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TR and ATR

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Miha
2022-04-19 22:34:42 -07:00
parent 50ed6f6504
commit 509b6dec02
41 changed files with 488 additions and 236 deletions
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Tests/Validations/Skender_Stock.cs
+18
View File
@@ -90,4 +90,22 @@ public class Skender_Stock
Assert.Equal(Math.Round((double)SK.Last().Mape!, 8), Math.Round(QL.Last().v, 8));
}
[Fact]
public void ATR()
{
ATR_Series QL = new(this.bars, this.period, false);
var SK = this.quotes.GetAtr(this.period);
Assert.Equal(Math.Round((double)SK.Last().Atr!, 8), Math.Round(QL.Last().v, 8));
}
[Fact]
public void ATRP()
{
ATRP_Series QL = new(this.bars, this.period, false);
var SK = this.quotes.GetAtr(this.period);
Assert.Equal(Math.Round((double)SK.Last().Atrp!, 8), Math.Round(QL.Last().v, 8));
}
}
Tests/Validations/TA_LIB.cs
+25 -9
View File
@@ -10,14 +10,22 @@ public class TA_LIB
private readonly Random rnd = new();
private readonly int period;
private readonly double[] TALIB;
private readonly double[] input;
private readonly double[] inopen;
private readonly double[] inhigh;
private readonly double[] inlow;
private readonly double[] inclose;
private readonly double[] involume;
public TA_LIB()
{
this.bars = new(1000);
this.period = this.rnd.Next(28) + 3;
this.TALIB = new double[this.bars.Count];
this.input = this.bars.Close.v.ToArray();
this.inopen = this.bars.Open.v.ToArray();
this.inhigh = this.bars.High.v.ToArray();
this.inlow = this.bars.Low.v.ToArray();
this.inclose = this.bars.Close.v.ToArray();
this.involume = this.bars.Volume.v.ToArray();
}
/////////////////////////////////////////
@@ -26,7 +34,7 @@ public class TA_LIB
public void SMA()
{
SMA_Series QL = new(this.bars.Close, this.period, false);
Core.Sma(this.input, 0, this.bars.Count - 1, this.TALIB, out int outBegIdx, out _, this.period);
Core.Sma(this.inclose, 0, this.bars.Count - 1, this.TALIB, out int outBegIdx, out _, this.period);
Assert.Equal(Math.Round(this.TALIB[this.TALIB.Length - outBegIdx - 1], 8), Math.Round(QL.Last().v, 8));
}
@@ -35,7 +43,7 @@ public class TA_LIB
public void EMA()
{
EMA_Series QL = new(this.bars.Close, this.period, false);
Core.Ema(this.input, 0, this.bars.Count - 1, this.TALIB, out int outBegIdx, out _, this.period);
Core.Ema(this.inclose, 0, this.bars.Count - 1, this.TALIB, out int outBegIdx, out _, this.period);
Assert.Equal(Math.Round(this.TALIB[this.TALIB.Length - outBegIdx - 1], 8), Math.Round(QL.Last().v, 8));
}
@@ -44,7 +52,7 @@ public class TA_LIB
public void WMA()
{
WMA_Series QL = new(this.bars.Close, this.period, false);
Core.Wma(this.input, 0, this.bars.Count - 1, this.TALIB, out int outBegIdx, out _, this.period);
Core.Wma(this.inclose, 0, this.bars.Count - 1, this.TALIB, out int outBegIdx, out _, this.period);
Assert.Equal(Math.Round(this.TALIB[this.TALIB.Length - outBegIdx - 1], 8), Math.Round(QL.Last().v, 8));
}
@@ -53,7 +61,7 @@ public class TA_LIB
public void DEMA()
{
DEMA_Series QL = new(this.bars.Close, this.period, false);
Core.Dema(this.input, 0, this.bars.Count - 1, this.TALIB, out int outBegIdx, out _, this.period);
Core.Dema(this.inclose, 0, this.bars.Count - 1, this.TALIB, out int outBegIdx, out _, this.period);
Assert.Equal(Math.Round(this.TALIB[this.TALIB.Length - outBegIdx - 1], 8), Math.Round(QL.Last().v, 8));
}
@@ -62,7 +70,7 @@ public class TA_LIB
public void TEMA()
{
TEMA_Series QL = new(this.bars.Close, this.period, false);
Core.Tema(this.input, 0, this.bars.Count - 1, this.TALIB, out int outBegIdx, out _, this.period);
Core.Tema(this.inclose, 0, this.bars.Count - 1, this.TALIB, out int outBegIdx, out _, this.period);
Assert.Equal(Math.Round(this.TALIB[this.TALIB.Length - outBegIdx - 1], 8), Math.Round(QL.Last().v, 8));
}
@@ -71,7 +79,7 @@ public class TA_LIB
public void MAX()
{
MAX_Series QL = new(this.bars.Close, this.period, false);
Core.Max(this.input, 0, this.bars.Count - 1, this.TALIB, out int outBegIdx, out _, this.period);
Core.Max(this.inclose, 0, this.bars.Count - 1, this.TALIB, out int outBegIdx, out _, this.period);
Assert.Equal(Math.Round(this.TALIB[this.TALIB.Length - outBegIdx - 1], 8), Math.Round(QL.Last().v, 8));
}
@@ -80,9 +88,17 @@ public class TA_LIB
public void MIN()
{
MIN_Series QL = new(this.bars.Close, this.period, false);
Core.Min(this.input, 0, this.bars.Count - 1, this.TALIB, out int outBegIdx, out _, this.period);
Core.Min(this.inclose, 0, this.bars.Count - 1, this.TALIB, out int outBegIdx, out _, this.period);
Assert.Equal(Math.Round(this.TALIB[this.TALIB.Length - outBegIdx - 1], 8), Math.Round(QL.Last().v, 8));
}
[Fact]
public void ATR()
{
ATR_Series QL = new(this.bars, this.period, false);
Core.Atr(this.inhigh, this.inlow, this.inclose, 0, this.bars.Count - 1, this.TALIB, out int outBegIdx, out _, this.period);
Assert.Equal(Math.Round(this.TALIB[this.TALIB.Length - outBegIdx - 1], 8), Math.Round(QL.Last().v, 8));
}
}