-15 22:02:35 -08:00
parent fd2a686ba5
commit 3fe639e491
4 changed files with 77 additions and 2 deletions
Download Patch File Download Diff File Expand all files Collapse all files
Tests/Validations/Skender_Stock.cs
+9
View File
@@ -98,6 +98,15 @@ public class Skender_Stock
Assert.Equal(Math.Round((double)SK.Last().Mape!, 6), Math.Round(QL.Last().v, 6));
}
[Fact]
public void COVAR()
{
COVAR_Series QL = new(bars.High, bars.Low, period, false);
var SK = quotes.Use(CandlePart.High).GetCorrelation(quotes.Use(CandlePart.Low), period);
Assert.Equal(Math.Round((double)SK.Last().Covariance!, 6), Math.Round(QL.Last().v, 6));
}
[Fact]
public void CORR()
{