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Revert "Cleanup"

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This reverts commit 1a5401792d.
This commit is contained in:
Miha Kralj
2022-11-14 22:22:40 -08:00
parent d778c1c99c
commit 5c988bdbc8
1 changed files with 111 additions and 111 deletions
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Tests/Validations/Pandas_TA.cs
+22 -22
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@@ -64,21 +64,21 @@ public class PandasTA : IDisposable
void HL2() void HL2()
{ {
var pta = df.ta.hl2(high: df.high, low: df.low); var pta = df.ta.hl2(high: df.high, low: df.low);
Assert.Equal(Math.Round((double)pta.tail(1), 7), Math.Round(bars.HL2.Last().v, 7)); Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(bars.HL2.Last().v, 4));
} }
[Fact] [Fact]
void HLC3() void HLC3()
{ {
var pta = df.ta.hlc3(high: df.high, low: df.low, close: df.close); var pta = df.ta.hlc3(high: df.high, low: df.low, close: df.close);
Assert.Equal(Math.Round((double)pta.tail(1), 7), Math.Round(bars.HLC3.Last().v, 7)); Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(bars.HLC3.Last().v, 4));
} }
[Fact] [Fact]
void OHLC4() void OHLC4()
{ {
var pta = df.ta.ohlc4(open: df.open, high: df.high, low: df.low, close: df.close); var pta = df.ta.ohlc4(open: df.open, high: df.high, low: df.low, close: df.close);
Assert.Equal(Math.Round((double)pta.tail(1), 7), Math.Round(bars.OHLC4.Last().v, 7)); Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(bars.OHLC4.Last().v, 4));
} }
[Fact] [Fact]
@@ -86,7 +86,7 @@ public class PandasTA : IDisposable
{ {
MED_Series QL = new(bars.Close, period); MED_Series QL = new(bars.Close, period);
var pta = df.ta.median(close: df.close, length: period); var pta = df.ta.median(close: df.close, length: period);
Assert.Equal(Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7)); Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
} }
[Fact] [Fact]
@@ -110,7 +110,7 @@ public class PandasTA : IDisposable
{ {
ADL_Series QL = new(bars); ADL_Series QL = new(bars);
var pta = df.ta.ad(high: df.high, low: df.low, close:df.close, volume:df.volume); var pta = df.ta.ad(high: df.high, low: df.low, close:df.close, volume:df.volume);
Assert.Equal(Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7)); Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
} }
[Fact] [Fact]
@@ -118,7 +118,7 @@ public class PandasTA : IDisposable
{ {
ADOSC_Series QL = new(bars); ADOSC_Series QL = new(bars);
var pta = df.ta.adosc(high: df.high, low: df.low, close: df.close, volume: df.volume); var pta = df.ta.adosc(high: df.high, low: df.low, close: df.close, volume: df.volume);
Assert.Equal(Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7)); Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
} }
[Fact] [Fact]
@@ -126,7 +126,7 @@ public class PandasTA : IDisposable
{ {
TR_Series QL = new(bars); TR_Series QL = new(bars);
var pta = df.ta.true_range(high: df.high, low: df.low, close: df.close); var pta = df.ta.true_range(high: df.high, low: df.low, close: df.close);
Assert.Equal(Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7)); Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
} }
[Fact] [Fact]
@@ -134,7 +134,7 @@ public class PandasTA : IDisposable
{ {
ATR_Series QL = new(bars, period); ATR_Series QL = new(bars, period);
var pta = df.ta.atr(high: df.high, low: df.low, close: df.close, length: period); var pta = df.ta.atr(high: df.high, low: df.low, close: df.close, length: period);
Assert.Equal(Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7)); Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
} }
[Fact] [Fact]
@@ -142,7 +142,7 @@ public class PandasTA : IDisposable
{ {
RSI_Series QL = new(bars.Close, period); RSI_Series QL = new(bars.Close, period);
var pta = df.ta.rsi(close: df.close, length: period); var pta = df.ta.rsi(close: df.close, length: period);
Assert.Equal(Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7)); Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
} }
[Fact] [Fact]
@@ -151,7 +151,7 @@ public class PandasTA : IDisposable
//TODO: return length to variable length (period) when Pandas-TA fixes trima //TODO: return length to variable length (period) when Pandas-TA fixes trima
TRIMA_Series QL = new(bars.Close, 11); TRIMA_Series QL = new(bars.Close, 11);
var pta = df.ta.trima(close: df.close, length: 11); var pta = df.ta.trima(close: df.close, length: 11);
Assert.Equal(Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7)); Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
} }
[Fact] [Fact]
@@ -159,7 +159,7 @@ public class PandasTA : IDisposable
{ {
KAMA_Series QL = new(bars.Close, period); KAMA_Series QL = new(bars.Close, period);
var pta = df.ta.kama(close: df.close, length: period); var pta = df.ta.kama(close: df.close, length: period);
Assert.Equal(Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7)); Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
} }
[Fact] [Fact]
@@ -167,7 +167,7 @@ public class PandasTA : IDisposable
{ {
HMA_Series QL = new(bars.Close, period, false); HMA_Series QL = new(bars.Close, period, false);
var pta = df.ta.hma(close: df.close, length: period); var pta = df.ta.hma(close: df.close, length: period);
Assert.Equal(Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7)); Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
} }
[Fact] [Fact]
@@ -175,7 +175,7 @@ public class PandasTA : IDisposable
{ {
SMA_Series QL = new(bars.Close, period, false); SMA_Series QL = new(bars.Close, period, false);
var pta = df.ta.sma(close: df.close, length: period); var pta = df.ta.sma(close: df.close, length: period);
Assert.Equal(Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7)); Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
} }
[Fact] [Fact]
@@ -183,7 +183,7 @@ public class PandasTA : IDisposable
{ {
EMA_Series QL = new(bars.Close, period, false); EMA_Series QL = new(bars.Close, period, false);
var pta = df.ta.ema(close: df.close, length: period); var pta = df.ta.ema(close: df.close, length: period);
Assert.Equal(Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7)); Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
} }
[Fact] [Fact]
@@ -191,7 +191,7 @@ public class PandasTA : IDisposable
{ {
TEMA_Series QL = new(bars.Close, period, false); TEMA_Series QL = new(bars.Close, period, false);
var pta = df.ta.tema(close: df.close, length: period); var pta = df.ta.tema(close: df.close, length: period);
Assert.Equal(Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7)); Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
} }
[Fact] [Fact]
@@ -199,7 +199,7 @@ public class PandasTA : IDisposable
{ {
ENTP_Series QL = new(bars.Close, period, useNaN: false); ENTP_Series QL = new(bars.Close, period, useNaN: false);
var pta = df.ta.entropy(close: df.close, length: period); var pta = df.ta.entropy(close: df.close, length: period);
Assert.Equal(Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7)); Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
} }
[Fact] [Fact]
@@ -207,7 +207,7 @@ public class PandasTA : IDisposable
{ {
WMA_Series QL = new(bars.Close, period, false); WMA_Series QL = new(bars.Close, period, false);
var pta = df.ta.wma(close: df.close, length: period); var pta = df.ta.wma(close: df.close, length: period);
Assert.Equal(Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7)); Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
} }
[Fact] [Fact]
@@ -215,7 +215,7 @@ public class PandasTA : IDisposable
{ {
RMA_Series QL = new(bars.Close, period, false); RMA_Series QL = new(bars.Close, period, false);
var pta = df.ta.rma(close: df.close, length: period); var pta = df.ta.rma(close: df.close, length: period);
Assert.Equal(Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7)); Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
} }
[Fact] [Fact]
@@ -223,7 +223,7 @@ public class PandasTA : IDisposable
{ {
ZLEMA_Series QL = new(bars.Close, period, false); ZLEMA_Series QL = new(bars.Close, period, false);
var pta = df.ta.zlma(close: df.close, length: period); var pta = df.ta.zlma(close: df.close, length: period);
Assert.Equal(Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7)); Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
} }
[Fact] [Fact]
@@ -231,7 +231,7 @@ public class PandasTA : IDisposable
{ {
DEMA_Series QL = new(bars.Close, period, false); DEMA_Series QL = new(bars.Close, period, false);
var pta = df.ta.dema(close: df.close, length: period); var pta = df.ta.dema(close: df.close, length: period);
Assert.Equal(Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7)); Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
} }
[Fact] [Fact]
@@ -239,7 +239,7 @@ public class PandasTA : IDisposable
{ {
BIAS_Series QL = new(bars.Close, period, false); BIAS_Series QL = new(bars.Close, period, false);
var pta = df.ta.bias(close: df.close, length: period); var pta = df.ta.bias(close: df.close, length: period);
Assert.Equal(Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7)); Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
} }
[Fact] [Fact]
@@ -255,6 +255,6 @@ public class PandasTA : IDisposable
{ {
MAD_Series QL = new(bars.Close, period, useNaN: false); MAD_Series QL = new(bars.Close, period, useNaN: false);
var pta = df.ta.mad(close: df.close, length: period); var pta = df.ta.mad(close: df.close, length: period);
Assert.Equal(Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7)); Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
} }
} }