mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-21 20:18:05 +00:00
Add validation tests for USF and enhance ATR indicator tests
- Introduced Usf.Validation.Tests.cs to validate the USF (Ehlers Ultimate Smoother Filter) for consistency across batch, streaming, and span modes, as well as mathematical properties and coefficient calculations. - Added comprehensive tests for the ATR indicator in Atr.Quantower.Tests.cs, including constructor validation, historical data processing, and handling of NaN/Infinity inputs. - Enhanced Atr.Tests.cs with additional tests for iterative corrections, warmup behavior, and true range calculations. - Updated Atr.cs to ensure warmup period is derived from RMA. - Added new tests for Adosc in Adosc.Tests.cs to validate handling of NaN and Infinity inputs, and to ensure batch calculations match iterative results. - Created a new Volatility.csproj to organize volatility-related implementations.
This commit is contained in:
@@ -37,6 +37,8 @@
|
||||
<Compile Include="..\lib\volume\**\*.cs" Exclude="..\lib\volume\**\*.Tests.cs;..\lib\volume\**\*.Validation.Tests.cs;..\lib\volume\**\obj\**;..\lib\volume\**\bin\**" />
|
||||
<!-- Include statistics implementations -->
|
||||
<Compile Include="..\lib\statistics\**\*.cs" Exclude="..\lib\statistics\**\*.Tests.cs;..\lib\statistics\**\*.Validation.Tests.cs;..\lib\statistics\**\obj\**;..\lib\statistics\**\bin\**" />
|
||||
<!-- Include volatility implementations -->
|
||||
<Compile Include="..\lib\volatility\**\*.cs" Exclude="..\lib\volatility\**\*.Tests.cs;..\lib\volatility\**\*.Validation.Tests.cs;..\lib\volatility\**\obj\**;..\lib\volatility\**\bin\**" />
|
||||
<!-- Include IndicatorExtensions -->
|
||||
<Compile Include="IndicatorExtensions.cs" />
|
||||
</ItemGroup>
|
||||
|
||||
@@ -0,0 +1,36 @@
|
||||
<Project Sdk="Microsoft.NET.Sdk">
|
||||
|
||||
<PropertyGroup>
|
||||
<TargetFrameworks Condition="'$(Configuration)' == 'Release'">net10.0;net8.0</TargetFrameworks>
|
||||
<TargetFramework Condition="'$(Configuration)' == 'Debug'">net10.0</TargetFramework>
|
||||
<AssemblyName>Volatility</AssemblyName>
|
||||
<AlgoType>Indicator</AlgoType>
|
||||
<OutputPath>bin\$(Configuration)\</OutputPath>
|
||||
<EnableDefaultCompileItems>false</EnableDefaultCompileItems>
|
||||
<IsPackable>false</IsPackable>
|
||||
<SonarQubeExclude>true</SonarQubeExclude>
|
||||
</PropertyGroup>
|
||||
|
||||
<ItemGroup>
|
||||
<PackageReference Include="System.Drawing.Common" Version="8.0.0" />
|
||||
</ItemGroup>
|
||||
|
||||
<ItemGroup>
|
||||
<Compile Include="IndicatorExtensions.cs" />
|
||||
<Compile Include="..\lib\core\**\*.cs" Exclude="..\lib\core\**\*.Tests.cs;..\lib\core\**\obj\**;..\lib\core\**\bin\**" />
|
||||
<Compile Include="..\lib\volatility\**\*.cs" Exclude="..\lib\volatility\**\*.Tests.cs;..\lib\volatility\**\obj\**;..\lib\volatility\**\bin\**" />
|
||||
<Compile Include="..\lib\trends\ema\*.cs" Exclude="..\lib\trends\ema\*.Tests.cs" />
|
||||
<Compile Include="..\lib\trends\rma\*.cs" Exclude="..\lib\trends\rma\*.Tests.cs" />
|
||||
<Reference Include="TradingPlatform.BusinessLayer">
|
||||
<HintPath>..\.github\TradingPlatform.BusinessLayer.dll</HintPath>
|
||||
</Reference>
|
||||
<None Include="..\.github\TradingPlatform.BusinessLayer.xml">
|
||||
<Link>TradingPlatform.BusinessLayer.xml</Link>
|
||||
</None>
|
||||
</ItemGroup>
|
||||
|
||||
<Target Name="CopyCustomContent" AfterTargets="AfterBuild" Condition="'$(IsLocalBuild)' == 'true' AND $([MSBuild]::IsOSPlatform('Windows'))">
|
||||
<Copy SourceFiles="$(OutputPath)\Volatility.dll" DestinationFolder="$(QuantowerRoot)\Settings\Scripts\Indicators\QuanTAlib\Volatility" />
|
||||
</Target>
|
||||
|
||||
</Project>
|
||||
Reference in New Issue
Block a user