Rebase

Tests/Validations/TA_LIB.cs

@@ -0,0 +1,88 @@
+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));
+	}
+
+}