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Merge branch 'dev'

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This commit is contained in:
Miha Kralj
2024-09-30 19:09:26 -07:00
parent a29b09030b 11100b0685
commit 964a25814f
21 changed files with 375 additions and 69 deletions
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Tests/test_Trady.cs
+24 -23
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@@ -8,11 +8,12 @@ public class TradyTests
{
private readonly TBarSeries bars;
private readonly GbmFeed feed;
private Random rnd;
private readonly Random rnd;
private readonly double range;
private int period, iterations;
private int skip;
private IEnumerable<IOhlcv> Candles;
private readonly int iterations;
private int period;
private readonly int skip;
private readonly IEnumerable<IOhlcv> Candles;
public TradyTests()
{
@@ -44,20 +45,20 @@ public class TradyTests
foreach (TBar item in feed)
{ QL.Add(ma.Calc(new TValue(item.Time, item.Close))); }
var Trady = new SimpleMovingAverage(Candles, period)
.Compute()
.Select(result => new
{
Date = result.DateTime,
Value = result.Tick.HasValue ? (double)result.Tick.Value : double.NaN
})
.ToList();
var Trady = new SimpleMovingAverage(Candles, period)
.Compute()
.Select(result => new
{
Date = result.DateTime,
Value = result.Tick.HasValue ? (double)result.Tick.Value : double.NaN
})
.ToList();
Assert.Equal(QL.Length, Trady.Count);
for (int i = QL.Length - 1; i > skip; i--)
{
double QL_item = QL[i].Value;
double Tr_item = Trady[i].Value;
double Tr_item = Trady[i].Value;
Assert.InRange(Tr_item - QL_item, -range, range);
}
}
@@ -74,20 +75,20 @@ public class TradyTests
foreach (TBar item in feed)
{ QL.Add(ma.Calc(new TValue(item.Time, item.Close))); }
var Trady = new ExponentialMovingAverage(Candles, period)
.Compute()
.Select(result => new
{
Date = result.DateTime,
Value = result.Tick.HasValue ? (double)result.Tick.Value : double.NaN
})
.ToList();
var Trady = new ExponentialMovingAverage(Candles, period)
.Compute()
.Select(result => new
{
Date = result.DateTime,
Value = result.Tick.HasValue ? (double)result.Tick.Value : double.NaN
})
.ToList();
Assert.Equal(QL.Length, Trady.Count);
for (int i = QL.Length - 1; i > skip*2; i--)
for (int i = QL.Length - 1; i > skip * 2; i--)
{
double QL_item = QL[i].Value;
double Tr_item = Trady[i].Value;
double Tr_item = Trady[i].Value;
Assert.InRange(Tr_item - QL_item, -range, range);
}
}