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COVAR

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semver fix


VAR test fix


new: COVAR, ZSCORE, CORR, LINREG


versioning


refactoring
This commit is contained in:
Miha Kralj
2022-11-17 11:05:20 -08:00
parent fd2a686ba5
commit 73e3420379
59 changed files with 1225 additions and 1285 deletions
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Tests/Validations/TA_LIB.cs
+11 -10
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@@ -1,10 +1,10 @@
using Xunit;
using System;
using TALib;
using QuanTAlib;
namespace Validations;
public class TA_LIB
using Xunit;
using System;
using TALib;
using QuanTAlib;
namespace Validations;
public class TA_LIB
{
private readonly GBM_Feed bars;
private readonly Random rnd = new();
@@ -118,7 +118,7 @@ public class TA_LIB
VAR_Series QL = new(bars.Close, period, false);
Core.Var(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 5, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 5));
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 4, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 4));
}
[Fact]
@@ -314,5 +314,6 @@ public class TA_LIB
Core.WclPrice(inhigh, inlow, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
}
}
}
}