normalization of methods

This commit is contained in:
Miha Kralj
2026-02-10 21:33:16 -08:00
parent 915d7a007b
commit 6d6259a47d
527 changed files with 10525 additions and 2123 deletions
-38
View File
@@ -26,44 +26,6 @@ public sealed class DxValidationTests : IDisposable
_data.Dispose();
}
/// <summary>
/// Validates DX against TA-Lib. Our DX uses the standard formula:
/// DX = 100 × |+DI - -DI| / (+DI + -DI)
/// This matches the Wilder/industry standard formula.
///
/// NOTE: TA-Lib's DX function produces different results than computing DX
/// from their standalone PlusDI/MinusDI functions. Our implementation matches:
/// - TA-Lib's individual +DI and -DI (verified in DiPlus_MatchesTalib, DiMinus_MatchesTalib)
/// - Tulip's DX (verified in MatchesTulip)
/// - Skender's DI values (verified in MatchesSkender_DiValues)
///
/// The discrepancy appears to be in TA-Lib's DX function itself, possibly due to
/// internal rounding or unstable period handling that differs from the standalone DI functions.
/// </summary>
[Fact(Skip = "TA-Lib DX function differs from standard; we match TA-Lib's PlusDI/MinusDI and Tulip")]
public void MatchesTalib()
{
var dx = new Dx(14);
var results = new List<double>();
for (int i = 0; i < _data.Bars.Count; i++)
{
var res = dx.Update(_data.Bars[i]);
results.Add(res.Value);
}
double[] hData = _data.Bars.High.Select(x => x.Value).ToArray();
double[] lData = _data.Bars.Low.Select(x => x.Value).ToArray();
double[] cData = _data.Bars.Close.Select(x => x.Value).ToArray();
double[] outReal = new double[_data.Bars.Count];
var retCode = Functions.Dx(hData, lData, cData, 0..^0, outReal, out var outRange, 14);
Assert.Equal(Core.RetCode.Success, retCode);
int lookback = Functions.DxLookback(14);
ValidationHelper.VerifyData(results, outReal, outRange, lookback);
}
[Fact]
public void MatchesTulip()
{