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Miha Kralj
2024-10-08 10:31:04 -07:00
parent af234594cc
commit 931bbdb6a0
5 changed files with 38 additions and 41 deletions
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Tests/Tests.csproj
+1 -1
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@@ -33,7 +33,7 @@
</ItemGroup>
<ItemGroup>
<Using Include="Xunit" />
<PackageReference Include="xunit" Version="2.4.1" />
<ProjectReference Include="..\lib\quantalib.csproj" />
</ItemGroup>
Tests/test_eventing.cs
+2
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@@ -1,3 +1,5 @@
using Xunit;
namespace QuanTAlib;
public class EventingTests
Tests/test_skender.stock.cs
+4 -5
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@@ -289,7 +289,6 @@ public class SkenderTests
{
for (int run = 0; run < iterations; run++)
{
//period = rnd.Next(50) + 5;
Mama ma = new(fastLimit: 0.5, slowLimit: 0.05);
TSeries QL = new();
foreach (TBar item in feed)
@@ -336,12 +335,12 @@ public class SkenderTests
TSeries QL = new();
foreach (TBar item in bars) { QL.Add(ma.Calc(item)); }
var SK = quotes.GetAtr(lookbackPeriods: period).Select(i => i.Atr.Null2NaN()!);
Assert.Equal(QL.Length, QL.Length);
var atrValues = quotes.GetAtr(lookbackPeriods: period).Select(i => i.Atr.Null2NaN()!);
const int AdditionalPeriods = 500;
for (int i = QL.Length - 1; i > period + 500; i--)
for (int i = QL.Length - 1; i > period + AdditionalPeriods; i--)
{
Assert.InRange(SK.ElementAt(i) - QL[i].Value, -range, range);
Assert.InRange(atrValues.ElementAt(i) - QL[i].Value, -range, range);
}
}
}