Adx, Adxr, Apo, Dmi

2026-08-24 05:28:05 +00:00 · 2024-10-27 21:59:46 -07:00
parent 6c67a0cf31
commit 6b79f8158c
18 changed files with 859 additions and 127 deletions
@@ -0,0 +1,91 @@
+using Xunit;
+using System.Security.Cryptography;
+
+namespace QuanTAlib.Tests;
+
+public class MomentumUpdateTests
+{
+    private readonly RandomNumberGenerator rng = RandomNumberGenerator.Create();
+    private const int RandomUpdates = 100;
+    private const double ReferenceValue = 100.0;
+    private const int precision = 8;
+
+    private double GetRandomDouble()
+    {
+        byte[] bytes = new byte[8];
+        rng.GetBytes(bytes);
+        return (double)BitConverter.ToUInt64(bytes, 0) / ulong.MaxValue * 200 - 100; // Range: -100 to 100
+    }
+
+    private TBar GetRandomBar(bool IsNew)
+    {
+        double open = GetRandomDouble();
+        double high = open + Math.Abs(GetRandomDouble());
+        double low = open - Math.Abs(GetRandomDouble());
+        double close = low + (high - low) * GetRandomDouble();
+        return new TBar(DateTime.Now, open, high, low, close, 1000, IsNew);
+    }
+
+    [Fact]
+    public void Adx_Update()
+    {
+        var indicator = new Adx(period: 14);
+        TBar r = GetRandomBar(true);
+        double initialValue = indicator.Calc(r);
+
+        for (int i = 0; i < RandomUpdates; i++)
+        {
+            indicator.Calc(GetRandomBar(IsNew: false));
+        }
+        double finalValue = indicator.Calc(new TBar(r.Time, r.Open, r.High, r.Low, r.Close, r.Volume, IsNew: false));
+
+        Assert.Equal(initialValue, finalValue, precision);
+    }
+
+    [Fact]
+    public void Adxr_Update()
+    {
+        var indicator = new Adxr(period: 14);
+        TBar r = GetRandomBar(true);
+        double initialValue = indicator.Calc(r);
+
+        for (int i = 0; i < RandomUpdates; i++)
+        {
+            indicator.Calc(GetRandomBar(IsNew: false));
+        }
+        double finalValue = indicator.Calc(new TBar(r.Time, r.Open, r.High, r.Low, r.Close, r.Volume, IsNew: false));
+
+        Assert.Equal(initialValue, finalValue, precision);
+    }
+
+    [Fact]
+    public void Apo_Update()
+    {
+        var indicator = new Apo(fastPeriod: 12, slowPeriod: 26);
+        double initialValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: true));
+
+        for (int i = 0; i < RandomUpdates; i++)
+        {
+            indicator.Calc(new TValue(DateTime.Now, GetRandomDouble(), IsNew: false));
+        }
+        double finalValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: false));
+
+        Assert.Equal(initialValue, finalValue, precision);
+    }
+
+    [Fact]
+    public void Dmi_Update()
+    {
+        var indicator = new Dmi(period: 14);
+        TBar r = GetRandomBar(true);
+        double initialValue = indicator.Calc(r);
+
+        for (int i = 0; i < RandomUpdates; i++)
+        {
+            indicator.Calc(GetRandomBar(IsNew: false));
+        }
+        double finalValue = indicator.Calc(new TBar(r.Time, r.Open, r.High, r.Low, r.Close, r.Volume, IsNew: false));
+
+        Assert.Equal(initialValue, finalValue, precision);
+    }
+}