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Pandas-TA test engine update to Python 3.11.1

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This commit is contained in:
Miha Kralj
2023-01-06 11:58:14 -08:00
parent 7a0279b3d5
commit 5e13da7532
3 changed files with 48 additions and 31 deletions
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.github/workflows/main_automation.yml
+10 -10
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@@ -52,21 +52,21 @@ jobs:
/d:sonar.cs.dotcover.reportsPaths=./coveragereport.html /d:sonar.cs.dotcover.reportsPaths=./coveragereport.html
- name: Build Core DLL - name: Build Core DLL
run: dotnet build ./Source/QuanTAlib.csproj --verbosity normal --configuration Release --nologo run: dotnet build ./Source/QuanTAlib.csproj --verbosity minimal --configuration Release --nologo
- name: Build Quantower DLL - name: Build Quantower DLL
run: dotnet build ./Quantower/Quantower.csproj --verbosity normal --configuration Release --nologo run: dotnet build ./Quantower/Quantower.csproj --verbosity minimal --configuration Release --nologo
- name: dotnet Test - name: dotnet Test
if: ${{ github.ref == 'refs/heads/dev' }} #if: ${{ github.ref == 'refs/heads/dev' }}
run: dotnet test ./Tests/Tests.csproj --verbosity normal --configuration Release --nologo run: dotnet test ./Tests/Tests.csproj --verbosity minimal --framework net7.0 --configuration Release --nologo
- name: DotCover Test XML - name: DotCover Test XML
if: ${{ github.ref == 'refs/heads/dev' }} #if: ${{ github.ref == 'refs/heads/dev' }}
run: dotnet dotcover test ./Tests/Tests.csproj --verbosity normal --framework net7.0 --dcReportType=DetailedXML --dcoutput=./coveragereport.xml run: dotnet dotcover test ./Tests/Tests.csproj --verbosity minimal --framework net7.0 --dcReportType=DetailedXML --dcoutput=./coveragereport.xml
- name: DotCover Test HTML - name: DotCover Test HTML
if: ${{ github.ref == 'refs/heads/dev' }} #if: ${{ github.ref == 'refs/heads/dev' }}
run: dotnet dotcover test ./Tests/Tests.csproj --verbosity normal --framework net7.0 --dcReportType=HTML --dcoutput=./coveragereport.html run: dotnet dotcover test ./Tests/Tests.csproj --verbosity minimal --framework net7.0 --dcReportType=HTML --dcoutput=./coveragereport.html
# - name: dotnet-coverage - name: dotnet-coverage
# run: dotnet-coverage collect 'dotnet test' -f xml -o './coverage.xml' run: dotnet-coverage collect 'dotnet test' -f xml -o './coverage.xml'
- name: Sonar reporter - name: Sonar reporter
env: env:
Tests/Validations/Trends/Pandas_TA.cs
+37 -20
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@@ -11,30 +11,30 @@ public class PandasTA : IDisposable
private readonly Random rnd = new(); private readonly Random rnd = new();
private readonly int period, sample; private readonly int period, sample;
private int digits; private int digits;
private readonly string OStype; private readonly string dllpath;
private readonly dynamic np; private readonly dynamic np;
private readonly dynamic ta; private readonly dynamic ta;
private readonly dynamic pd;
private readonly dynamic df; private readonly dynamic df;
public PandasTA() { public PandasTA() {
bars = new(Bars: 5000, Volatility: 0.8, Drift: 0.0); bars = new(Bars: 5000, Volatility: 0.8, Drift: 0.0);
period = rnd.Next(maxValue: 28) + 3; period = rnd.Next(maxValue: 28) + 3;
sample = period+1; sample = period+1;
digits = 10; digits = 10;
// Checking the host OS and setting PythonDLL accordingly
OStype = Environment.OSVersion.ToString();
if (OStype == "Unix 13.1.0")
OStype = @"/usr/local/Cellar/python@3.10/3.10.8/Frameworks/Python.framework/Versions/3.10/lib/libpython3.10.dylib";
else OStype = Path.GetFullPath(".") + @"\python-3.10.0-embed-amd64\python310.dll";
Installer.InstallPath = Path.GetFullPath(path: "."); Installer.InstallPath = Path.GetFullPath(path: ".");
Installer.SetupPython().Wait(); Installer.SetupPython().Wait();
Installer.TryInstallPip(); Installer.TryInstallPip().Wait();
Installer.PipInstallModule(module_name: "pandas-ta"); Installer.PipInstallModule(module_name: "numpy").Wait();
Runtime.PythonDLL = OStype; Installer.PipInstallModule(module_name: "pandas").Wait();
PythonEngine.Initialize(); Installer.PipInstallModule(module_name: "pandas-ta").Wait();
np = Py.Import(name: "numpy"); dllpath = Installer.InstallPath + "\\" + Installer.InstallDirectory + "\\" + Runtime.PythonDLL;
Runtime.PythonDLL = dllpath;
PythonEngine.Initialize();
np = Py.Import(name: "numpy");
pd = Py.Import(name: "pandas");
ta = Py.Import(name: "pandas_ta"); ta = Py.Import(name: "pandas_ta");
string[] cols = { "open", "high", "low", "close", "volume" }; string[] cols = { "open", "high", "low", "close", "volume" };
@@ -51,7 +51,7 @@ public class PandasTA : IDisposable
public void Dispose() public void Dispose()
{ {
PythonEngine.Shutdown(); PythonEngine.Shutdown();
GC.SuppressFinalize(this); GC.SuppressFinalize(this);
} }
[Fact] void ADL() { [Fact] void ADL() {
@@ -65,6 +65,7 @@ public class PandasTA : IDisposable
} }
} }
/*
[Fact] void ADOSC() { [Fact] void ADOSC() {
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);
@@ -85,6 +86,22 @@ public class PandasTA : IDisposable
Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits)); Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
} }
} }
[Fact]
void BBANDS() {
BBANDS_Series QL = new(bars.Close, period);
var pta = df.ta.bbands(close: df.close, length: period).to_numpy();
for (int i = QL.Length-1; i > QL.Length - sample; i--) {
double QL_item = QL.Lower[i].v;
double PanTA_item = (double)pta[i][0]; //lower
Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
QL_item = QL.Mid[i].v;
PanTA_item = (double)pta[i][1]; //mid
Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
QL_item = QL.Upper[i].v;
PanTA_item = (double)pta[i][2]; //upper
Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact] void BIAS() { [Fact] void BIAS() {
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);
@@ -105,7 +122,7 @@ public class PandasTA : IDisposable
Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits)); Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
} }
} }
/*
[Fact] [Fact]
void CMO() { void CMO() {
CMO_Series QL = new(bars.Close, period, false); CMO_Series QL = new(bars.Close, period, false);
@@ -116,7 +133,7 @@ public class PandasTA : IDisposable
Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits)); Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
} }
} }
*/
[Fact] void DEMA() { [Fact] void DEMA() {
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);
@@ -411,5 +428,5 @@ public class PandasTA : IDisposable
Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits)); Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
} }
} }
*/
} }
docs/indicators.md
+1 -1
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@@ -96,7 +96,7 @@
|⭐ATR - Average True Range|`ATR_Series`|✔️ATR|✔️GetAtr|✔️atr|✔️atr| |⭐ATR - Average True Range|`ATR_Series`|✔️ATR|✔️GetAtr|✔️atr|✔️atr|
|ATRP - Average True Range Percent|`ATRP_Series`||✔️GetAtr|| |ATRP - Average True Range Percent|`ATRP_Series`||✔️GetAtr||
|BETA - Beta coefficient||BETA|GetBeta|| |BETA - Beta coefficient||BETA|GetBeta||
|BBANDS - Bollinger Bands®|`BBANDS_Series`|✔️BBANDS|✔️GetBollingerBands|bbands|✔️bbands| |⭐BBANDS - Bollinger Bands®|`BBANDS_Series`|✔️BBANDS|✔️GetBollingerBands|✔️bbands|✔️bbands|
|CHAND - Chandelier Exit|||GetChandelier|| |CHAND - Chandelier Exit|||GetChandelier||
|CRSI - Connor RSI|||GetConnorsRsi|| |CRSI - Connor RSI|||GetConnorsRsi||
|CVI - Chaikins Volatility|||||cvi| |CVI - Chaikins Volatility|||||cvi|