LinReg

Tests/Statistics/LINREG_Test.cs

@@ -0,0 +1,33 @@
+using Xunit;
+using System;
+using QuanTAlib;
+
+namespace Statistics;
+public class LINREG_Test
+{
+	[Fact]
+	public void Add_Test()
+	{
+		TSeries a = new() { 0, 1, 2, 3, 4, 5 };
+		LINREG_Series c = new(a, 3);
+		Assert.Equal(6, c.Count);
+		a.Add(5);
+		Assert.Equal(a.Count, c.Count);
+		a.Add(0, update: true);
+		Assert.Equal(a.Count, c.Count);
+	}
+
+	[Fact]
+	public void Edge_Test()
+	{
+		TSeries a = new() { double.NaN, double.Epsilon, double.PositiveInfinity, double.MaxValue };
+		LINREG_Series c = new(a, 3);
+		Assert.Equal(a.Count, c.Count);
+		a.Add(double.NaN);
+		Assert.Equal(a.Count, c.Count);
+		a.Add(double.PositiveInfinity);
+		Assert.Equal(a.Count, c.Count);
+
+	}
+
+}

Tests/Validations/Skender_Stock.cs

@@ -161,4 +161,16 @@ public class Skender_Stock
 
 	    Assert.Equal(Math.Round((double)SK.Last().Alma!, 8), Math.Round(QL.Last().v, 8));
     }
+
+    [Fact]
+    public void LINREG()
+    {
+	    LINREG_Series QL = new(this.bars.Close, this.period, useNaN: false);
+	    var SK = this.quotes.GetSlope(this.period);
+
+	    Assert.Equal(Math.Round((double)SK.Last().Slope!, 8), Math.Round(QL.Last().v, 8));
+	    Assert.Equal(Math.Round((double)SK.Last().Intercept!, 8), Math.Round(QL.Intercept.Last().v, 8));
+	    Assert.Equal(Math.Round((double)SK.Last().RSquared!, 8), Math.Round(QL.RSquared.Last().v, 8));
+	    Assert.Equal(Math.Round((double)SK.Last().StdDev!, 8), Math.Round(QL.StdDev.Last().v, 8));
+	}
 }