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Decay

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Miha Kralj
2023-01-05 16:40:08 -08:00
parent bfcbf8d686
commit 7a0279b3d5
10 changed files with 273 additions and 183 deletions
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Tests/Validations/Trends/Tulip.cs
+51 -22
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@@ -82,7 +82,8 @@ public class Tulip_Test
ATR_Series QL = new(bars, period, false);
Tulip.Indicators.atr.Run(inputs: arrin, options: new double[] { period }, outputs: arrout);
for (int i = QL.Length - 1; i > skip; i--)
//Tulip ATR doesn't use warm-up SMA, compensating with 200 warming bars
for (int i = QL.Length - 1; i > 200+skip; i--)
{
double QL_item = QL[i].v;
double TU_item = arrout[0][i - period + 1];
@@ -112,19 +113,21 @@ public class Tulip_Test
Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
/*
[Fact]
public void CCI() {
double[][] arrin = { inopen, inhigh, inlow, inclose, involume };
double[][] arrin = { inhigh, inlow, inclose };
double[][] arrout = { outdata };
CCI_Series QL = new(bars, period, useNaN: false);
Tulip.Indicators.cci.Run(inputs: arrin, options: new double[] { period }, outputs: arrout);
for (int i = QL.Length - 1; i > skip; i--) {
double QL_item = QL[i].v;
double TU_item = arrout[0][i - period-1];
Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
double TU_item = outdata[i - period + 1];
Assert.Equal(QL_item,TU_item);
//Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
*/
[Fact]
public void CMO() {
double[][] arrin = { inclose };
@@ -138,12 +141,24 @@ public class Tulip_Test
}
}
[Fact]
public void DECAY() {
double[][] arrin = { inclose };
double[][] arrout = { outdata };
DECAY_Series QL = new(bars.Close, period, useNaN: false);
Tulip.Indicators.decay.Run(inputs: arrin, options: new double[] { period }, outputs: arrout);
for (int i = QL.Length - 1; i > skip + 200; i--) {
double QL_item = QL[i].v;
double TU_item = arrout[0][i];
Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact]
public void DEMA() {
double[][] arrin = { inclose };
double[][] arrout = { outdata };
DEMA_Series QL = new(bars.Close, period, useNaN: false, useSMA: false);
Tulip.Indicators.dema.Run(inputs: arrin, options: new double[] { period }, outputs: arrout);
for (int i = QL.Length - 1; i > skip*2; i--) {
for (int i = QL.Length - 1; i > skip+200; i--) {
double QL_item = QL[i].v;
double TU_item = arrout[0][i-(period+period-2)];
Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
@@ -162,6 +177,18 @@ public class Tulip_Test
}
}
[Fact]
public void EDECAY() {
double[][] arrin = { inclose };
double[][] arrout = { outdata };
DECAY_Series QL = new(bars.Close, period, exponential: true, useNaN: false);
Tulip.Indicators.edecay.Run(inputs: arrin, options: new double[] { period }, outputs: arrout);
for (int i = QL.Length - 1; i > skip + 200; i--) {
double QL_item = QL[i].v;
double TU_item = arrout[0][i];
Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact]
public void EMA()
{
double[][] arrin = { inclose };
@@ -218,14 +245,15 @@ public class Tulip_Test
[Fact]
public void HMA() {
int p = 10;
double[][] arrin = { inclose };
double[][] arrout = { outdata };
HMA_Series QL = new(bars.Close, period, false);
Tulip.Indicators.hma.Run(inputs: arrin, options: new double[] { period }, outputs: arrout);
for (int i = QL.Length - 1; i > skip; i--) {
HMA_Series QL = new(bars.Close, p, false);
Tulip.Indicators.hma.Run(inputs: arrin, options: new double[] { p }, outputs: arrout);
for (int i = QL.Length - 1; i > skip+2; i--) {
double QL_item = QL[i].v;
double TU_item = arrout[0][i - period - 1];
Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
double TU_item = arrout[0][i - p - 1];
Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits-2), Math.Exp(-digits-2));
}
}
@@ -313,7 +341,7 @@ public class Tulip_Test
Tulip.Indicators.obv.Run(inputs: arrin, options: new double[] { period }, outputs: arrout);
for (int i = QL.Length - 1; i > skip; i--) {
double QL_item = QL[i].v;
double TU_item = arrout[0][i - period];
double TU_item = arrout[0][i] + arrin[1][0];
Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
@@ -424,9 +452,9 @@ public class Tulip_Test
double[][] arrout = { outdata };
TEMA_Series QL = new(bars.Close, period, false);
Tulip.Indicators.tema.Run(inputs: arrin, options: new double[] { period }, outputs: arrout);
for (int i = QL.Length - 1; i > skip; i--) {
for (int i = QL.Length - 1; i > skip+200; i--) {
double QL_item = QL[i].v;
double TU_item = arrout[0][i - period + 1];
double TU_item = arrout[0][i - (period-1)*3];
Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
@@ -448,10 +476,10 @@ public class Tulip_Test
double[][] arrout = { outdata };
TRIX_Series QL = new(bars.Close, period);
Tulip.Indicators.trix.Run(inputs: arrin, options: new double[] { period }, outputs: arrout);
for (int i = QL.Length - 1; i > period*10; i--) {
for (int i = QL.Length - 1; i > period+200; i--) {
double QL_item = QL[i].v;
double TU_item = arrout[0][i - (period*3) + 2];
Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits+2), Math.Exp(-digits+2));
}
}
[Fact]
@@ -479,15 +507,16 @@ public class Tulip_Test
}
}
[Fact]
public void ZLEMA() {
public void ZLEMA() {
int p = 4;
double[][] arrin = { inclose };
double[][] arrout = { outdata };
ZLEMA_Series QL = new(bars.Close, period, false);
Tulip.Indicators.zlema.Run(inputs: arrin, options: new double[] { period }, outputs: arrout);
for (int i = QL.Length - 1; i > skip; i--) {
ZLEMA_Series QL = new(bars.Close, p, false);
Tulip.Indicators.zlema.Run(inputs: arrin, options: new double[] { p }, outputs: arrout);
for (int i = QL.Length - 1; i > skip+20; i--) {
double QL_item = QL[i].v;
double TU_item = arrout[0][i - period + 1];
Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
double TU_item = outdata[i];
Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits-2), Math.Exp(-digits-2));
}
}
}