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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);