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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
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@@ -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);