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LinReg

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This commit is contained in:
Miha Kralj
2022-04-29 17:40:46 -07:00
parent a6ed7c78eb
commit 6b0408741a
4 changed files with 139 additions and 3 deletions
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Tests/Validations/Skender_Stock.cs
+12
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@@ -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));
}
}