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This commit is contained in:
Miha Kralj
2024-09-23 22:08:40 -07:00
parent 846429eccf
commit 58d72c06ca
244 changed files with 621 additions and 14397 deletions
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Tests/test_talib.cs
+8 -31
View File
@@ -1,6 +1,6 @@
using Xunit;
using TALib;
using QuanTAlib;
namespace QuanTAlib;
public class TAlibTests
{
@@ -22,7 +22,7 @@ public class TAlibTests
feed.Add(10000);
iterations = 3;
data = feed.Close.v.ToArray();
TALIB = new double[data.Count()];
TALIB = new double[data.Length];
}
@@ -37,11 +37,11 @@ public class TAlibTests
foreach (TBar item in feed)
{ QL.Add(ma.Calc(new TValue(item.Time, item.Close))); }
Core.Sma(data, 0, QL.Length - 1, TALIB, out int outBegIdx, out _, period);
Assert.Equal(QL.Length, TALIB.Count());
Assert.Equal(QL.Length, TALIB.Length);
for (int i = QL.Length - 1; i > period; i--)
{
double TL = i < outBegIdx ? double.NaN : TALIB[i - outBegIdx];
Assert.InRange(TALIB[i - outBegIdx] - QL[i].Value, -range, range);
Assert.InRange(TL - QL[i].Value, -range, range);
}
}
}
@@ -57,7 +57,7 @@ public class TAlibTests
foreach (TBar item in feed)
{ QL.Add(ma.Calc(new TValue(item.Time, item.Close))); }
Core.Ema(data, 0, QL.Length - 1, TALIB, out int outBegIdx, out _, period);
Assert.Equal(QL.Length, TALIB.Count());
Assert.Equal(QL.Length, TALIB.Length);
for (int i = QL.Length - 1; i > period; i--)
{
double TL = i < outBegIdx ? double.NaN : TALIB[i - outBegIdx];
@@ -77,7 +77,7 @@ public class TAlibTests
foreach (TBar item in feed)
{ QL.Add(ma.Calc(new TValue(item.Time, item.Close))); }
Core.Dema(data, 0, QL.Length - 1, TALIB, out int outBegIdx, out _, period);
Assert.Equal(QL.Length, TALIB.Count());
Assert.Equal(QL.Length, TALIB.Length);
for (int i = QL.Length - 1; i > period*20; i--)
{
double TL = i < outBegIdx ? double.NaN : TALIB[i - outBegIdx];
@@ -97,7 +97,7 @@ public class TAlibTests
foreach (TBar item in feed)
{ QL.Add(ma.Calc(new TValue(item.Time, item.Close))); }
Core.Tema(data, 0, QL.Length - 1, TALIB, out int outBegIdx, out _, period);
Assert.Equal(QL.Length, TALIB.Count());
Assert.Equal(QL.Length, TALIB.Length);
for (int i = QL.Length - 1; i > period*20; i--)
{
double TL = i < outBegIdx ? double.NaN : TALIB[i - outBegIdx];
@@ -106,29 +106,6 @@ public class TAlibTests
}
}
//TODO fix WMA
/*
[Fact]
public void WMA()
{
for (int run = 0; run < iterations; run++)
{
period = rnd.Next(50) + 5;
Wma ma = new(period);
TSeries QL = new();
foreach (TBar item in feed)
{ QL.Add(ma.Calc(new TValue(item.Time, item.Close))); }
Core.Wma(data, 0, QL.Length - 1, TALIB, out int outBegIdx, out _, period);
Assert.Equal(QL.Length, TALIB.Count());
for (int i = QL.Length - 1; i > period*3; i--)
{
double TL = i < outBegIdx ? double.NaN : TALIB[i - outBegIdx];
Assert.InRange(TALIB[i - outBegIdx] - QL[i].Value, -range, range);
}
}
}
*/
[Fact]
public void T3()
{
@@ -140,7 +117,7 @@ public class TAlibTests
foreach (TBar item in feed)
{ QL.Add(ma.Calc(new TValue(item.Time, item.Close))); }
Core.T3(data, 0, QL.Length - 1, TALIB, out int outBegIdx, out _, optInTimePeriod: period, optInVFactor: 0.7);
Assert.Equal(QL.Length, TALIB.Count());
Assert.Equal(QL.Length, TALIB.Length);
for (int i = QL.Length - 1; i > period*20; i--)
{
double TL = i < outBegIdx ? double.NaN : TALIB[i - outBegIdx];