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Chop & Cog

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This commit is contained in:
Miha Kralj
2024-11-01 17:54:03 -07:00
parent f0114a368c
commit 7c6b698c9a
8 changed files with 262 additions and 150 deletions
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Tests/test_eventing.cs
+4 -1
View File
@@ -62,6 +62,7 @@ public class EventingTests
("Rsi", new Rsi(p), new Rsi(input, p)),
("Rsx", new Rsx(p), new Rsx(input, p)),
("Cmo", new Cmo(p), new Cmo(input, p)),
("Cog", new Cog(p), new Cog(input, p)),
("Curvature", new Curvature(p), new Curvature(input, p)),
("Entropy", new Entropy(p), new Entropy(input, p)),
("Kurtosis", new Kurtosis(p), new Kurtosis(input, p)),
@@ -110,7 +111,9 @@ public class EventingTests
("Eom", new Eom(14), new Eom(barInput, 14)),
("Kvo", new Kvo(34, 55), new Kvo(barInput, 34, 55)),
// Volatility indicators (bar-based)
("Atr", new Atr(14), new Atr(barInput, 14))
("Atr", new Atr(14), new Atr(barInput, 14)),
// Oscillators (bar-based)
("Chop", new Chop(14), new Chop(barInput, 14))
};
// Generate 200 random values and feed them to indicators
Tests/test_updates_oscillators.cs
+31
View File
@@ -156,4 +156,35 @@ public class OscillatorsUpdateTests
Assert.Equal(initialValue, finalValue, precision);
}
[Fact]
public void Chop_Update()
{
var indicator = new Chop(period: 14);
TBar r = new(DateTime.Now, ReferenceValue, ReferenceValue, ReferenceValue, ReferenceValue, 1000, IsNew: true);
double initialValue = indicator.Calc(r);
for (int i = 0; i < RandomUpdates; i++)
{
indicator.Calc(new TBar(DateTime.Now, GetRandomDouble(), GetRandomDouble(), GetRandomDouble(), GetRandomDouble(), 1000, IsNew: false));
}
double finalValue = indicator.Calc(new TBar(r.Time, r.Open, r.High, r.Low, r.Close, r.Volume, IsNew: false));
Assert.Equal(initialValue, finalValue, precision);
}
[Fact]
public void Cog_Update()
{
var indicator = new Cog(period: 10);
double initialValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: true));
for (int i = 0; i < RandomUpdates; i++)
{
indicator.Calc(new TValue(DateTime.Now, GetRandomDouble(), IsNew: false));
}
double finalValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: false));
Assert.Equal(initialValue, finalValue, precision);
}
}