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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_updates_oscillators.cs
+31
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@@ -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);
}
}