This commit is contained in:
Miha
2022-04-19 15:46:34 -07:00
commit 50ed6f6504
120 changed files with 16787 additions and 0 deletions
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using Xunit;
using System;
using QuanTAlib;
namespace Basics;
public class ADD_Test
{
[Fact]
public void ADDSeriesSeries_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
TSeries b = new() { 5, 4, 3, 2, 1, 0 };
ADD_Series c = new(a, b);
Assert.Equal(5, c.Last().v);
}
[Fact]
public void ADDSeriesDouble_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
ADD_Series c = new(a, 10.0);
Assert.Equal(15, c.Last().v);
}
[Fact]
public void ADDDoubleSeries_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
ADD_Series c = new(10.0, a);
Assert.Equal(15, c.Last().v);
}
[Fact]
public void ADDEventing_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
TSeries b = new() { 5, 4, 3, 2, 1, 0 };
ADD_Series c = new(a, b);
a.Add(2);
b.Add(2);
Assert.Equal(4, c.Last().v);
}
[Fact]
public void ADDUpdateDouble_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
double b = 10;
ADD_Series c = new(a, b);
a.Add(0, true);
Assert.Equal(10, c.Last().v);
}
[Fact]
public void ADDUpdating_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
TSeries b = new() { 5, 4, 3, 2, 1, 0 };
ADD_Series c = new(a, b);
a.Add(10, true);
b.Add(10, true);
Assert.Equal(20, c.Last().v);
}
}
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using Xunit;
using System;
using QuanTAlib;
namespace Basics;
public class Abstract_Test
{
[Fact]
public void Single_Add_variations()
{
TSeries s = new() { 1,2,3,4,5 };
SMA_Series a = new(s, 3)
{
{ (DateTime.Today, 10), true }
};
Assert.Equal(s.Length, a.Length);
a.Add(true);
Assert.Equal(s.Length, a.Length);
a.Add();
Assert.Equal(s.Length+1, a.Length);
}
}
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using Xunit;
using System;
using QuanTAlib;
namespace Basics;
public class DIV_Test
{
[Fact]
public void DIVSeriesSeries_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 15 };
TSeries b = new() { 5, 4, 3, 2, 1, 3 };
DIV_Series c = new(a, b);
Assert.Equal(5, c.Last().v);
}
[Fact]
public void DIVSeriesDouble_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 15.0 };
DIV_Series c = new(a, 0);
Assert.Equal(double.PositiveInfinity, c.Last().v);
}
[Fact]
public void DIVDoubleSeries_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 3.0 };
DIV_Series c = new(12.0, a);
Assert.Equal(4.0, c.Last().v);
}
[Fact]
public void DIVEventing_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
TSeries b = new() { 5, 4, 3, 2, 1, 0 };
DIV_Series c = new(a, b);
a.Add(12.0);
b.Add(2);
Assert.Equal(6.0, c.Last().v);
}
[Fact]
public void DIVUpdatewDouble_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 15 };
double b = 2;
DIV_Series c = new(a, b);
a.Add(10, true);
Assert.Equal(5, c.Last().v);
}
[Fact]
public void DIVUpdating_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
TSeries b = new() { 5, 4, 3, 2, 1, 1 };
DIV_Series c = new(a, b);
a.Add(10, true);
b.Add(2, true);
Assert.Equal(5, c.Last().v);
}
}
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using Xunit;
using System;
using QuanTAlib;
namespace Basics;
public class MUL_Test
{
[Fact]
public void MULSeriesSeries_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
TSeries b = new() { 5, 4, 3, 2, 1, 1 };
MUL_Series c = new(a, b);
Assert.Equal(5, c.Last().v);
}
[Fact]
public void MULSeriesDouble_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
MUL_Series c = new(a, 10.0);
Assert.Equal(50, c.Last().v);
}
[Fact]
public void MULDoubleSeries_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
MUL_Series c = new(5.0, a);
Assert.Equal(25, c.Last().v);
}
[Fact]
public void MULEventing_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
TSeries b = new() { 5, 4, 3, 2, 1, 0 };
MUL_Series c = new(a, b);
a.Add(2);
b.Add(5);
Assert.Equal(10, c.Last().v);
}
[Fact]
public void MULUpdateDouble_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
double b = 10;
MUL_Series c = new(a, b);
a.Add(2, true);
Assert.Equal(20, c.Last().v);
}
[Fact]
public void MULUpdating_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
TSeries b = new() { 5, 4, 3, 2, 1, 0 };
MUL_Series c = new(a, b);
a.Add(10, true);
b.Add(10, true);
Assert.Equal(100, c.Last().v);
}
}
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using Xunit;
using System;
using QuanTAlib;
namespace Basics;
public class SUB_Test
{
[Fact]
public void SUBSeriesSeries_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
TSeries b = new() { 5, 4, 3, 2, 1, 1 };
SUB_Series c = new(a, b);
Assert.Equal(4, c.Last().v);
}
[Fact]
public void SUBSeriesDouble_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 15.0 };
SUB_Series c = new(a, 10.0);
Assert.Equal(5.0, c.Last().v);
}
[Fact]
public void SUBDoubleSeries_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 15.0 };
SUB_Series c = new(10.0, a);
Assert.Equal(-5.0, c.Last().v);
}
[Fact]
public void SUBEventing_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
TSeries b = new() { 5, 4, 3, 2, 1, 0 };
SUB_Series c = new(a, b);
a.Add(7.0);
b.Add(2);
Assert.Equal(5.0, c.Last().v);
}
[Fact]
public void SUBUpdatewDouble_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 15 };
double b = 10;
SUB_Series c = new(a, b);
a.Add(1, true);
Assert.Equal(-9, c.Last().v);
}
[Fact]
public void SUBUpdating_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
TSeries b = new() { 5, 4, 3, 2, 1, 1 };
SUB_Series c = new(a, b);
a.Add(10, true);
b.Add(0, true);
Assert.Equal(10, c.Last().v);
}
}
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using Xunit;
using System;
using QuanTAlib;
namespace Basics;
public class TBars_Test
{
[Fact]
public void InsertingTuple()
{
TBars s = new() { (t: DateTime.Today, o: double.Epsilon, h: double.NaN, l: Double.MaxValue, c: Double.NegativeInfinity, v: Double.PositiveInfinity) };
var tup = (t: DateTime.Today, o: double.Epsilon, h: double.NaN, l: Double.MaxValue,
c: Double.NegativeInfinity, v: Double.PositiveInfinity);
Assert.Equal(tup, s[^1]);
}
[Fact]
public void Casting_Parameters()
{
TBars s = new()
{
{ DateTime.Today, 0.1, 1.1, 2.1, 3.1, 4.1, false }
};
Assert.Equal(0.1, s[^1].o);
Assert.Equal(1.1, s[^1].h);
Assert.Equal(2.1, s[^1].l);
Assert.Equal(3.1, s[^1].c);
Assert.Equal(4.1, s[^1].v);
Assert.Equal(DateTime.Today, s[^1].t);
Assert.Single(s);
}
[Fact]
public void Updating_Value()
{
TBars s = new()
{
{ DateTime.Today, 0.1, 1.1, 2.1, 3.1, 4.1 }
};
s.Add(DateTime.Today, 1.0, 1.0, 1.0, 1.0, 1.0, update: false);
s.Add(DateTime.Today, 0.0, 0.0, 0.0, 0.0, 0.0, update: true);
Assert.Equal(0.0, s[^1].o);
Assert.Equal(0.0, s[^1].h);
Assert.Equal(0.0, s[^1].l);
Assert.Equal(0.0, s[^1].c);
Assert.Equal(0.0, s[^1].v);
Assert.Equal(2, s.Count);
}
[Fact]
public void Extracting_TSeries()
{
TBars s = new()
{
{ DateTime.Today, 0.1, 1.1, 2.1, 3.1, 4.1 },
{ DateTime.Today, 2.1, 3.1, 4.1, 5.1, 6.1 }
};
TSeries t = s.Open;
Assert.Equal(t.t, s.Open.t);
Assert.Equal(t.v, s.Open.v);
t = s.High;
Assert.Equal(t.t, s.High.t);
Assert.Equal(t.v, s.High.v);
t = s.Low;
Assert.Equal(t.t, s.Low.t);
Assert.Equal(t.v, s.Low.v);
t = s.Close;
Assert.Equal(t.t, s.Close.t);
Assert.Equal(t.v, s.Close.v);
t = s.Volume;
Assert.Equal(t.t, s.Volume.t);
Assert.Equal(t.v, s.Volume.v);
t = s.HL2;
Assert.Equal(t.t, s.HL2.t);
Assert.Equal(t.v, s.HL2.v);
t = s.OC2;
Assert.Equal(t.t, s.OC2.t);
Assert.Equal(t.v, s.OC2.v);
t = s.OHL3;
Assert.Equal(t.t, s.OHL3.t);
Assert.Equal(t.v, s.OHL3.v);
t = s.HLC3;
Assert.Equal(t.t, s.HLC3.t);
Assert.Equal(t.v, s.HLC3.v);
t = s.OHLC4;
Assert.Equal(t.t, s.OHLC4.t);
Assert.Equal(t.v, s.OHLC4.v);
t = s.HLCC4;
Assert.Equal(t.t, s.HLCC4.t);
Assert.Equal(t.v, s.HLCC4.v);
}
[Fact]
public void Broadcasting_Events()
{
TBars s = new() { (DateTime.Today, 2.1, 3.1, 4.1, 5.1, 6.1) };
TSeries t = new();
s.Close.Pub += t.Sub;
s.Add(DateTime.Today, 0.1, 1.1, 2.1, 3.1, 4.1, false);
Assert.Equal(s.Close.v, t.v);
Assert.Equal(s.Close.Count, t.Count);
}
}
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using Xunit;
using System;
using QuanTAlib;
namespace Basics;
public class TSeries_Test
{
[Fact]
public void InsertingTuple()
{
TSeries s = new() { (t: DateTime.Today, v: double.Epsilon) };
Assert.Equal((DateTime.Today, double.Epsilon), s);
}
[Fact]
public void CastingTwoParameters()
{
TSeries s = new()
{
{ DateTime.Today, 0.0 }
};
Assert.Equal(0.0, s[s.Count - 1].v);
Assert.Equal(DateTime.Today, s[s.Count - 1].t);
}
[Fact]
public void CastingOneParameter()
{
TSeries s = new()
{
double.PositiveInfinity
};
Assert.Equal(double.PositiveInfinity, (double)s);
}
[Fact]
public void UpdatingValue()
{
TSeries s = new() { 1, 2, 3, 4, 5 };
s.Add(0.0, update: true);
Assert.Equal(0.0, (double)s);
Assert.Equal(5, s.Count);
}
[Fact]
public void ReflectingSeries()
{
TSeries s = new() { 1, 2, 3, 4, 5 };
TSeries t = s;
Assert.Equal(5, (double)t);
Assert.Equal(5, t.Count);
}
[Fact]
public void BroadcastingEvents()
{
TSeries s = new() { 1, 2, 3, 4, 5 };
TSeries t = new();
s.Pub += t.Sub;
s.Add(0.0, update: true);
Assert.Equal(0.0, (double)t);
}
}
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using Xunit;
using System;
using QuanTAlib;
namespace MovingAvg;
public class DEMA_Test
{
[Fact]
public void Add_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
DEMA_Series c = new(a, 3);
Assert.Equal(6, c.Count);
a.Add(5);
Assert.Equal(a.Count, c.Count);
a.Add(0, update: true);
Assert.Equal(a.Count, c.Count);
}
[Fact]
public void Edge_Test()
{
TSeries a = new() { double.NaN, double.Epsilon, double.PositiveInfinity, double.MaxValue };
DEMA_Series c = new(a, 3);
Assert.Equal(a.Count, c.Count);
a.Add(double.NaN);
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
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using Xunit;
using System;
using QuanTAlib;
namespace MovingAvg;
public class EMA_Test
{
[Fact]
public void Add_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
EMA_Series c = new(a, 3);
Assert.Equal(6, c.Count);
a.Add(5);
Assert.Equal(a.Count, c.Count);
a.Add(0, update: true);
Assert.Equal(a.Count, c.Count);
}
[Fact]
public void Edge_Test()
{
TSeries a = new() { double.NaN, double.Epsilon, double.PositiveInfinity, double.MaxValue };
EMA_Series c = new(a, 3);
Assert.Equal(a.Count, c.Count);
a.Add(double.NaN);
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
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using Xunit;
using System;
using QuanTAlib;
namespace MovingAvg;
public class HEMA_Test
{
[Fact]
public void Add_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
HEMA_Series c = new(a, 3);
Assert.Equal(6, c.Count);
a.Add(5);
Assert.Equal(a.Count, c.Count);
a.Add(0, update: true);
Assert.Equal(a.Count, c.Count);
}
[Fact]
public void Edge_Test()
{
TSeries a = new() { double.NaN, double.Epsilon, double.PositiveInfinity, double.MaxValue };
HEMA_Series c = new(a, 3);
Assert.Equal(a.Count, c.Count);
a.Add(double.NaN);
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
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using Xunit;
using System;
using QuanTAlib;
namespace MovingAvg;
public class HMA_Test
{
[Fact]
public void Add_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
HMA_Series c = new(a, 3);
Assert.Equal(6, c.Count);
a.Add(5);
Assert.Equal(a.Count, c.Count);
a.Add(0, update: true);
Assert.Equal(a.Count, c.Count);
}
[Fact]
public void Edge_Test()
{
TSeries a = new() { double.NaN, double.Epsilon, double.PositiveInfinity, double.MaxValue };
HMA_Series c = new(a, 3);
Assert.Equal(a.Count, c.Count);
a.Add(double.NaN);
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
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using Xunit;
using System;
using QuanTAlib;
namespace MovingAvg;
public class JMA_Test
{
[Fact]
public void Add_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
JMA_Series c = new(a, 3);
Assert.Equal(6, c.Count);
a.Add(5);
Assert.Equal(a.Count, c.Count);
a.Add(0, update: true);
Assert.Equal(a.Count, c.Count);
}
[Fact]
public void Edge_Test()
{
TSeries a = new() { double.NaN, double.Epsilon, double.PositiveInfinity, double.MaxValue };
JMA_Series c = new(a, 3);
Assert.Equal(a.Count, c.Count);
a.Add(double.NaN);
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
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using Xunit;
using System;
using QuanTAlib;
namespace MovingAvg;
public class RMA_Test
{
[Fact]
public void Add_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
RMA_Series c = new(a, 3);
Assert.Equal(6, c.Count);
a.Add(5);
Assert.Equal(a.Count, c.Count);
a.Add(0, update: true);
Assert.Equal(a.Count, c.Count);
}
[Fact]
public void Edge_Test()
{
TSeries a = new() { double.NaN, double.Epsilon, double.PositiveInfinity, double.MaxValue };
RMA_Series c = new(a, 3);
Assert.Equal(a.Count, c.Count);
a.Add(double.NaN);
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
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using Xunit;
using System;
using QuanTAlib;
namespace MovingAvg;
public class SMA_Test
{
[Fact]
public void Add_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
SMA_Series c = new(a, 3);
Assert.Equal(6, c.Count);
a.Add(5);
Assert.Equal(a.Count, c.Count);
a.Add(0, update: true);
Assert.Equal(a.Count, c.Count);
}
[Fact]
public void Edge_Test()
{
TSeries a = new() { double.NaN, double.Epsilon, double.PositiveInfinity, double.MaxValue };
SMA_Series c = new(a, 3);
Assert.Equal(a.Count, c.Count);
a.Add(double.NaN);
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
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using Xunit;
using System;
using QuanTAlib;
namespace MovingAvg;
public class TEMA_Test
{
[Fact]
public void Add_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
TEMA_Series c = new(a, 3);
Assert.Equal(6, c.Count);
a.Add(5);
Assert.Equal(a.Count, c.Count);
a.Add(0, update: true);
Assert.Equal(a.Count, c.Count);
}
[Fact]
public void Edge_Test()
{
TSeries a = new() { double.NaN, double.Epsilon, double.PositiveInfinity, double.MaxValue };
TEMA_Series c = new(a, 3);
Assert.Equal(a.Count, c.Count);
a.Add(double.NaN);
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
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using Xunit;
using System;
using QuanTAlib;
namespace MovingAvg;
public class WMA_Test
{
[Fact]
public void Add_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
WMA_Series c = new(a, 3);
Assert.Equal(6, c.Count);
a.Add(5);
Assert.Equal(a.Count, c.Count);
a.Add(0, update: true);
Assert.Equal(a.Count, c.Count);
}
[Fact]
public void Edge_Test()
{
TSeries a = new() { double.NaN, double.Epsilon, double.PositiveInfinity, double.MaxValue };
WMA_Series c = new(a, 3);
Assert.Equal(a.Count, c.Count);
a.Add(double.NaN);
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
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using Xunit;
using System;
using QuanTAlib;
namespace MovingAvg;
public class ZLEMA_Test
{
[Fact]
public void Add_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
ZLEMA_Series c = new(a, 3);
Assert.Equal(6, c.Count);
a.Add(5);
Assert.Equal(a.Count, c.Count);
a.Add(0, update: true);
Assert.Equal(a.Count, c.Count);
}
[Fact]
public void Edge_Test()
{
TSeries a = new() { double.NaN, double.Epsilon, double.PositiveInfinity, double.MaxValue };
ZLEMA_Series c = new(a, 3);
Assert.Equal(a.Count, c.Count);
a.Add(double.NaN);
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
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using Xunit;
using System;
using QuanTAlib;
namespace Statistics;
public class BIAS_Test
{
[Fact]
public void Add_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
BIAS_Series c = new(a, 3);
Assert.Equal(6, c.Count);
a.Add(5);
Assert.Equal(a.Count, c.Count);
a.Add(0, update: true);
Assert.Equal(a.Count, c.Count);
}
[Fact]
public void Edge_Test()
{
TSeries a = new() { double.NaN, double.Epsilon, double.PositiveInfinity, double.MaxValue };
BIAS_Series c = new(a, 3);
Assert.Equal(a.Count, c.Count);
a.Add(double.NaN);
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
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using Xunit;
using System;
using QuanTAlib;
namespace Statistics;
public class KURT_Test
{
[Fact]
public void Add_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
KURT_Series c = new(a, 3);
Assert.Equal(6, c.Count);
a.Add(5);
Assert.Equal(a.Count, c.Count);
a.Add(0, update: true);
Assert.Equal(a.Count, c.Count);
}
[Fact]
public void Edge_Test()
{
TSeries a = new() { double.NaN, double.Epsilon, double.PositiveInfinity, double.MaxValue };
KURT_Series c = new(a, 3);
Assert.Equal(a.Count, c.Count);
a.Add(double.NaN);
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
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using Xunit;
using System;
using QuanTAlib;
namespace Statistics;
public class ENTP_Test
{
[Fact]
public void Add_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
ENTP_Series c = new(a, 3);
Assert.Equal(6, c.Count);
a.Add(5);
Assert.Equal(a.Count, c.Count);
a.Add(0, update: true);
Assert.Equal(a.Count, c.Count);
}
[Fact]
public void Edge_Test()
{
TSeries a = new() { double.NaN, double.Epsilon, double.PositiveInfinity, double.MaxValue };
ENTP_Series c = new(a, 3);
Assert.Equal(a.Count, c.Count);
a.Add(double.NaN);
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
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using Xunit;
using System;
using QuanTAlib;
namespace Statistics;
public class MAD_Test
{
[Fact]
public void Add_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
MAD_Series c = new(a, 3);
Assert.Equal(6, c.Count);
a.Add(5);
Assert.Equal(a.Count, c.Count);
a.Add(0, update: true);
Assert.Equal(a.Count, c.Count);
}
[Fact]
public void Edge_Test()
{
TSeries a = new() { double.NaN, double.Epsilon, double.PositiveInfinity, double.MaxValue };
MAD_Series c = new(a, 3);
Assert.Equal(a.Count, c.Count);
a.Add(double.NaN);
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
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using Xunit;
using System;
using QuanTAlib;
namespace Statistics;
public class MAPE_Test
{
[Fact]
public void Add_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
MAPE_Series c = new(a, 3);
Assert.Equal(6, c.Count);
a.Add(5);
Assert.Equal(a.Count, c.Count);
a.Add(0, update: true);
Assert.Equal(a.Count, c.Count);
}
[Fact]
public void Edge_Test()
{
TSeries a = new() { double.NaN, double.Epsilon, double.PositiveInfinity, double.MaxValue };
MAPE_Series c = new(a, 3);
Assert.Equal(a.Count, c.Count);
a.Add(double.NaN);
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
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using Xunit;
using System;
using QuanTAlib;
namespace Statistics;
public class MAX_Test
{
[Fact]
public void Add_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
MAX_Series c = new(a, 3);
Assert.Equal(6, c.Count);
a.Add(5);
Assert.Equal(a.Count, c.Count);
a.Add(0, update: true);
Assert.Equal(a.Count, c.Count);
}
[Fact]
public void Edge_Test()
{
TSeries a = new() { double.NaN, double.Epsilon, double.PositiveInfinity, double.MaxValue };
MAX_Series c = new(a, 3);
Assert.Equal(a.Count, c.Count);
a.Add(double.NaN);
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
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using Xunit;
using System;
using QuanTAlib;
namespace Statistics;
public class MED_Test
{
[Fact]
public void Add_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
MED_Series c = new(a, 3);
Assert.Equal(6, c.Count);
a.Add(5);
Assert.Equal(a.Count, c.Count);
a.Add(0, update: true);
Assert.Equal(a.Count, c.Count);
}
[Fact]
public void Edge_Test()
{
TSeries a = new() { double.NaN, double.Epsilon, double.PositiveInfinity, double.MaxValue };
MED_Series c = new(a, 3);
Assert.Equal(a.Count, c.Count);
a.Add(double.NaN);
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
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using Xunit;
using System;
using QuanTAlib;
namespace Statistics;
public class MIN_Test
{
[Fact]
public void Add_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
MIN_Series c = new(a, 3);
Assert.Equal(6, c.Count);
a.Add(5);
Assert.Equal(a.Count, c.Count);
a.Add(0, update: true);
Assert.Equal(a.Count, c.Count);
}
[Fact]
public void Edge_Test()
{
TSeries a = new() { double.NaN, double.Epsilon, double.PositiveInfinity, double.MaxValue };
MIN_Series c = new(a, 3);
Assert.Equal(a.Count, c.Count);
a.Add(double.NaN);
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
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using Xunit;
using System;
using QuanTAlib;
namespace Statistics;
public class MSE_Test
{
[Fact]
public void Add_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
MSE_Series c = new(a, 3);
Assert.Equal(6, c.Count);
a.Add(5);
Assert.Equal(a.Count, c.Count);
a.Add(0, update: true);
Assert.Equal(a.Count, c.Count);
}
[Fact]
public void Edge_Test()
{
TSeries a = new() { double.NaN, double.Epsilon, double.PositiveInfinity, double.MaxValue };
MSE_Series c = new(a, 3);
Assert.Equal(a.Count, c.Count);
a.Add(double.NaN);
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
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using Xunit;
using System;
using QuanTAlib;
namespace Statistics;
public class PSDEV_Test
{
[Fact]
public void Add_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
PSDEV_Series c = new(a, 3);
Assert.Equal(6, c.Count);
a.Add(5);
Assert.Equal(a.Count, c.Count);
a.Add(0, update: true);
Assert.Equal(a.Count, c.Count);
}
[Fact]
public void Edge_Test()
{
TSeries a = new() { double.NaN, double.Epsilon, double.PositiveInfinity, double.MaxValue };
PSDEV_Series c = new(a, 3);
Assert.Equal(a.Count, c.Count);
a.Add(double.NaN);
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
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using Xunit;
using System;
using QuanTAlib;
namespace Statistics;
public class PVAR_Test
{
[Fact]
public void Add_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
PVAR_Series c = new(a, 3);
Assert.Equal(6, c.Count);
a.Add(5);
Assert.Equal(a.Count, c.Count);
a.Add(0, update: true);
Assert.Equal(a.Count, c.Count);
}
[Fact]
public void Edge_Test()
{
TSeries a = new() { double.NaN, double.Epsilon, double.PositiveInfinity, double.MaxValue };
PVAR_Series c = new(a, 3);
Assert.Equal(a.Count, c.Count);
a.Add(double.NaN);
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
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using Xunit;
using System;
using QuanTAlib;
namespace Statistics;
public class SDEV_Test
{
[Fact]
public void Add_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
SDEV_Series c = new(a, 3);
Assert.Equal(6, c.Count);
a.Add(5);
Assert.Equal(a.Count, c.Count);
a.Add(0, update: true);
Assert.Equal(a.Count, c.Count);
}
[Fact]
public void Edge_Test()
{
TSeries a = new() { double.NaN, double.Epsilon, double.PositiveInfinity, double.MaxValue };
SDEV_Series c = new(a, 3);
Assert.Equal(a.Count, c.Count);
a.Add(double.NaN);
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
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using Xunit;
using System;
using QuanTAlib;
namespace Statistics;
public class SMAPE_Test
{
[Fact]
public void Add_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
SMAPE_Series c = new(a, 3);
Assert.Equal(6, c.Count);
a.Add(5);
Assert.Equal(a.Count, c.Count);
a.Add(0, update: true);
Assert.Equal(a.Count, c.Count);
}
[Fact]
public void Edge_Test()
{
TSeries a = new() { double.NaN, double.Epsilon, double.PositiveInfinity, double.MaxValue };
SMAPE_Series c = new(a, 3);
Assert.Equal(a.Count, c.Count);
a.Add(double.NaN);
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
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using Xunit;
using System;
using QuanTAlib;
namespace Statistics;
public class VAR_Test
{
[Fact]
public void Add_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
VAR_Series c = new(a, 3);
Assert.Equal(6, c.Count);
a.Add(5);
Assert.Equal(a.Count, c.Count);
a.Add(0, update: true);
Assert.Equal(a.Count, c.Count);
}
[Fact]
public void Edge_Test()
{
TSeries a = new() { double.NaN, double.Epsilon, double.PositiveInfinity, double.MaxValue };
VAR_Series c = new(a, 3);
Assert.Equal(a.Count, c.Count);
a.Add(double.NaN);
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
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using Xunit;
using System;
using QuanTAlib;
namespace Statistics;
public class WMAPE_Test
{
[Fact]
public void Add_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
WMAPE_Series c = new(a, 3);
Assert.Equal(6, c.Count);
a.Add(5);
Assert.Equal(a.Count, c.Count);
a.Add(0, update: true);
Assert.Equal(a.Count, c.Count);
}
[Fact]
public void Edge_Test()
{
TSeries a = new() { double.NaN, double.Epsilon, double.PositiveInfinity, double.MaxValue };
WMAPE_Series c = new(a, 3);
Assert.Equal(a.Count, c.Count);
a.Add(double.NaN);
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
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<Project Sdk="Microsoft.NET.Sdk">
<PropertyGroup>
<TargetFramework>net7.0</TargetFramework>
<ImplicitUsings>enable</ImplicitUsings>
<Nullable>enable</Nullable>
<IsPackable>false</IsPackable>
<Platforms>AnyCPU;x64</Platforms>
</PropertyGroup>
<ItemGroup>
<PackageReference Include="JetBrains.dotCover.CommandLineTools" Version="2022.1.0-eap10">
<PrivateAssets>all</PrivateAssets>
<IncludeAssets>runtime; build; native; contentfiles; analyzers; buildtransitive</IncludeAssets>
</PackageReference>
<PackageReference Include="Microsoft.NET.Test.Sdk" Version="17.2.0-preview-20220401-08" />
<PackageReference Include="Python.Included" Version="3.7.3.13" />
<PackageReference Include="TALib.NETCore" Version="0.4.4" />
<PackageReference Include="Skender.Stock.Indicators" Version="1.23.0" />
<PackageReference Include="xunit" Version="2.4.2-pre.12" />
<PackageReference Include="xunit.runner.visualstudio" Version="2.4.3">
<IncludeAssets>runtime; build; native; contentfiles; analyzers; buildtransitive</IncludeAssets>
<PrivateAssets>all</PrivateAssets>
</PackageReference>
</ItemGroup>
<ItemGroup>
<ProjectReference Include="..\Source\QuanTAlib.csproj" />
</ItemGroup>
</Project>
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using Xunit;
using System;
using QuanTAlib;
using Python.Runtime;
using Python.Included;
namespace Validation;
public class PandasTA
{
private readonly RND_Feed bars;
private readonly Random rnd = new();
private readonly int period;
private readonly dynamic ta;
private readonly dynamic df;
public PandasTA()
{
this.bars = new(1000);
this.period = this.rnd.Next(28) + 3;
Installer.SetupPython().Wait();
Installer.TryInstallPip();
Installer.PipInstallModule("numpy");
Installer.PipInstallModule("pandas");
Installer.PipInstallModule("pandas-ta");
PythonEngine.Initialize();
this.ta = Py.Import("pandas_ta");
this.df = this.ta.DataFrame(this.bars.Close.v);
}
~PandasTA()
{
PythonEngine.Shutdown();
}
[Fact]
void SMA()
{
SMA_Series QL = new(this.bars.Close, this.period, false);
var pta = this.ta.sma(close: this.df[0], length: this.period);
Assert.Equal(System.Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
}
/*
[Fact]
void EMA()
{
EMA_Series QL = new(this.bars.Close, this.period, false);
var pta = this.ta.ema(close: this.df[0], length: this.period);
Assert.Equal(System.Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
}
[Fact]
void TEMA()
{
TEMA_Series QL = new(this.bars.Close, this.period, false);
var pta = this.ta.tema(close: this.df[0], length: this.period);
Assert.Equal(System.Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
}
[Fact]
void ENTP()
{
ENTP_Series QL = new(this.bars.Close, this.period, useNaN:false);
var pta = this.ta.entropy(close: this.df[0], length: this.period);
Assert.Equal(System.Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
}
[Fact]
void WMA()
{
WMA_Series QL = new(this.bars.Close, this.period, false);
var pta = this.ta.wma(close: this.df[0], length: this.period);
Assert.Equal(System.Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
}
[Fact]
void DEMA()
{
DEMA_Series QL = new(this.bars.Close, this.period, false);
var pta = this.ta.dema(close: this.df[0], length: this.period);
Assert.Equal(System.Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
}
[Fact]
void BIAS()
{
BIAS_Series QL = new(this.bars.Close, this.period, false);
var pta = this.ta.bias(close: this.df[0], length: this.period);
Assert.Equal(System.Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
}
[Fact]
void KURT()
{
KURT_Series QL = new(this.bars.Close, this.period, useNaN: false);
var pta = this.ta.kurtosis(close: this.df[0], length: this.period);
Assert.Equal(System.Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
}
[Fact]
void MAD()
{
MAD_Series QL = new(this.bars.Close, this.period, useNaN: false);
var pta = this.ta.mad(close: this.df[0], length: this.period);
Assert.Equal(System.Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
}
*/
}
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using Xunit;
using System;
using Skender.Stock.Indicators;
using QuanTAlib;
namespace Validation;
public class Skender_Stock
{
private readonly RND_Feed bars;
private readonly Random rnd = new();
private readonly int period;
private readonly IEnumerable<Quote> quotes;
public Skender_Stock()
{
this.bars = new(1000);
this.period = this.rnd.Next(28) + 3;
this.quotes = this.bars.Select(
q => new Quote
{
Date = q.t,
Open = (decimal)q.o,
High = (decimal)q.h,
Low = (decimal)q.l,
Close = (decimal)q.c,
Volume = (decimal)q.v
});
}
[Fact]
public void SMA()
{
SMA_Series QL = new(this.bars.Close, this.period, false);
var SK = this.quotes.GetSma(this.period, CandlePart.Close);
Assert.Equal(Math.Round((double)SK.Last().Sma!, 8), Math.Round(QL.Last().v, 8));
}
[Fact]
public void EMA()
{
EMA_Series QL = new(this.bars.Close, this.period, false);
var SK = this.quotes.GetEma(this.period, CandlePart.Close);
Assert.Equal(Math.Round((double)SK.Last().Ema!, 8), Math.Round(QL.Last().v, 8));
}
[Fact]
public void WMA()
{
WMA_Series QL = new(this.bars.Close, this.period, false);
var SK = this.quotes.GetWma(this.period, CandlePart.Close);
Assert.Equal(Math.Round((double)SK.Last().Wma!, 8), Math.Round(QL.Last().v, 8));
}
[Fact]
public void DEMA()
{
DEMA_Series QL = new(this.bars.Close, this.period, false);
var SK = this.quotes.GetDema(this.period);
Assert.Equal(Math.Round((double)SK.Last().Dema!, 8), Math.Round(QL.Last().v, 8));
}
[Fact]
public void TEMA()
{
TEMA_Series QL = new(this.bars.Close, this.period, false);
var SK = this.quotes.GetTema(this.period);
Assert.Equal(Math.Round((double)SK.Last().Tema!, 8), Math.Round(QL.Last().v, 8));
}
[Fact]
public void MAD()
{
MAD_Series QL = new(this.bars.Close, this.period, false);
var SK = this.quotes.GetSmaExtended(this.period);
Assert.Equal(Math.Round((double)SK.Last().Mad!, 8), Math.Round(QL.Last().v, 8));
}
[Fact]
public void MAPE()
{
MAPE_Series QL = new(this.bars.Close, this.period, false);
var SK = this.quotes.GetSmaExtended(this.period);
Assert.Equal(Math.Round((double)SK.Last().Mape!, 8), Math.Round(QL.Last().v, 8));
}
}
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using Xunit;
using System;
using TALib;
using QuanTAlib;
namespace Validation;
public class TA_LIB
{
private readonly RND_Feed bars;
private readonly Random rnd = new();
private readonly int period;
private readonly double[] TALIB;
private readonly double[] input;
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();
}
/////////////////////////////////////////
[Fact]
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);
Assert.Equal(Math.Round(this.TALIB[this.TALIB.Length - outBegIdx - 1], 8), Math.Round(QL.Last().v, 8));
}
[Fact]
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);
Assert.Equal(Math.Round(this.TALIB[this.TALIB.Length - outBegIdx - 1], 8), Math.Round(QL.Last().v, 8));
}
[Fact]
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);
Assert.Equal(Math.Round(this.TALIB[this.TALIB.Length - outBegIdx - 1], 8), Math.Round(QL.Last().v, 8));
}
[Fact]
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);
Assert.Equal(Math.Round(this.TALIB[this.TALIB.Length - outBegIdx - 1], 8), Math.Round(QL.Last().v, 8));
}
[Fact]
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);
Assert.Equal(Math.Round(this.TALIB[this.TALIB.Length - outBegIdx - 1], 8), Math.Round(QL.Last().v, 8));
}
[Fact]
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);
Assert.Equal(Math.Round(this.TALIB[this.TALIB.Length - outBegIdx - 1], 8), Math.Round(QL.Last().v, 8));
}
[Fact]
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);
Assert.Equal(Math.Round(this.TALIB[this.TALIB.Length - outBegIdx - 1], 8), Math.Round(QL.Last().v, 8));
}
}