mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-21 12:08:05 +00:00
normalization of methods
This commit is contained in:
@@ -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()
|
||||
{
|
||||
|
||||
Reference in New Issue
Block a user