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Miha Kralj
2022-11-12 20:06:54 -08:00
parent 97fb428147
commit 59ca5c2395
80 changed files with 4237 additions and 4257 deletions
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Tests/Basics/Abstract_Test.cs
+23 -23
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@@ -1,23 +1,23 @@
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);
}
}
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);
}
}
Tests/Basics/TBars_Test.cs
+112 -112
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@@ -1,112 +1,112 @@
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);
}
}
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);
}
}
Tests/Basics/TSeries_Test.cs
+61 -61
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@@ -1,61 +1,61 @@
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);
}
}
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);
}
}