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Bollinger Bands® with validation tests

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This commit is contained in:
Miha Kralj
2022-11-08 18:26:04 -08:00
parent 206e931209
commit 773f3fbbfe
6 changed files with 166 additions and 2 deletions
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Tests/Validations/Skender_Stock.cs
+16
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@@ -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
+17
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@@ -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()
{