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HWMA

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This commit is contained in:
Miha Kralj
2022-12-27 12:28:53 -08:00
parent 509bf244d9
commit 83e5d89cbb
12 changed files with 110 additions and 14 deletions
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Tests/Series/Update.cs
+12 -1
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@@ -175,7 +175,18 @@ public class Update {
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void JMA() {
[Fact]
public void HWMA() {
HWMA_Series QL = new(source: bars.Close);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void JMA() {
JMA_Series QL = new(source: bars.Close, period: period);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
Tests/Validations/Trends/Pandas_TA.cs
+12 -1
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@@ -165,7 +165,18 @@ public class PandasTA : IDisposable
Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
}
[Fact] void HWMA() {
HWMA_Series QL = new(bars.Close, useNaN: false);
var pta = df.ta.hwma(close: df.close);
for (int i = QL.Length; i > QL.Length-sample; i--)
{
double QL_item = QL[i - 1].v;
double PanTA_item = (double)pta[i - 1];
Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact] void KAMA() {
KAMA_Series QL = new(bars.Close, period);
var pta = df.ta.kama(close: df.close, length: period);