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ZSCORE

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This commit is contained in:
Miha Kralj
2022-11-15 16:22:07 -08:00
parent 85b2b3b2f9
commit 80d82e5863
8 changed files with 149 additions and 143 deletions
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Tests/Validations/Pandas_TA.cs
+30 -5
View File
@@ -57,8 +57,9 @@ public class PandasTA : IDisposable
public void Dispose()
{
PythonEngine.Shutdown();
}
PythonEngine.Shutdown();
GC.SuppressFinalize(this);
}
[Fact]
void HL2()
@@ -192,9 +193,33 @@ public class PandasTA : IDisposable
TEMA_Series QL = new(bars.Close, period, false);
var pta = df.ta.tema(close: df.close, length: period);
Assert.Equal(Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
}
[Fact]
}
[Fact]
void SDEV()
{
SDEV_Series QL = new(bars.Close, period, useNaN: false);
var pta = df.ta.stdev(close: df.close, length: period, ddof: 0);
Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
}
[Fact]
void SSDEV()
{
SSDEV_Series QL = new(bars.Close, period, useNaN: false);
var pta = df.ta.stdev(close: df.close, length: period, ddof: 1);
Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
}
[Fact]
void ZSCORE()
{
ZSCORE_Series QL = new(bars.Close, period, useNaN: false);
var pta = df.ta.zscore(close: df.close, length: period, ddof: 0);
Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
}
[Fact]
void ENTP()
{
ENTP_Series QL = new(bars.Close, period, useNaN: false);
Tests/Validations/Skender_Stock.cs
+25 -7
View File
@@ -80,7 +80,16 @@ public class Skender_Stock
Assert.Equal(Math.Round((double)SK.Last().Mad!, 6), Math.Round(QL.Last().v, 6));
}
[Fact]
[Fact]
public void MSE()
{
MSE_Series QL = new(bars.Close, period, false);
var SK = quotes.GetSmaAnalysis(period);
Assert.Equal(Math.Round((double)SK.Last().Mse!, 6), Math.Round(QL.Last().v, 6));
}
[Fact]
public void MAPE()
{
MAPE_Series QL = new(bars.Close, period, false);
@@ -115,7 +124,7 @@ public class Skender_Stock
ADL_Series QL = new(bars, false);
var SK = quotes.GetAdl();
Assert.Equal(Math.Round((double)SK.Last().Adl!, 5), Math.Round(QL.Last().v, 5));
Assert.Equal(Math.Round(SK.Last().Adl!, 5), Math.Round(QL.Last().v, 5));
}
[Fact]
@@ -214,7 +223,16 @@ public class Skender_Stock
Assert.Equal(Math.Round((double)SK.Last().StdDev!, 6), Math.Round(QL.Last().v, 6));
}
[Fact]
[Fact]
public void ZSCORE()
{
ZSCORE_Series QL = new(bars.Close, period, useNaN: false);
var SK = quotes.GetStdDev(period);
Assert.Equal(Math.Round((double)SK.Last().ZScore!, 6), Math.Round(QL.Last().v, 6));
}
[Fact]
public void LINREG()
{
LINREG_Series QL = new(bars.Close, period, useNaN: false);
@@ -241,7 +259,7 @@ public class Skender_Stock
TSeries QL = bars.HL2;
var SK = quotes.GetBaseQuote(CandlePart.HL2);
Assert.Equal(Math.Round((double)SK.Last().Value!, 6), Math.Round(QL.Last().v, 6));
Assert.Equal(Math.Round(SK.Last().Value!, 6), Math.Round(QL.Last().v, 6));
}
[Fact]
@@ -250,7 +268,7 @@ public class Skender_Stock
TSeries QL = bars.OC2;
var SK = quotes.GetBaseQuote(CandlePart.OC2);
Assert.Equal(Math.Round((double)SK.Last().Value!, 6), Math.Round(QL.Last().v, 6));
Assert.Equal(Math.Round(SK.Last().Value!, 6), Math.Round(QL.Last().v, 6));
}
[Fact]
@@ -259,7 +277,7 @@ public class Skender_Stock
TSeries QL = bars.HLC3;
var SK = quotes.GetBaseQuote(CandlePart.HLC3);
Assert.Equal(Math.Round((double)SK.Last().Value!, 6), Math.Round(QL.Last().v, 6));
Assert.Equal(Math.Round(SK.Last().Value!, 6), Math.Round(QL.Last().v, 6));
}
[Fact]
@@ -268,7 +286,7 @@ public class Skender_Stock
TSeries QL = bars.OHL3;
var SK = quotes.GetBaseQuote(CandlePart.OHL3);
Assert.Equal(Math.Round((double)SK.Last().Value!, 6), Math.Round(QL.Last().v, 6));
Assert.Equal(Math.Round(SK.Last().Value!, 6), Math.Round(QL.Last().v, 6));
}
[Fact]