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cleaned-up GBM, removed Python tests

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This commit is contained in:
Miha Kralj
2022-11-05 18:35:35 -07:00
parent c8ec1d1294
commit 4137ef22fd
7 changed files with 227 additions and 143 deletions
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Tests/Validations/Skender_Stock.cs
+6 -6
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@@ -7,7 +7,7 @@ using Xunit;
namespace Validation;
public class Skender_Stock
{
private readonly RND_Feed bars;
private readonly GBM_Feed bars;
private readonly Random rnd = new();
private readonly int period;
private readonly IEnumerable<Quote> quotes;
@@ -32,7 +32,7 @@ public class Skender_Stock
public void SMA()
{
SMA_Series QL = new(this.bars.Close, this.period, false);
var SK = this.quotes.GetSma(this.period, CandlePart.Close);
var SK = this.quotes.GetSma(this.period);
Assert.Equal(Math.Round((double)SK.Last().Sma!, 8), Math.Round(QL.Last().v, 8));
}
@@ -41,7 +41,7 @@ public class Skender_Stock
public void EMA()
{
EMA_Series QL = new(this.bars.Close, this.period, false);
var SK = this.quotes.GetEma(this.period, CandlePart.Close);
var SK = this.quotes.GetEma(this.period);
Assert.Equal(Math.Round((double)SK.Last().Ema!, 8), Math.Round(QL.Last().v, 8));
}
@@ -49,7 +49,7 @@ public class Skender_Stock
public void WMA()
{
WMA_Series QL = new(this.bars.Close, this.period, false);
var SK = this.quotes.GetWma(this.period, CandlePart.Close);
var SK = this.quotes.GetWma(this.period);
Assert.Equal(Math.Round((double)SK.Last().Wma!, 8), Math.Round(QL.Last().v, 8));
}
@@ -76,7 +76,7 @@ public class Skender_Stock
public void MAD()
{
MAD_Series QL = new(this.bars.Close, this.period, false);
var SK = this.quotes.GetSmaExtended(this.period);
var SK = this.quotes.GetSmaAnalysis(this.period);
Assert.Equal(Math.Round((double)SK.Last().Mad!, 8), Math.Round(QL.Last().v, 8));
}
@@ -85,7 +85,7 @@ public class Skender_Stock
public void MAPE()
{
MAPE_Series QL = new(this.bars.Close, this.period, false);
var SK = this.quotes.GetSmaExtended(this.period);
var SK = this.quotes.GetSmaAnalysis(this.period);
Assert.Equal(Math.Round((double)SK.Last().Mape!, 8), Math.Round(QL.Last().v, 8));
}