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DWMA Indicator implementation and tests

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This commit is contained in:
Miha Kralj
2025-12-10 18:22:10 -05:00
parent 81830c9031
commit 8df3480d1f
11 changed files with 525 additions and 31 deletions
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lib/trends/conv/Conv.Validation.Tests.cs
+9 -9
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@@ -17,11 +17,11 @@ public class ConvValidationTests
var sma = new Sma(period);
var conv = new Conv(kernel);
var rnd = new Random(123);
var gbm = new GBM(startPrice: 100, seed: 123);
for (int i = 0; i < 1000; i++)
{
double price = rnd.NextDouble() * 100;
var tValue = new TValue(DateTime.UtcNow, price);
var bar = gbm.Next();
var tValue = bar.C;
var smaVal = sma.Update(tValue);
var convVal = conv.Update(tValue);
@@ -48,11 +48,11 @@ public class ConvValidationTests
var wma = new Wma(period);
var conv = new Conv(kernel);
var rnd = new Random(123);
var gbm = new GBM(startPrice: 100, seed: 123);
for (int i = 0; i < 1000; i++)
{
double price = rnd.NextDouble() * 100;
var tValue = new TValue(DateTime.UtcNow, price);
var bar = gbm.Next();
var tValue = bar.C;
var wmaVal = wma.Update(tValue);
var convVal = conv.Update(tValue);
@@ -105,11 +105,11 @@ public class ConvValidationTests
var trima = new Trima(period);
var conv = new Conv(kernel);
var rnd = new Random(123);
var gbm = new GBM(startPrice: 100, seed: 123);
for (int i = 0; i < 1000; i++)
{
double price = rnd.NextDouble() * 100;
var tValue = new TValue(DateTime.UtcNow, price);
var bar = gbm.Next();
var tValue = bar.C;
var trimaVal = trima.Update(tValue);
var convVal = conv.Update(tValue);