Bollinger Bands® with validation tests

Tests/MovingAvg/BBANDS_Test.cs

@@ -0,0 +1,58 @@
+using Xunit;
+using System;
+using QuanTAlib;
+
+namespace MovingAvg;
+public class BBANDS_Test
+{
+	[Fact]
+	public void Add_Test()
+	{
+		TSeries a = new() { 0, 1, 2, 3, 4, 5 };
+		BBANDS_Series c = new(a, 4,2.5);
+		Assert.Equal(6, c.Count);
+		a.Add(5);
+		Assert.Equal(a.Count, c.Count);
+		Assert.Equal(a.Count, c.Mid.Count);
+		Assert.Equal(a.Count, c.Upper.Count);
+		Assert.Equal(a.Count, c.Lower.Count);
+		Assert.Equal(a.Count, c.PercentB.Count);
+		Assert.Equal(a.Count, c.Zscore.Count);
+		Assert.Equal(a.Count, c.Bandwidth.Count);
+
+		a.Add(0, update: true);
+		Assert.Equal(a.Count, c.Count);
+		Assert.Equal(a.Count, c.Mid.Count);
+		Assert.Equal(a.Count, c.Upper.Count);
+		Assert.Equal(a.Count, c.Lower.Count);
+		Assert.Equal(a.Count, c.PercentB.Count);
+		Assert.Equal(a.Count, c.Zscore.Count);
+		Assert.Equal(a.Count, c.Bandwidth.Count);
+	}
+
+	[Fact]
+	public void Edge_Test()
+	{
+		TSeries a = new() { double.NaN, double.Epsilon, double.PositiveInfinity, double.MaxValue };
+		BBANDS_Series c = new(a, 4, 2.5);
+		Assert.Equal(a.Count, c.Count);
+		a.Add(double.NaN);
+		Assert.Equal(a.Count, c.Count);
+		Assert.Equal(a.Count, c.Mid.Count);
+		Assert.Equal(a.Count, c.Upper.Count);
+		Assert.Equal(a.Count, c.Lower.Count);
+		Assert.Equal(a.Count, c.PercentB.Count);
+		Assert.Equal(a.Count, c.Zscore.Count);
+		Assert.Equal(a.Count, c.Bandwidth.Count);
+		a.Add(double.PositiveInfinity);
+		Assert.Equal(a.Count, c.Count);
+		Assert.Equal(a.Count, c.Mid.Count);
+		Assert.Equal(a.Count, c.Upper.Count);
+		Assert.Equal(a.Count, c.Lower.Count);
+		Assert.Equal(a.Count, c.PercentB.Count);
+		Assert.Equal(a.Count, c.Zscore.Count);
+		Assert.Equal(a.Count, c.Bandwidth.Count);
+
+	}
+
+}

Tests/Validations/Skender_Stock.cs

@@ -160,9 +160,25 @@ public class Skender_Stock
 	    var SK = this.quotes.GetMacd(12,26,9);
 
 	    Assert.Equal(Math.Round((double)SK.Last().Macd!, 8), Math.Round(QL.Last().v, 8));
+	    Assert.Equal(Math.Round((double)SK.Last().Signal!, 8), Math.Round(QL.Signal.Last().v, 8));
     }
 
     [Fact]
+    public void BBANDS()
+    {
+	    BBANDS_Series QL = new(this.bars.Close, this.period, 2.0, useNaN: false);
+	    var SK = this.quotes.GetBollingerBands(this.period, 2.0);
+
+	    Assert.Equal(Math.Round((double)SK.Last().Sma!, 8), Math.Round(QL.Mid.Last().v, 8));
+	    Assert.Equal(Math.Round((double)SK.Last().UpperBand!, 8), Math.Round(QL.Upper.Last().v, 8));
+	    Assert.Equal(Math.Round((double)SK.Last().LowerBand!, 8), Math.Round(QL.Lower.Last().v, 8));
+	    Assert.Equal(Math.Round((double)SK.Last().Width!, 8), Math.Round(QL.Bandwidth.Last().v, 8));
+	    Assert.Equal(Math.Round((double)SK.Last().PercentB!, 8), Math.Round(QL.PercentB.Last().v, 8));
+	    Assert.Equal(Math.Round((double)SK.Last().ZScore!, 8), Math.Round(QL.Zscore.Last().v, 8));
+    }
+
+
+	[Fact]
     public void RSI()
     {
 	    RSI_Series QL = new(this.bars.Close, this.period, useNaN: false);

Tests/Validations/TA_LIB.cs

@@ -164,8 +164,25 @@ public class TA_LIB
 		MACD_Series QL = new(this.bars.Close, slow: 26, fast: 12, signal: 9, false);
 		Core.Macd(this.inclose, 0, this.bars.Count - 1, outMacd: this.TALIB, outMacdSignal: macdSignal, outMacdHist: macdHist, out int outBegIdx, out _);
 		Assert.Equal(Math.Round(this.TALIB[this.TALIB.Length - outBegIdx - 1], 8), Math.Round(QL.Last().v, 8));
+		Assert.Equal(Math.Round(macdSignal[macdSignal.Length - outBegIdx - 1], 8), Math.Round(QL.Signal.Last().v, 8));
 	}
 
+	[Fact]
+	public void BBANDS()
+	{
+		double[] outMiddle = new double[this.bars.Count];
+		double[] outUpper = new double[this.bars.Count];
+		double[] outLower = new double[this.bars.Count];
+		BBANDS_Series QL = new(this.bars.Close, period:26, multiplier:2.0, false);
+		Core.Bbands(this.inclose, 0, this.bars.Count - 1, outRealUpperBand: outUpper, outRealMiddleBand: outMiddle, outRealLowerBand: outLower, out int outBegIdx, out _, optInTimePeriod:26, optInNbDevUp:2.0, optInNbDevDn:2.0);
+		Assert.Equal(Math.Round(outUpper[outUpper.Length - outBegIdx - 1], 8), Math.Round(QL.Upper.Last().v, 8));
+		Assert.Equal(Math.Round(outMiddle[outMiddle.Length - outBegIdx - 1], 8), Math.Round(QL.Mid.Last().v, 8));
+	  Assert.Equal(Math.Round(outLower[outLower.Length - outBegIdx - 1], 8), Math.Round(QL.Lower.Last().v, 8));
+
+	}
+
+
+
 	[Fact]
 	public void HL2()
 	{