mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-15 17:18:05 +00:00
Add new data structures and event handling classes for trading platform. Include base classes, value and bar structs, event arguments, emitters, listeners. Update ruleset for SonarLint.
This commit is contained in:
+154
-154
@@ -1,155 +1,155 @@
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using Xunit;
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using System;
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using QuanTAlib;
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namespace Basics;
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#nullable disable
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public class Indicators
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{
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private static Type[] maSeriesTypes = new Type[]
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{
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typeof(SMA_Series),
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typeof(EMA_Series),
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typeof(DEMA_Series),
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typeof(TEMA_Series),
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typeof(WMA_Series),
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typeof(ALMA_Series),
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typeof(DWMA_Series),
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typeof(FWMA_Series),
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typeof(HMA_Series),
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typeof(ZLEMA_Series),
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typeof(RMA_Series),
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typeof(HEMA_Series),
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typeof(JMA_Series),
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typeof(CUSUM_Series),
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typeof(SMMA_Series),
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typeof(T3_Series),
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typeof(KAMA_Series),
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typeof(TRIMA_Series),
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typeof(MAMA_Series),
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typeof(HWMA_Series),
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};
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[Theory]
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[MemberData(nameof(MASeriesData))]
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public void Name_exists(Type classType)
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{
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TSeries data = new("Data") {1,2,3};
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var MA_Series = Activator.CreateInstance(classType, data, 5, false) as TSeries;
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Assert.NotEmpty(MA_Series.Name);
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}
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[Theory]
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[MemberData(nameof(MASeriesData))]
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public void Series_Length(Type classType)
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{
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GBM_Feed feed = new(1000);
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TSeries data = feed.OHLC4;
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var MA_Series = Activator.CreateInstance(classType, data, 5, false) as TSeries;
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Assert.Equal(1000, MA_Series.Count);
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}
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[Theory]
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[MemberData(nameof(MASeriesData))]
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public void Return_data(Type classType)
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{
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TSeries data = new() { 1, 2, 3, 4, 5, 6, 7, 8, 9, 10 };
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var MA_Series = Activator.CreateInstance(classType, data, 5, false) as TSeries;
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var result = MA_Series.Add(20);
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Assert.Equal(result.v, MA_Series.Last.v);
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}
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[Theory]
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[MemberData(nameof(MASeriesData))]
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public void Update(Type classType)
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{
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TSeries data = new() { 1, 2, 3, 4, 5, 6, 7, 8, 9, 10 };
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var MA_Series = Activator.CreateInstance(classType, data, 5, false) as TSeries;
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var pre_update = MA_Series.Last.v;
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double pre_data = data.Last.v;
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data.Add(20, true);
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data.Add(pre_data, true);
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Assert.Equal(pre_update, MA_Series.Last.v);
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Assert.Equal(data.Count, MA_Series.Count);
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}
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[Theory]
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[MemberData(nameof(MASeriesData))]
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public void Period_zero(Type classType)
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{
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GBM_Feed feed = new(100);
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TSeries data = feed.OHLC4;
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var MA_Series = Activator.CreateInstance(classType, data, 0, false) as TSeries;
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Assert.Equal(data.Count, MA_Series.Count);
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Assert.False(double.IsNaN(MA_Series.Last.v));
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}
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[Theory]
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[MemberData(nameof(MASeriesData))]
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public void Reset(Type classType)
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{
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GBM_Feed feed = new(10);
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TSeries data = feed.OHLC4;
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var MA_Series = Activator.CreateInstance(classType, data, 10, false) as TSeries;
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MA_Series.Reset();
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data.Add(0);
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Assert.Equal(data.Last.v, MA_Series.Last.v);
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}
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[Theory]
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[MemberData(nameof(MASeriesData))]
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public void Period_one(Type classType)
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{
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GBM_Feed feed = new(100);
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TSeries data = feed.OHLC4;
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var MA_Series = Activator.CreateInstance(classType, data, 1, false) as TSeries;
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Assert.InRange(MA_Series.Last.v - data.Last.v, -10e-6, 10e-6);
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}
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[Theory]
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[MemberData(nameof(MASeriesData))]
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public void NaN_test(Type classType)
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{
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GBM_Feed feed = new(100);
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TSeries data = feed.OHLC4;
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var MA_Series = Activator.CreateInstance(classType, data, 10, true) as TSeries;
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Assert.True(double.IsNaN(MA_Series[0].v));
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Assert.True(double.IsNaN(MA_Series[8].v));
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Assert.False(double.IsNaN(MA_Series[9].v));
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}
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[Theory]
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[MemberData(nameof(MASeriesData))]
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public void Edge_numbers(Type classType)
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{
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TSeries data = new() { double.Epsilon, double.PositiveInfinity, double.MaxValue, double.NegativeInfinity };
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var MA_Series = Activator.CreateInstance(classType, data, 10, true) as TSeries;
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Assert.Equal(4, MA_Series.Count);
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}
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[Theory]
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[MemberData(nameof(MASeriesData))]
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public void handling_NaN(Type classType) {
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TSeries data = new("Name") { 1, 2, 3, 4, 5, 6, double.NaN, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20 };
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var MA_Series = Activator.CreateInstance(classType, data, 10, true) as TSeries;
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Assert.False(double.IsNaN(MA_Series.Last.v));
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}
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public static IEnumerable<object[]> MASeriesData()
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{
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foreach (var type in maSeriesTypes)
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{
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yield return new object[] { type };
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}
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}
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}
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using Xunit;
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using System;
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using QuanTAlib;
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namespace Basics;
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#nullable disable
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public class Indicators
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{
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private static Type[] maSeriesTypes = new Type[]
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{
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typeof(SMA_Series),
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typeof(EMA_Series),
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typeof(DEMA_Series),
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typeof(TEMA_Series),
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typeof(WMA_Series),
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typeof(ALMA_Series),
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typeof(DWMA_Series),
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typeof(FWMA_Series),
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typeof(HMA_Series),
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typeof(ZLEMA_Series),
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typeof(RMA_Series),
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typeof(HEMA_Series),
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typeof(JMA_Series),
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typeof(CUSUM_Series),
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typeof(SMMA_Series),
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typeof(T3_Series),
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typeof(KAMA_Series),
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typeof(TRIMA_Series),
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typeof(MAMA_Series),
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typeof(HWMA_Series),
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};
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[Theory]
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[MemberData(nameof(MASeriesData))]
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public void Name_exists(Type classType)
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{
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TSeries data = new("Data") {1,2,3};
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var MA_Series = Activator.CreateInstance(classType, data, 5, false) as TSeries;
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Assert.NotEmpty(MA_Series.Name);
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}
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[Theory]
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[MemberData(nameof(MASeriesData))]
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public void Series_Length(Type classType)
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{
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GBM_Feed feed = new(1000);
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TSeries data = feed.OHLC4;
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var MA_Series = Activator.CreateInstance(classType, data, 5, false) as TSeries;
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Assert.Equal(1000, MA_Series.Count);
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}
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[Theory]
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[MemberData(nameof(MASeriesData))]
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public void Return_data(Type classType)
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{
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TSeries data = new() { 1, 2, 3, 4, 5, 6, 7, 8, 9, 10 };
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var MA_Series = Activator.CreateInstance(classType, data, 5, false) as TSeries;
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var result = MA_Series.Add(20);
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Assert.Equal(result.v, MA_Series.Last.v);
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}
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[Theory]
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[MemberData(nameof(MASeriesData))]
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public void Update(Type classType)
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{
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TSeries data = new() { 1, 2, 3, 4, 5, 6, 7, 8, 9, 10 };
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var MA_Series = Activator.CreateInstance(classType, data, 5, false) as TSeries;
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var pre_update = MA_Series.Last.v;
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double pre_data = data.Last.v;
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data.Add(20, true);
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data.Add(pre_data, true);
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Assert.Equal(pre_update, MA_Series.Last.v);
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Assert.Equal(data.Count, MA_Series.Count);
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}
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[Theory]
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[MemberData(nameof(MASeriesData))]
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public void Period_zero(Type classType)
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{
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GBM_Feed feed = new(100);
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TSeries data = feed.OHLC4;
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var MA_Series = Activator.CreateInstance(classType, data, 0, false) as TSeries;
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Assert.Equal(data.Count, MA_Series.Count);
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Assert.False(double.IsNaN(MA_Series.Last.v));
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}
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[Theory]
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[MemberData(nameof(MASeriesData))]
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public void Reset(Type classType)
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{
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GBM_Feed feed = new(10);
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TSeries data = feed.OHLC4;
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var MA_Series = Activator.CreateInstance(classType, data, 10, false) as TSeries;
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MA_Series.Reset();
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data.Add(0);
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Assert.Equal(data.Last.v, MA_Series.Last.v);
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}
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[Theory]
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[MemberData(nameof(MASeriesData))]
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public void Period_one(Type classType)
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{
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GBM_Feed feed = new(100);
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TSeries data = feed.OHLC4;
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var MA_Series = Activator.CreateInstance(classType, data, 1, false) as TSeries;
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Assert.InRange(MA_Series.Last.v - data.Last.v, -10e-6, 10e-6);
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}
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[Theory]
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[MemberData(nameof(MASeriesData))]
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public void NaN_test(Type classType)
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{
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GBM_Feed feed = new(100);
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TSeries data = feed.OHLC4;
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var MA_Series = Activator.CreateInstance(classType, data, 10, true) as TSeries;
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Assert.True(double.IsNaN(MA_Series[0].v));
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Assert.True(double.IsNaN(MA_Series[8].v));
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Assert.False(double.IsNaN(MA_Series[9].v));
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}
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[Theory]
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[MemberData(nameof(MASeriesData))]
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public void Edge_numbers(Type classType)
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{
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TSeries data = new() { double.Epsilon, double.PositiveInfinity, double.MaxValue, double.NegativeInfinity };
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var MA_Series = Activator.CreateInstance(classType, data, 10, true) as TSeries;
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Assert.Equal(4, MA_Series.Count);
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}
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[Theory]
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[MemberData(nameof(MASeriesData))]
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public void handling_NaN(Type classType) {
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TSeries data = new("Name") { 1, 2, 3, 4, 5, 6, double.NaN, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20 };
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var MA_Series = Activator.CreateInstance(classType, data, 10, true) as TSeries;
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Assert.False(double.IsNaN(MA_Series.Last.v));
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}
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public static IEnumerable<object[]> MASeriesData()
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{
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foreach (var type in maSeriesTypes)
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{
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yield return new object[] { type };
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}
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}
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}
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#nullable restore
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+159
-159
@@ -1,160 +1,160 @@
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using Xunit;
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using System;
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using System.Runtime.InteropServices;
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using QuanTAlib;
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namespace Basics;
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#nullable disable
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public class Oscillators
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{
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private static Type[] maSeriesTypes = new[]
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{
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typeof(BIAS_Series),
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typeof(MAX_Series),
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typeof(MIN_Series),
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typeof(MIDPOINT_Series),
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typeof(ZL_Series),
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typeof(DECAY_Series),
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typeof(ENTROPY_Series),
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typeof(KURTOSIS_Series),
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typeof(MAD_Series),
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typeof(MAPE_Series),
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typeof(MAE_Series),
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typeof(MSE_Series),
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typeof(SDEV_Series),
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typeof(SMAPE_Series),
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typeof(WMAPE_Series),
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typeof(SSDEV_Series),
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typeof(VAR_Series),
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typeof(SVAR_Series),
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typeof(MEDIAN_Series),
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typeof(ZSCORE_Series),
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typeof(CMO_Series),
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typeof(RSI_Series),
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typeof(TRIX_Series),
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typeof(BBANDS_Series),
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};
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[Theory]
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[MemberData(nameof(MASeriesData))]
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public void Name_exists(Type classType)
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{
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TSeries data = new("Data") {1,2,3};
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var MA_Series = Activator.CreateInstance(classType, data, 5, false) as TSeries;
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Assert.NotEmpty(MA_Series.Name);
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}
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[Theory]
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[MemberData(nameof(MASeriesData))]
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public void Series_Length(Type classType)
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{
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GBM_Feed feed = new(1000);
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TSeries data = feed.OHLC4;
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var MA_Series = Activator.CreateInstance(classType, data, 5, false) as TSeries;
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Assert.Equal(1000, MA_Series.Count);
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}
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[Theory]
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[MemberData(nameof(MASeriesData))]
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public void Return_data(Type classType)
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{
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TSeries data = new() { 1, 2, 3, 4, 5, 6, 7, 8, 9, 10 };
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var MA_Series = Activator.CreateInstance(classType, data, 5, false) as TSeries;
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var result = MA_Series.Add(20);
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Assert.Equal(result.v, MA_Series.Last.v);
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}
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[Theory]
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[MemberData(nameof(MASeriesData))]
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public void Update(Type classType)
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{
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TSeries data = new() { 1, 2, 3, 4, 5, 6, 7, 8, 9, 10 };
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var MA_Series = Activator.CreateInstance(classType, data, 5, false) as TSeries;
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var pre_update = MA_Series.Last.v;
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double pre_data = data.Last.v;
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data.Add(20, true);
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data.Add(pre_data, true);
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Assert.Equal(pre_update, MA_Series.Last.v);
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Assert.Equal(data.Count, MA_Series.Count);
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}
|
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|
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[Theory]
|
||||
[MemberData(nameof(MASeriesData))]
|
||||
public void Period_zero(Type classType)
|
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{
|
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GBM_Feed feed = new(100);
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TSeries data = feed.OHLC4;
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|
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var MA_Series = Activator.CreateInstance(classType, data, 0, false) as TSeries;
|
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Assert.Equal(data.Count, MA_Series.Count);
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Assert.False(double.IsNaN(MA_Series.Last.v));
|
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}
|
||||
|
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[Theory]
|
||||
[MemberData(nameof(MASeriesData))]
|
||||
public void Reset(Type classType)
|
||||
{
|
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GBM_Feed feed = new(10);
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TSeries data = feed.OHLC4;
|
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var MA_Series = Activator.CreateInstance(classType, data, 10, false) as TSeries;
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MA_Series.Reset();
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data.Add(1);
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Assert.False(double.IsNaN(MA_Series.Last.v));
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}
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||||
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[Theory]
|
||||
[MemberData(nameof(MASeriesData))]
|
||||
public void Period_one(Type classType)
|
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{
|
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GBM_Feed feed = new(100);
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TSeries data = feed.OHLC4;
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var MA_Series = Activator.CreateInstance(classType, data, 1, false) as TSeries;
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Assert.False(double.IsNaN(MA_Series[^1].v));
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}
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||||
|
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[Theory]
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[MemberData(nameof(MASeriesData))]
|
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public void NaN_test(Type classType)
|
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{
|
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GBM_Feed feed = new(100);
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TSeries data = feed.OHLC4;
|
||||
|
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var MA_Series = Activator.CreateInstance(classType, data, 10, true) as TSeries;
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Assert.True(double.IsNaN(MA_Series[0].v));
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Assert.True(double.IsNaN(MA_Series[8].v));
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Assert.False(double.IsNaN(MA_Series[9].v));
|
||||
}
|
||||
|
||||
[Theory]
|
||||
[MemberData(nameof(MASeriesData))]
|
||||
public void Edge_numbers(Type classType)
|
||||
{
|
||||
TSeries data = new() { double.Epsilon, double.PositiveInfinity, double.MaxValue, double.NegativeInfinity };
|
||||
var MA_Series = Activator.CreateInstance(classType, data, 10, true) as TSeries;
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Assert.Equal(4, MA_Series.Count);
|
||||
}
|
||||
|
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[Theory]
|
||||
[MemberData(nameof(MASeriesData))]
|
||||
public void handling_NaN(Type classType) {
|
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TSeries data = new("Name") { 1, 2, 3, 4, 5, 6, double.NaN, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20 };
|
||||
var MA_Series = Activator.CreateInstance(classType, data, 10, true) as TSeries;
|
||||
Assert.False(double.IsNaN(MA_Series.Last.v));
|
||||
}
|
||||
|
||||
public static IEnumerable<object[]> MASeriesData()
|
||||
{
|
||||
foreach (var type in maSeriesTypes)
|
||||
{
|
||||
yield return new object[] { type };
|
||||
}
|
||||
}
|
||||
}
|
||||
using Xunit;
|
||||
using System;
|
||||
using System.Runtime.InteropServices;
|
||||
using QuanTAlib;
|
||||
|
||||
namespace Basics;
|
||||
#nullable disable
|
||||
public class Oscillators
|
||||
{
|
||||
private static Type[] maSeriesTypes = new[]
|
||||
{
|
||||
typeof(BIAS_Series),
|
||||
typeof(MAX_Series),
|
||||
typeof(MIN_Series),
|
||||
typeof(MIDPOINT_Series),
|
||||
typeof(ZL_Series),
|
||||
typeof(DECAY_Series),
|
||||
typeof(ENTROPY_Series),
|
||||
typeof(KURTOSIS_Series),
|
||||
typeof(MAD_Series),
|
||||
typeof(MAPE_Series),
|
||||
typeof(MAE_Series),
|
||||
typeof(MSE_Series),
|
||||
typeof(SDEV_Series),
|
||||
typeof(SMAPE_Series),
|
||||
typeof(WMAPE_Series),
|
||||
typeof(SSDEV_Series),
|
||||
typeof(VAR_Series),
|
||||
typeof(SVAR_Series),
|
||||
typeof(MEDIAN_Series),
|
||||
typeof(ZSCORE_Series),
|
||||
typeof(CMO_Series),
|
||||
typeof(RSI_Series),
|
||||
typeof(TRIX_Series),
|
||||
typeof(BBANDS_Series),
|
||||
};
|
||||
|
||||
[Theory]
|
||||
[MemberData(nameof(MASeriesData))]
|
||||
public void Name_exists(Type classType)
|
||||
{
|
||||
TSeries data = new("Data") {1,2,3};
|
||||
|
||||
var MA_Series = Activator.CreateInstance(classType, data, 5, false) as TSeries;
|
||||
Assert.NotEmpty(MA_Series.Name);
|
||||
}
|
||||
|
||||
[Theory]
|
||||
[MemberData(nameof(MASeriesData))]
|
||||
public void Series_Length(Type classType)
|
||||
{
|
||||
GBM_Feed feed = new(1000);
|
||||
TSeries data = feed.OHLC4;
|
||||
|
||||
var MA_Series = Activator.CreateInstance(classType, data, 5, false) as TSeries;
|
||||
Assert.Equal(1000, MA_Series.Count);
|
||||
}
|
||||
|
||||
[Theory]
|
||||
[MemberData(nameof(MASeriesData))]
|
||||
public void Return_data(Type classType)
|
||||
{
|
||||
TSeries data = new() { 1, 2, 3, 4, 5, 6, 7, 8, 9, 10 };
|
||||
|
||||
var MA_Series = Activator.CreateInstance(classType, data, 5, false) as TSeries;
|
||||
var result = MA_Series.Add(20);
|
||||
Assert.Equal(result.v, MA_Series.Last.v);
|
||||
}
|
||||
|
||||
[Theory]
|
||||
[MemberData(nameof(MASeriesData))]
|
||||
public void Update(Type classType)
|
||||
{
|
||||
TSeries data = new() { 1, 2, 3, 4, 5, 6, 7, 8, 9, 10 };
|
||||
|
||||
var MA_Series = Activator.CreateInstance(classType, data, 5, false) as TSeries;
|
||||
var pre_update = MA_Series.Last.v;
|
||||
|
||||
double pre_data = data.Last.v;
|
||||
data.Add(20, true);
|
||||
data.Add(pre_data, true);
|
||||
|
||||
Assert.Equal(pre_update, MA_Series.Last.v);
|
||||
Assert.Equal(data.Count, MA_Series.Count);
|
||||
}
|
||||
|
||||
[Theory]
|
||||
[MemberData(nameof(MASeriesData))]
|
||||
public void Period_zero(Type classType)
|
||||
{
|
||||
GBM_Feed feed = new(100);
|
||||
TSeries data = feed.OHLC4;
|
||||
|
||||
var MA_Series = Activator.CreateInstance(classType, data, 0, false) as TSeries;
|
||||
Assert.Equal(data.Count, MA_Series.Count);
|
||||
Assert.False(double.IsNaN(MA_Series.Last.v));
|
||||
}
|
||||
|
||||
[Theory]
|
||||
[MemberData(nameof(MASeriesData))]
|
||||
public void Reset(Type classType)
|
||||
{
|
||||
GBM_Feed feed = new(10);
|
||||
TSeries data = feed.OHLC4;
|
||||
var MA_Series = Activator.CreateInstance(classType, data, 10, false) as TSeries;
|
||||
MA_Series.Reset();
|
||||
data.Add(1);
|
||||
Assert.False(double.IsNaN(MA_Series.Last.v));
|
||||
}
|
||||
|
||||
[Theory]
|
||||
[MemberData(nameof(MASeriesData))]
|
||||
public void Period_one(Type classType)
|
||||
{
|
||||
GBM_Feed feed = new(100);
|
||||
TSeries data = feed.OHLC4;
|
||||
|
||||
var MA_Series = Activator.CreateInstance(classType, data, 1, false) as TSeries;
|
||||
Assert.False(double.IsNaN(MA_Series[^1].v));
|
||||
}
|
||||
|
||||
[Theory]
|
||||
[MemberData(nameof(MASeriesData))]
|
||||
public void NaN_test(Type classType)
|
||||
{
|
||||
GBM_Feed feed = new(100);
|
||||
TSeries data = feed.OHLC4;
|
||||
|
||||
var MA_Series = Activator.CreateInstance(classType, data, 10, true) as TSeries;
|
||||
Assert.True(double.IsNaN(MA_Series[0].v));
|
||||
Assert.True(double.IsNaN(MA_Series[8].v));
|
||||
Assert.False(double.IsNaN(MA_Series[9].v));
|
||||
}
|
||||
|
||||
[Theory]
|
||||
[MemberData(nameof(MASeriesData))]
|
||||
public void Edge_numbers(Type classType)
|
||||
{
|
||||
TSeries data = new() { double.Epsilon, double.PositiveInfinity, double.MaxValue, double.NegativeInfinity };
|
||||
var MA_Series = Activator.CreateInstance(classType, data, 10, true) as TSeries;
|
||||
Assert.Equal(4, MA_Series.Count);
|
||||
}
|
||||
|
||||
[Theory]
|
||||
[MemberData(nameof(MASeriesData))]
|
||||
public void handling_NaN(Type classType) {
|
||||
TSeries data = new("Name") { 1, 2, 3, 4, 5, 6, double.NaN, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20 };
|
||||
var MA_Series = Activator.CreateInstance(classType, data, 10, true) as TSeries;
|
||||
Assert.False(double.IsNaN(MA_Series.Last.v));
|
||||
}
|
||||
|
||||
public static IEnumerable<object[]> MASeriesData()
|
||||
{
|
||||
foreach (var type in maSeriesTypes)
|
||||
{
|
||||
yield return new object[] { type };
|
||||
}
|
||||
}
|
||||
}
|
||||
#nullable restore
|
||||
@@ -1,96 +1,96 @@
|
||||
using Xunit;
|
||||
using System;
|
||||
using System.Runtime.InteropServices;
|
||||
using QuanTAlib;
|
||||
|
||||
namespace Basics;
|
||||
#nullable disable
|
||||
public class TBars
|
||||
{
|
||||
private static Type[] maSeriesTypes = new Type[]
|
||||
{
|
||||
typeof(ATR_Series),
|
||||
typeof(ATRP_Series),
|
||||
typeof(TR_Series),
|
||||
typeof(ADL_Series),
|
||||
typeof(CCI_Series),
|
||||
typeof(OBV_Series),
|
||||
typeof(ADOSC_Series),
|
||||
typeof(MIDPRICE_Series),
|
||||
};
|
||||
|
||||
[Theory]
|
||||
[MemberData(nameof(MASeriesData))]
|
||||
public void Name_exists(Type classType)
|
||||
{
|
||||
GBM_Feed data = new(10);
|
||||
|
||||
var MA_Series = Activator.CreateInstance(classType, data) as TSeries;
|
||||
Assert.NotEmpty(MA_Series.Name);
|
||||
}
|
||||
|
||||
[Theory]
|
||||
[MemberData(nameof(MASeriesData))]
|
||||
public void Series_Length(Type classType)
|
||||
{
|
||||
GBM_Feed data = new(1000);
|
||||
|
||||
var MA_Series = Activator.CreateInstance(classType, data) as TSeries;
|
||||
Assert.Equal(1000, MA_Series.Count);
|
||||
}
|
||||
|
||||
[Theory]
|
||||
[MemberData(nameof(MASeriesData))]
|
||||
public void Return_data(Type classType)
|
||||
{
|
||||
GBM_Feed data = new(10);
|
||||
var MA_Series = Activator.CreateInstance(classType, data) as TSeries;
|
||||
var result = MA_Series.Add((DateTime.Today, 1,2,3,4,5));
|
||||
Assert.Equal(result.v, MA_Series.Last.v);
|
||||
}
|
||||
|
||||
[Theory]
|
||||
[MemberData(nameof(MASeriesData))]
|
||||
public void Update(Type classType)
|
||||
{
|
||||
GBM_Feed data = new(10);
|
||||
var MA_Series = Activator.CreateInstance(classType, data) as TSeries;
|
||||
var pre_update = MA_Series.Last;
|
||||
|
||||
var pre_data = data.Last;
|
||||
data.Add((DateTime.Today, 1, 2, 3, 4, 5), true);
|
||||
data.Add(pre_data, true);
|
||||
|
||||
Assert.Equal(pre_update.v, MA_Series.Last.v);
|
||||
Assert.Equal(data.Count, MA_Series.Count);
|
||||
}
|
||||
|
||||
[Theory]
|
||||
[MemberData(nameof(MASeriesData))]
|
||||
public void Reset(Type classType)
|
||||
{
|
||||
GBM_Feed data = new(10);
|
||||
var MA_Series = Activator.CreateInstance(classType, data) as TSeries;
|
||||
MA_Series.Reset();
|
||||
data.Add();
|
||||
Assert.False(double.IsNaN(MA_Series.Last.v));
|
||||
}
|
||||
|
||||
[Theory]
|
||||
[MemberData(nameof(MASeriesData))]
|
||||
public void Period_default(Type classType) {
|
||||
GBM_Feed data = new(100);
|
||||
|
||||
var MA_Series = Activator.CreateInstance(classType, data) as TSeries;
|
||||
Assert.False(double.IsNaN(MA_Series.Last.v));
|
||||
}
|
||||
|
||||
public static IEnumerable<object[]> MASeriesData()
|
||||
{
|
||||
foreach (var type in maSeriesTypes)
|
||||
{
|
||||
yield return new object[] { type };
|
||||
}
|
||||
}
|
||||
}
|
||||
using Xunit;
|
||||
using System;
|
||||
using System.Runtime.InteropServices;
|
||||
using QuanTAlib;
|
||||
|
||||
namespace Basics;
|
||||
#nullable disable
|
||||
public class TBars
|
||||
{
|
||||
private static Type[] maSeriesTypes = new Type[]
|
||||
{
|
||||
typeof(ATR_Series),
|
||||
typeof(ATRP_Series),
|
||||
typeof(TR_Series),
|
||||
typeof(ADL_Series),
|
||||
typeof(CCI_Series),
|
||||
typeof(OBV_Series),
|
||||
typeof(ADOSC_Series),
|
||||
typeof(MIDPRICE_Series),
|
||||
};
|
||||
|
||||
[Theory]
|
||||
[MemberData(nameof(MASeriesData))]
|
||||
public void Name_exists(Type classType)
|
||||
{
|
||||
GBM_Feed data = new(10);
|
||||
|
||||
var MA_Series = Activator.CreateInstance(classType, data) as TSeries;
|
||||
Assert.NotEmpty(MA_Series.Name);
|
||||
}
|
||||
|
||||
[Theory]
|
||||
[MemberData(nameof(MASeriesData))]
|
||||
public void Series_Length(Type classType)
|
||||
{
|
||||
GBM_Feed data = new(1000);
|
||||
|
||||
var MA_Series = Activator.CreateInstance(classType, data) as TSeries;
|
||||
Assert.Equal(1000, MA_Series.Count);
|
||||
}
|
||||
|
||||
[Theory]
|
||||
[MemberData(nameof(MASeriesData))]
|
||||
public void Return_data(Type classType)
|
||||
{
|
||||
GBM_Feed data = new(10);
|
||||
var MA_Series = Activator.CreateInstance(classType, data) as TSeries;
|
||||
var result = MA_Series.Add((DateTime.Today, 1,2,3,4,5));
|
||||
Assert.Equal(result.v, MA_Series.Last.v);
|
||||
}
|
||||
|
||||
[Theory]
|
||||
[MemberData(nameof(MASeriesData))]
|
||||
public void Update(Type classType)
|
||||
{
|
||||
GBM_Feed data = new(10);
|
||||
var MA_Series = Activator.CreateInstance(classType, data) as TSeries;
|
||||
var pre_update = MA_Series.Last;
|
||||
|
||||
var pre_data = data.Last;
|
||||
data.Add((DateTime.Today, 1, 2, 3, 4, 5), true);
|
||||
data.Add(pre_data, true);
|
||||
|
||||
Assert.Equal(pre_update.v, MA_Series.Last.v);
|
||||
Assert.Equal(data.Count, MA_Series.Count);
|
||||
}
|
||||
|
||||
[Theory]
|
||||
[MemberData(nameof(MASeriesData))]
|
||||
public void Reset(Type classType)
|
||||
{
|
||||
GBM_Feed data = new(10);
|
||||
var MA_Series = Activator.CreateInstance(classType, data) as TSeries;
|
||||
MA_Series.Reset();
|
||||
data.Add();
|
||||
Assert.False(double.IsNaN(MA_Series.Last.v));
|
||||
}
|
||||
|
||||
[Theory]
|
||||
[MemberData(nameof(MASeriesData))]
|
||||
public void Period_default(Type classType) {
|
||||
GBM_Feed data = new(100);
|
||||
|
||||
var MA_Series = Activator.CreateInstance(classType, data) as TSeries;
|
||||
Assert.False(double.IsNaN(MA_Series.Last.v));
|
||||
}
|
||||
|
||||
public static IEnumerable<object[]> MASeriesData()
|
||||
{
|
||||
foreach (var type in maSeriesTypes)
|
||||
{
|
||||
yield return new object[] { type };
|
||||
}
|
||||
}
|
||||
}
|
||||
#nullable restore
|
||||
Reference in New Issue
Block a user