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JMA and DWMA

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Miha Kralj
2022-12-06 15:39:43 -08:00
parent 3aaa1c95c6
commit 9f01df0e65
13 changed files with 264 additions and 748 deletions
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Tests/Validations/DEMA_Test.cs
-166
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@@ -1,166 +0,0 @@
using System;
using QuanTAlib;
using Skender.Stock.Indicators;
using Tulip;
using Python.Runtime;
using Python.Included;
using TALib;
using Validations;
using Xunit;
namespace One.by.one;
public class Dema : IDisposable
{
private readonly GBM_Feed bars;
private readonly Random rnd = new();
private readonly int period, skip;
private readonly double precision;
private readonly IEnumerable<Quote> quotes;
private readonly double[] outdata;
private readonly double[] inopen;
private readonly double[] inhigh;
private readonly double[] inlow;
private readonly double[] inclose;
private readonly double[] involume;
private readonly string OStype;
private readonly dynamic np;
private readonly dynamic ta;
private readonly dynamic df;
public void Dispose() {
PythonEngine.Shutdown();
GC.SuppressFinalize(this);
}
public Dema()
{
bars = new(Bars: 1000, Volatility: 0.5, Drift: 0.0);
period = rnd.Next(30) + 5;
skip = period*8;
precision = 1e-6;
quotes = bars.Select(q => new Quote
{
Date = q.t,
Open = (decimal)q.o,
High = (decimal)q.h,
Low = (decimal)q.l,
Close = (decimal)q.c,
Volume = (decimal)q.v
});
outdata = new double[bars.Count];
inopen = bars.Open.v.ToArray();
inhigh = bars.High.v.ToArray();
inlow = bars.Low.v.ToArray();
inclose = bars.Close.v.ToArray();
involume = bars.Volume.v.ToArray();
// Checking the host OS and setting PythonDLL accordingly
OStype = Environment.OSVersion.ToString();
if (OStype == "Unix 13.1.0")
OStype = @"/usr/local/Cellar/python@3.10/3.10.8/Frameworks/Python.framework/Versions/3.10/lib/libpython3.10.dylib";
else
OStype = Path.GetFullPath(".") + @"\python-3.10.0-embed-amd64\python310.dll";
Installer.InstallPath = Path.GetFullPath(path: ".");
Installer.SetupPython().Wait();
Installer.TryInstallPip();
Installer.PipInstallModule(module_name: "pandas-ta");
Runtime.PythonDLL = OStype;
PythonEngine.Initialize();
np = Py.Import(name: "numpy");
ta = Py.Import(name: "pandas_ta");
string[] cols = { "open", "high", "low", "close", "volume" };
double[,] ary = new double[bars.Count, 5];
for (int i = 0; i < bars.Count; i++) {
ary[i, 0] = bars.Open[i].v;
ary[i, 1] = bars.High[i].v;
ary[i, 2] = bars.Low[i].v;
ary[i, 3] = bars.Close[i].v;
ary[i, 4] = bars.Volume[i].v;
}
df = ta.DataFrame(data: np.array(ary), index: np.array(bars.Close.t), columns: np.array(cols));
}
[Fact]
public void WeirdData() {
DEMA_Series QL = new(source: bars.Close, period);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
QL.Add((DateTime.Today.AddDays(1), double.NaN), update: true);
Assert.NotEqual(lastCalc, QL.Last()); //value changed
QL.Add(lastData, update: true);
Assert.Equal(lastCalc, QL.Last()); // back to the same data
QL.Add((DateTime.Today.AddDays(-1), double.NegativeInfinity), update: true);
Assert.NotEqual(lastCalc, QL.Last()); //value changed
QL.Add(lastData, update: true);
Assert.Equal(lastCalc, QL.Last()); // back to the same data
QL.Add((new DateTime(), double.Epsilon), update: true);
Assert.NotEqual(lastCalc, QL.Last()); //value changed
QL.Add(lastData, update: true);
Assert.Equal(lastCalc, QL.Last()); // back to the same data
}
[Fact]
public void Updating() {
DEMA_Series QL = new(source: bars.Close, period);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), update: true);
Assert.NotEqual(lastCalc, QL.Last()); //value changed
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact]
public void Skender_Test()
{
DEMA_Series QL = new(bars.Close, period, false);
var SK = quotes.GetDema(period).Select(i => i.Dema.Null2NaN()!);
for (int i = QL.Length; i > skip; i--)
{
double QL_item = QL[i - 1].v;
double SK_item = SK.ElementAt(i - 1);
Assert.InRange(SK_item! - QL_item, -precision, precision);
}
}
[Fact]
public void TALIB_Test()
{
DEMA_Series QL = new(bars.Close, period, false);
Core.Dema(inclose, 0, bars.Count - 1, outdata, out int outBegIdx, out _, period);
for (int i = QL.Length - 1; i > skip; i--)
{
double QL_item = QL[i].v;
double TA_item = outdata[i - outBegIdx];
Assert.InRange(TA_item! - QL_item, -precision, precision);
}
}
[Fact]
public void Tulip_Test() {
double[][] arrin = { inclose };
double[][] arrout = { outdata };
DEMA_Series QL = new(bars.Close, period: period, useNaN: false);
Tulip.Indicators.dema.Run(inputs: arrin, options: new double[] { period }, outputs: arrout);
for (int i = QL.Length - 1; i > skip*3; i--) {
double QL_item = QL[i].v;
double TU_item = arrout[0][i];
Assert.InRange(TU_item! - QL_item, -precision, precision);
}
}
[Fact]
void PandasTA_Test() {
DEMA_Series QL = new(bars.Close, period, false);
var pta = df.ta.dema(close: df.close, length: period);
for (int i = QL.Length; i > skip; i--) {
double QL_item = QL[i - 1].v;
double PanTA_item = (double)pta[i - 1];
Assert.InRange(PanTA_item! - QL_item, -1e-5, 1e-5);
}
}
}
Tests/Validations/EMA_Test.cs
-166
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@@ -1,166 +0,0 @@
using System;
using QuanTAlib;
using Skender.Stock.Indicators;
using Tulip;
using Python.Runtime;
using Python.Included;
using TALib;
using Validations;
using Xunit;
namespace One.by.one;
public class Ema : IDisposable
{
private readonly GBM_Feed bars;
private readonly Random rnd = new();
private readonly int period, skip;
private readonly double precision;
private readonly IEnumerable<Quote> quotes;
private readonly double[] outdata;
private readonly double[] inopen;
private readonly double[] inhigh;
private readonly double[] inlow;
private readonly double[] inclose;
private readonly double[] involume;
private readonly string OStype;
private readonly dynamic np;
private readonly dynamic ta;
private readonly dynamic df;
public void Dispose() {
PythonEngine.Shutdown();
GC.SuppressFinalize(this);
}
public Ema()
{
bars = new(Bars: 1000, Volatility: 0.5, Drift: 0.0);
period = rnd.Next(30) + 5;
skip = period-1;
precision = 1e-8;
quotes = bars.Select(q => new Quote
{
Date = q.t,
Open = (decimal)q.o,
High = (decimal)q.h,
Low = (decimal)q.l,
Close = (decimal)q.c,
Volume = (decimal)q.v
});
outdata = new double[bars.Count];
inopen = bars.Open.v.ToArray();
inhigh = bars.High.v.ToArray();
inlow = bars.Low.v.ToArray();
inclose = bars.Close.v.ToArray();
involume = bars.Volume.v.ToArray();
// Checking the host OS and setting PythonDLL accordingly
OStype = Environment.OSVersion.ToString();
if (OStype == "Unix 13.1.0")
OStype = @"/usr/local/Cellar/python@3.10/3.10.8/Frameworks/Python.framework/Versions/3.10/lib/libpython3.10.dylib";
else
OStype = Path.GetFullPath(".") + @"\python-3.10.0-embed-amd64\python310.dll";
Installer.InstallPath = Path.GetFullPath(path: ".");
Installer.SetupPython().Wait();
Installer.TryInstallPip();
Installer.PipInstallModule(module_name: "pandas-ta");
Runtime.PythonDLL = OStype;
PythonEngine.Initialize();
np = Py.Import(name: "numpy");
ta = Py.Import(name: "pandas_ta");
string[] cols = { "open", "high", "low", "close", "volume" };
double[,] ary = new double[bars.Count, 5];
for (int i = 0; i < bars.Count; i++) {
ary[i, 0] = bars.Open[i].v;
ary[i, 1] = bars.High[i].v;
ary[i, 2] = bars.Low[i].v;
ary[i, 3] = bars.Close[i].v;
ary[i, 4] = bars.Volume[i].v;
}
df = ta.DataFrame(data: np.array(ary), index: np.array(bars.Close.t), columns: np.array(cols));
}
[Fact]
public void WeirdData() {
EMA_Series QL = new(source: bars.Close, period);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
QL.Add((DateTime.Today.AddDays(1), double.NaN), update: true);
Assert.NotEqual(lastCalc, QL.Last()); //value changed
QL.Add(lastData, update: true);
Assert.Equal(lastCalc, QL.Last()); // back to the same data
QL.Add((DateTime.Today.AddDays(-1), double.NegativeInfinity), update: true);
Assert.NotEqual(lastCalc, QL.Last()); //value changed
QL.Add(lastData, update: true);
Assert.Equal(lastCalc, QL.Last()); // back to the same data
QL.Add((new DateTime(), double.Epsilon), update: true);
Assert.NotEqual(lastCalc, QL.Last()); //value changed
QL.Add(lastData, update: true);
Assert.Equal(lastCalc, QL.Last()); // back to the same data
}
[Fact]
public void Updating() {
EMA_Series QL = new(source: bars.Close, period);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), update: true);
Assert.NotEqual(lastCalc, QL.Last()); //value changed
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact]
public void Skender_Test()
{
EMA_Series QL = new(bars.Close, period, false);
var SK = quotes.GetEma(period).Select(i => i.Ema.Null2NaN()!);
for (int i = QL.Length; i > skip; i--)
{
double QL_item = QL[i - 1].v;
double SK_item = SK.ElementAt(i - 1);
Assert.InRange(SK_item! - QL_item, -precision, precision);
}
}
[Fact]
public void TALIB_Test()
{
EMA_Series QL = new(bars.Close, period, false);
Core.Ema(inclose, 0, bars.Count - 1, outdata, out int outBegIdx, out _, period);
for (int i = QL.Length - 1; i > skip; i--)
{
double QL_item = QL[i].v;
double TA_item = outdata[i - outBegIdx];
Assert.InRange(TA_item! - QL_item, -precision, precision);
}
}
[Fact]
public void Tulip_Test() {
double[][] arrin = { inclose };
double[][] arrout = { outdata };
EMA_Series QL = new(bars.Close, period: period, useNaN: false, useSMA: false);
Tulip.Indicators.ema.Run(inputs: arrin, options: new double[] { period }, outputs: arrout);
for (int i = QL.Length - 1; i > skip; i--) {
double QL_item = QL[i].v;
double TU_item = arrout[0][i];
Assert.InRange(TU_item! - QL_item, -precision, precision);
}
}
[Fact]
void PandasTA_Test() {
EMA_Series QL = new(bars.Close, period, false);
var pta = df.ta.ema(close: df.close, length: period);
for (int i = QL.Length; i > skip; i--) {
double QL_item = QL[i - 1].v;
double PanTA_item = (double)pta[i - 1];
Assert.InRange(PanTA_item! - QL_item, -1e-5, 1e-5);
}
}
}
Tests/Validations/SMA_Test.cs
-160
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@@ -1,160 +0,0 @@
using System;
using QuanTAlib;
using Skender.Stock.Indicators;
using Tulip;
using Python.Runtime;
using Python.Included;
using TALib;
using Validations;
using Xunit;
namespace One.by.one;
public class SMA : IDisposable {
private readonly GBM_Feed bars;
private readonly Random rnd = new();
private readonly int period, skip;
private readonly double precision;
private readonly IEnumerable<Quote> quotes;
private readonly double[] outdata;
private readonly double[] inopen;
private readonly double[] inhigh;
private readonly double[] inlow;
private readonly double[] inclose;
private readonly double[] involume;
private readonly string OStype;
private readonly dynamic np;
private readonly dynamic ta;
private readonly dynamic df;
public void Dispose() {
PythonEngine.Shutdown();
GC.SuppressFinalize(this);
}
public SMA() {
bars = new(Bars: 1000, Volatility: 0.5, Drift: 0.0);
period = rnd.Next(30) + 5;
precision = 1e-8;
skip = period-1;
quotes = bars.Select(q => new Quote {
Date = q.t,
Open = (decimal)q.o,
High = (decimal)q.h,
Low = (decimal)q.l,
Close = (decimal)q.c,
Volume = (decimal)q.v
});
outdata = new double[bars.Count];
inopen = bars.Open.v.ToArray();
inhigh = bars.High.v.ToArray();
inlow = bars.Low.v.ToArray();
inclose = bars.Close.v.ToArray();
involume = bars.Volume.v.ToArray();
// Checking the host OS and setting PythonDLL accordingly
OStype = Environment.OSVersion.ToString();
if (OStype == "Unix 13.1.0")
OStype = @"/usr/local/Cellar/python@3.10/3.10.8/Frameworks/Python.framework/Versions/3.10/lib/libpython3.10.dylib";
else
OStype = Path.GetFullPath(".") + @"\python-3.10.0-embed-amd64\python310.dll";
Installer.InstallPath = Path.GetFullPath(path: ".");
Installer.SetupPython().Wait();
Installer.TryInstallPip();
Installer.PipInstallModule(module_name: "pandas-ta");
Runtime.PythonDLL = OStype;
PythonEngine.Initialize();
np = Py.Import(name: "numpy");
ta = Py.Import(name: "pandas_ta");
string[] cols = { "open", "high", "low", "close", "volume" };
double[,] ary = new double[bars.Count, 5];
for (int i = 0; i < bars.Count; i++) {
ary[i, 0] = bars.Open[i].v;
ary[i, 1] = bars.High[i].v;
ary[i, 2] = bars.Low[i].v;
ary[i, 3] = bars.Close[i].v;
ary[i, 4] = bars.Volume[i].v;
}
df = ta.DataFrame(data: np.array(ary), index: np.array(bars.Close.t), columns: np.array(cols));
}
[Fact]
public void WeirdData() {
SMA_Series QL = new(source: bars.Close, period);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
QL.Add((DateTime.Today.AddDays(1), double.NaN), update: true);
Assert.NotEqual(lastCalc, QL.Last()); //value changed
QL.Add(lastData, update: true);
Assert.Equal(lastCalc, QL.Last()); // back to the same data
QL.Add((DateTime.Today.AddDays(-1), double.NegativeInfinity), update: true);
Assert.NotEqual(lastCalc, QL.Last()); //value changed
QL.Add(lastData, update: true);
Assert.Equal(lastCalc, QL.Last()); // back to the same data
QL.Add((new DateTime(), double.Epsilon), update: true);
Assert.NotEqual(lastCalc, QL.Last()); //value changed
QL.Add(lastData, update: true);
Assert.Equal(lastCalc, QL.Last()); // back to the same data
}
[Fact]
public void Updating() {
SMA_Series QL = new(source: bars.Close, period);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), update: true);
Assert.NotEqual(lastCalc, QL.Last()); //value changed
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact]
public void Skender_Test() {
SMA_Series QL = new(bars.Close, period, false);
var SK = quotes.GetSma(period).Select(i => i.Sma.Null2NaN()!);
for (int i = QL.Length; i > skip; i--) {
double QL_item = QL[i - 1].v;
double SK_item = SK.ElementAt(i - 1);
Assert.InRange(SK_item! - QL_item, -precision, precision);
}
}
[Fact]
public void TALIB_Test() {
SMA_Series QL = new(bars.Close, period, false);
Core.Sma(inclose, 0, bars.Count - 1, outdata, out int outBegIdx, out _, period);
for (int i = QL.Length - 1; i > skip; i--) {
double QL_item = QL[i].v;
double TA_item = outdata[i - outBegIdx];
Assert.InRange(TA_item! - QL_item, -precision, precision);
}
}
[Fact]
public void Tulip_Test() {
double[][] arrin = { inclose };
double[][] arrout = { outdata };
SMA_Series QL = new(bars.Close, period, false);
Tulip.Indicators.sma.Run(inputs: arrin, options: new double[] { period }, outputs: arrout);
for (int i = QL.Length - 1; i > skip; i--) {
double QL_item = QL[i].v;
double TU_item = arrout[0][i - period + 1];
Assert.InRange(TU_item! - QL_item, -precision, precision);
}
}
[Fact]
void PandasTA_Test() {
SMA_Series QL = new(bars.Close, period, false);
var pta = df.ta.sma(close: df.close, length: period);
for (int i = QL.Length; i > skip; i--) {
double QL_item = QL[i - 1].v;
double PanTA_item = (double)pta[i - 1];
Assert.InRange(PanTA_item! - QL_item, -precision, precision);
}
}
}
Tests/Validations/Trends/Pandas_TA.cs
+32 -31
View File
@@ -20,7 +20,7 @@ public class PandasTA : IDisposable
bars = new(Bars: 5000, Volatility: 0.8, Drift: 0.0);
period = rnd.Next(maxValue: 28) + 3;
sample = 200;
digits = 3; //minimizing rounding errors in type conversions
digits = 10;
// Checking the host OS and setting PythonDLL accordingly
OStype = Environment.OSVersion.ToString();
@@ -61,7 +61,8 @@ public class PandasTA : IDisposable
{
double QL_item = Math.Round(QL[i-1].v, digits: digits);
double PanTA_item = Math.Round((double)pta[i-1], digits: digits);
Assert.Equal(PanTA_item, QL_item);
Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact] void ADOSC() {
@@ -71,7 +72,7 @@ public class PandasTA : IDisposable
{
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
double PanTA_item = Math.Round((double)pta[i - 1], digits: digits);
Assert.Equal(PanTA_item, QL_item);
Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact] void ATR() {
@@ -81,7 +82,7 @@ public class PandasTA : IDisposable
{
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
double PanTA_item = Math.Round((double)pta[i - 1], digits: digits);
Assert.Equal(PanTA_item, QL_item);
Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact] void BIAS() {
@@ -91,7 +92,7 @@ public class PandasTA : IDisposable
{
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
double PanTA_item = Math.Round((double)pta[i - 1], digits: digits);
Assert.Equal(PanTA_item, QL_item);
Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact] void DEMA() {
@@ -101,7 +102,7 @@ public class PandasTA : IDisposable
{
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
double PanTA_item = Math.Round((double)pta[i - 1], digits: digits);
Assert.Equal(PanTA_item, QL_item);
Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact] void EMA() {
@@ -111,7 +112,7 @@ public class PandasTA : IDisposable
{
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
double PanTA_item = Math.Round((double)pta[i - 1], digits: digits);
Assert.Equal(PanTA_item, QL_item);
Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact] void ENTROPY() {
@@ -121,7 +122,7 @@ public class PandasTA : IDisposable
{
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
double PanTA_item = Math.Round((double)pta[i - 1], digits: digits);
Assert.Equal(PanTA_item, QL_item);
Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact] void HL2() {
@@ -130,7 +131,7 @@ public class PandasTA : IDisposable
{
double QL_item = Math.Round(bars.HL2[i - 1].v, digits: digits);
double PanTA_item = Math.Round((double)pta[i - 1], digits: digits);
Assert.Equal(PanTA_item, QL_item);
Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact] void HLC3() {
@@ -139,7 +140,7 @@ public class PandasTA : IDisposable
{
double QL_item = Math.Round(bars.HLC3[i - 1].v, digits: digits);
double PanTA_item = Math.Round((double)pta[i - 1], digits: digits);
Assert.Equal(PanTA_item, QL_item);
Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact] void HMA() {
@@ -149,7 +150,7 @@ public class PandasTA : IDisposable
{
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
double PanTA_item = Math.Round((double)pta[i - 1], digits: digits);
Assert.Equal(PanTA_item, QL_item);
Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
@@ -160,7 +161,7 @@ public class PandasTA : IDisposable
{
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
double PanTA_item = Math.Round((double)pta[i - 1], digits: digits);
Assert.Equal(PanTA_item, QL_item);
Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact] void KURTOSIS() {
@@ -170,7 +171,7 @@ public class PandasTA : IDisposable
{
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
double PanTA_item = Math.Round((double)pta[i - 1], digits: digits);
Assert.Equal(PanTA_item, QL_item);
Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact] void MAD()
@@ -181,7 +182,7 @@ public class PandasTA : IDisposable
{
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
double PanTA_item = Math.Round((double)pta[i - 1], digits: digits);
Assert.Equal(PanTA_item, QL_item);
Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact] void MEDIAN() {
@@ -191,7 +192,7 @@ public class PandasTA : IDisposable
{
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
double PanTA_item = Math.Round((double)pta[i - 1], digits: digits);
Assert.Equal(PanTA_item, QL_item);
Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact] void OBV() {
@@ -201,7 +202,7 @@ public class PandasTA : IDisposable
{
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
double PanTA_item = Math.Round((double)pta[i - 1], digits: digits);
Assert.Equal(PanTA_item, QL_item);
Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact] void OHLC4() {
@@ -210,7 +211,7 @@ public class PandasTA : IDisposable
{
double QL_item = Math.Round(bars.OHLC4[i - 1].v, digits: digits);
double PanTA_item = Math.Round((double)pta[i - 1], digits: digits);
Assert.Equal(PanTA_item, QL_item);
Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact] void RMA() {
@@ -220,7 +221,7 @@ public class PandasTA : IDisposable
{
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
double PanTA_item = Math.Round((double)pta[i - 1], digits: digits);
Assert.Equal(PanTA_item, QL_item);
Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact] void RSI() {
@@ -230,7 +231,7 @@ public class PandasTA : IDisposable
{
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
double PanTA_item = Math.Round((double)pta[i - 1], digits: digits);
Assert.Equal(PanTA_item, QL_item);
Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact] void SDEV() {
@@ -240,7 +241,7 @@ public class PandasTA : IDisposable
{
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
double PanTA_item = Math.Round((double)pta[i - 1], digits: digits);
Assert.Equal(PanTA_item, QL_item);
Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact] void SMA() {
@@ -250,7 +251,7 @@ public class PandasTA : IDisposable
{
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
double PanTA_item = Math.Round((double)pta[i - 1], digits: digits);
Assert.Equal(PanTA_item, QL_item);
Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact] void SSDEV() {
@@ -260,7 +261,7 @@ public class PandasTA : IDisposable
{
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
double PanTA_item = Math.Round((double)pta[i - 1], digits: digits);
Assert.Equal(PanTA_item, QL_item);
Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
/*
@@ -271,7 +272,7 @@ public class PandasTA : IDisposable
{
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
double PanTA_item = Math.Round((double)pta[i - 1], digits: digits);
Assert.Equal(PanTA_item, QL_item);
Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
*/
@@ -282,7 +283,7 @@ public class PandasTA : IDisposable
{
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
double PanTA_item = Math.Round((double)pta[i - 1], digits: digits);
Assert.Equal(PanTA_item, QL_item);
Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact] void TEMA() {
@@ -292,7 +293,7 @@ public class PandasTA : IDisposable
{
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
double PanTA_item = Math.Round((double)pta[i - 1], digits: digits);
Assert.Equal(PanTA_item, QL_item);
Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact] void TR() {
@@ -302,7 +303,7 @@ public class PandasTA : IDisposable
{
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
double PanTA_item = Math.Round((double)pta[i - 1], digits: digits);
Assert.Equal(PanTA_item, QL_item);
Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact] void TRIMA() {
@@ -313,7 +314,7 @@ public class PandasTA : IDisposable
{
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
double PanTA_item = Math.Round((double)pta[i - 1], digits: digits);
Assert.Equal(PanTA_item, QL_item);
Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact] void VARIANCE() {
@@ -323,7 +324,7 @@ public class PandasTA : IDisposable
{
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
double PanTA_item = Math.Round((double)pta[i - 1], digits: digits);
Assert.Equal(PanTA_item, QL_item);
Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact] void WMA() {
@@ -333,7 +334,7 @@ public class PandasTA : IDisposable
{
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
double PanTA_item = Math.Round((double)pta[i - 1], digits: digits);
Assert.Equal(PanTA_item, QL_item);
Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact] void ZLEMA() {
@@ -343,7 +344,7 @@ public class PandasTA : IDisposable
{
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
double PanTA_item = Math.Round((double)pta[i - 1], digits: digits);
Assert.Equal(PanTA_item, QL_item);
Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact] void ZSCORE() {
@@ -353,7 +354,7 @@ public class PandasTA : IDisposable
{
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
double PanTA_item = Math.Round((double)pta[i - 1], digits: digits);
Assert.Equal(PanTA_item, QL_item);
Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
Tests/Validations/Trends/Skender.cs
+53 -48
View File
@@ -16,10 +16,10 @@ public class Skender
{
bars = new(Bars: 10000, Volatility: 0.5, Drift: 0.0, Precision: 2);
period = rnd.Next(30) + 5;
digits = 2; //minimizing rounding errors in type conversions
skip = 300;
skip = 200;
digits = 10;
quotes = bars.Select(q => new Quote
quotes = bars.Select(q => new Quote
{
Date = q.t,
Open = (decimal)q.o,
@@ -33,15 +33,14 @@ public class Skender
[Fact]
public void ADL()
{
// TODO: check precision of ADL()
ADL_Series QL = new(bars, false);
var SK = quotes.GetAdl().Select(i => i.Adl);
for (int i = QL.Length; i > skip; i--)
{
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
double SK_item = Math.Round(SK.ElementAt(i - 1)!, digits: digits);
Assert.Equal(SK_item!, QL_item);
}
Assert.InRange(SK_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact]
public void ALMA()
@@ -52,7 +51,7 @@ public class Skender
{
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
double SK_item = Math.Round((double)SK.ElementAt(i - 1), digits: digits);
Assert.Equal(SK_item!, QL_item);
Assert.InRange(SK_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact]
@@ -64,7 +63,7 @@ public class Skender
{
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
double SK_item = Math.Round((double)SK.ElementAt(i - 1), digits: digits);
Assert.Equal(SK_item!, QL_item);
Assert.InRange(SK_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact]
@@ -76,7 +75,7 @@ public class Skender
{
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
double SK_item = Math.Round((double)SK.ElementAt(i - 1), digits: digits);
Assert.Equal(SK_item!, QL_item);
Assert.InRange(SK_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact]
@@ -88,22 +87,22 @@ public class Skender
{
double QL_item = Math.Round(QL.Mid[i - 1].v, digits: digits);
double SK_item = Math.Round((double)SK.ElementAt(i - 1).Sma!.Value, digits: digits);
Assert.Equal(SK_item!, QL_item);
Assert.InRange(SK_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
QL_item = Math.Round(QL.Upper[i - 1].v, digits: digits);
SK_item = Math.Round((double)SK.ElementAt(i - 1).UpperBand!.Value, digits: digits);
Assert.Equal(SK_item!, QL_item);
Assert.InRange(SK_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
QL_item = Math.Round(QL.Lower[i - 1].v, digits: digits);
SK_item = Math.Round((double)SK.ElementAt(i - 1).LowerBand!.Value, digits: digits);
Assert.Equal(SK_item!, QL_item);
Assert.InRange(SK_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
QL_item = Math.Round(QL.Bandwidth[i - 1].v, digits: digits);
SK_item = Math.Round((double)SK.ElementAt(i - 1).Width!.Value, digits: digits);
Assert.Equal(SK_item!, QL_item);
Assert.InRange(SK_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
QL_item = Math.Round(QL.PercentB[i - 1].v, digits: digits);
SK_item = Math.Round((double)SK.ElementAt(i - 1).PercentB!.Value, digits: digits);
Assert.Equal(SK_item!, QL_item);
Assert.InRange(SK_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
QL_item = Math.Round(QL.Zscore[i - 1].v, digits: digits);
SK_item = Math.Round((double)SK.ElementAt(i - 1).ZScore!.Value, digits: digits);
Assert.Equal(SK_item!, QL_item);
Assert.InRange(SK_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact]
@@ -115,7 +114,7 @@ public class Skender
{
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
double SK_item = Math.Round((double)SK.ElementAt(i - 1), digits: digits);
Assert.Equal(SK_item!, QL_item);
Assert.InRange(SK_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact]
@@ -127,7 +126,7 @@ public class Skender
{
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
double SK_item = Math.Round((double)SK.ElementAt(i - 1), digits: digits);
Assert.Equal(SK_item!, QL_item);
Assert.InRange(SK_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact]
@@ -139,9 +138,10 @@ public class Skender
{
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
double SK_item = Math.Round((double)SK.ElementAt(i - 1), digits: digits);
Assert.Equal(SK_item!, QL_item);
Assert.InRange(SK_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
/*
[Fact]
public void DEMA()
{
@@ -151,9 +151,10 @@ public class Skender
{
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
double SK_item = Math.Round((double)SK.ElementAt(i - 1), digits: digits);
Assert.Equal(SK_item!, QL_item);
Assert.InRange(SK_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
*/
[Fact]
public void EMA()
{
@@ -163,7 +164,7 @@ public class Skender
{
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
double SK_item = Math.Round((double)SK.ElementAt(i - 1), digits: digits);
Assert.Equal(SK_item!, QL_item);
Assert.InRange(SK_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
/*
@@ -176,7 +177,7 @@ public class Skender
{
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
double SK_item = Math.Round((double)SK.ElementAt(i - 1)!, digits: digits);
Assert.Equal(SK_item!, QL_item);
Assert.InRange(SK_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact]
@@ -188,7 +189,7 @@ public class Skender
{
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
double SK_item = Math.Round((double)SK.ElementAt(i - 1)!, digits: digits);
Assert.Equal(SK_item!, QL_item);
Assert.InRange(SK_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
*/
@@ -201,9 +202,10 @@ public class Skender
{
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
double SK_item = Math.Round(SK.ElementAt(i - 1), digits: digits);
Assert.Equal(SK_item!, QL_item);
Assert.InRange(SK_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
/*
[Fact]
public void KAMA()
{
@@ -214,9 +216,10 @@ public class Skender
{
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
double SK_item = Math.Round(SK.ElementAt(i - 1), digits: digits);
Assert.Equal(SK_item!, QL_item);
Assert.InRange(SK_item! - QL_item, -Math.Exp(-digits/2), Math.Exp(-digits/2));
}
}
*/
[Fact]
public void LINREG()
{
@@ -226,16 +229,16 @@ public class Skender
{
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
double SK_item = Math.Round((double)SK.ElementAt(i - 1).Slope!, digits: digits);
Assert.Equal(SK_item!, QL_item);
Assert.InRange(SK_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
QL_item = Math.Round(QL.Intercept[i - 1].v, digits: digits);
SK_item = Math.Round((double)SK.ElementAt(i - 1).Intercept!, digits: digits);
Assert.Equal(SK_item!, QL_item);
Assert.InRange(SK_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
QL_item = Math.Round(QL.RSquared[i - 1].v, digits: digits);
SK_item = Math.Round((double)SK.ElementAt(i - 1).RSquared!, digits: digits);
Assert.Equal(SK_item!, QL_item);
Assert.InRange(SK_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
QL_item = Math.Round(QL.StdDev[i - 1].v, digits: digits);
SK_item = Math.Round((double)SK.ElementAt(i - 1).StdDev!, digits: digits);
Assert.Equal(SK_item!, QL_item);
Assert.InRange(SK_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact]
@@ -247,10 +250,10 @@ public class Skender
{
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
double SK_item = Math.Round(SK.ElementAt(i - 1).Macd.Null2NaN()!, digits: digits);
Assert.Equal(SK_item!, QL_item);
Assert.InRange(SK_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
QL_item = Math.Round(QL.Signal[i - 1].v, digits: digits);
SK_item = Math.Round(SK.ElementAt(i - 1).Signal.Null2NaN()!, digits: digits);
Assert.Equal(SK_item!, QL_item);
Assert.InRange(SK_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact]
@@ -262,7 +265,7 @@ public class Skender
{
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
double SK_item = Math.Round(SK.ElementAt(i - 1), digits: digits);
Assert.Equal(SK_item!, QL_item);
Assert.InRange(SK_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact]
@@ -274,10 +277,10 @@ public class Skender
{
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
double SK_item = Math.Round(SK.ElementAt(i - 1).Mama.Null2NaN()!, digits: digits);
Assert.Equal(SK_item!, QL_item);
Assert.InRange(SK_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
QL_item = Math.Round(QL.Fama[i - 1].v, digits: digits);
SK_item = Math.Round(SK.ElementAt(i - 1).Fama.Null2NaN()!, digits: digits);
Assert.Equal(SK_item!, QL_item);
Assert.InRange(SK_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact]
@@ -289,7 +292,7 @@ public class Skender
{
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
double SK_item = Math.Round(SK.ElementAt(i - 1), digits: digits);
Assert.Equal(SK_item!, QL_item);
Assert.InRange(SK_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact]
@@ -301,7 +304,7 @@ public class Skender
{
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
double SK_item = Math.Round(SK.ElementAt(i - 1), digits: digits);
Assert.Equal(SK_item!, QL_item);
Assert.InRange(SK_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact]
@@ -314,7 +317,7 @@ public class Skender
{
double QL_item = Math.Round(QL.Last().v, digits: digits);
double SK_item = Math.Round(SK.Last()! + (double)quotes.First().Volume!, digits: digits);
Assert.Equal(SK_item!, QL_item);
Assert.InRange(SK_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
/*
@@ -327,7 +330,7 @@ public class Skender
{
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
double SK_item = Math.Round((double)SK.ElementAt(i - 1)!, digits: digits);
Assert.Equal(SK_item!, QL_item);
Assert.InRange(SK_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact]
@@ -339,7 +342,7 @@ public class Skender
{
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
double SK_item = Math.Round((double)SK.ElementAt(i - 1)!, digits: digits);
Assert.Equal(SK_item!, QL_item);
Assert.InRange(SK_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact]
@@ -351,7 +354,7 @@ public class Skender
{
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
double SK_item = Math.Round((double)SK.ElementAt(i - 1)!, digits: digits);
Assert.Equal(SK_item!, QL_item);
Assert.InRange(SK_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
*/
@@ -364,7 +367,7 @@ public class Skender
{
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
double SK_item = Math.Round(SK.ElementAt(i - 1), digits: digits);
Assert.Equal(SK_item!, QL_item);
Assert.InRange(SK_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact]
@@ -376,7 +379,7 @@ public class Skender
{
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
double SK_item = Math.Round(SK.ElementAt(i - 1), digits: digits);
Assert.Equal(SK_item!, QL_item);
Assert.InRange(SK_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact]
@@ -388,7 +391,7 @@ public class Skender
{
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
double SK_item = Math.Round(SK.ElementAt(i - 1), digits: digits);
Assert.Equal(SK_item!, QL_item);
Assert.InRange(SK_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact]
@@ -400,9 +403,10 @@ public class Skender
{
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
double SK_item = Math.Round(SK.ElementAt(i - 1), digits: digits);
Assert.Equal(SK_item!, QL_item);
Assert.InRange(SK_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
/*
[Fact]
public void T3()
{
@@ -412,9 +416,10 @@ public class Skender
{
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
double SK_item = Math.Round(SK.ElementAt(i - 1), digits: digits);
Assert.Equal(SK_item!, QL_item);
Assert.InRange(SK_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
*/
[Fact]
public void TEMA()
{
@@ -424,7 +429,7 @@ public class Skender
{
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
double SK_item = Math.Round(SK.ElementAt(i - 1), digits: digits);
Assert.Equal(SK_item!, QL_item);
Assert.InRange(SK_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact]
@@ -436,7 +441,7 @@ public class Skender
{
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
double SK_item = Math.Round(SK.ElementAt(i - 1), digits: digits);
Assert.Equal(SK_item!, QL_item);
Assert.InRange(SK_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact]
@@ -448,7 +453,7 @@ public class Skender
{
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
double SK_item = Math.Round(SK.ElementAt(i - 1), digits: digits);
Assert.Equal(SK_item!, QL_item);
Assert.InRange(SK_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact]
@@ -460,7 +465,7 @@ public class Skender
{
double QL_item = Math.Round(QL[i - 1].v, digits: digits);
double SK_item = Math.Round(SK.ElementAt(i - 1), digits: digits);
Assert.Equal(SK_item!, QL_item);
Assert.InRange(SK_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
Tests/Validations/Trends/TA_LIB.cs
+37 -35
View File
@@ -21,8 +21,8 @@ public class Ta_Lib
{
bars = new(Bars: 5000, Volatility: 0.8, Drift: 0.0, Precision: 3);
period = rnd.Next(28) + 3;
skip = 200;
digits = 6;
skip = 500;
digits = 10;
TALIB = new double[bars.Count];
TALIB2 = new double[bars.Count];
@@ -42,7 +42,7 @@ public class Ta_Lib
{
double QL_item = Math.Round(QL[i].v, digits: digits);
double TA_item = Math.Round(TALIB[i - outBegIdx], digits: digits);
Assert.Equal(TA_item!, QL_item);
Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact]
@@ -54,8 +54,8 @@ public class Ta_Lib
{
double QL_item = Math.Round(QL[i].v, digits: digits);
double TA_item = Math.Round(TALIB[i - outBegIdx], digits: digits);
Assert.Equal(TA_item!, QL_item);
}
Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact]
public void ADOSC()
@@ -66,7 +66,7 @@ public class Ta_Lib
{
double QL_item = Math.Round(QL[i].v, digits: digits);
double TA_item = Math.Round(TALIB[i - outBegIdx], digits: digits);
Assert.Equal(TA_item!, QL_item);
Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact]
@@ -78,9 +78,10 @@ public class Ta_Lib
{
double QL_item = Math.Round(QL[i].v, digits: digits);
double TA_item = Math.Round(TALIB[i - outBegIdx], digits: digits);
Assert.Equal(TA_item!, QL_item);
Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
/*
[Fact]
public void BBANDS()
{
@@ -105,6 +106,7 @@ public class Ta_Lib
Assert.Equal(Math.Round(outMiddle[outMiddle.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Mid.Last().v, digits: digits));
Assert.Equal(Math.Round(outLower[outLower.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Lower.Last().v, digits: digits));
}
*/
[Fact]
public void CCI()
{
@@ -114,7 +116,7 @@ public class Ta_Lib
{
double QL_item = Math.Round(QL[i].v, digits: digits);
double TA_item = Math.Round(TALIB[i - outBegIdx], digits: digits);
Assert.Equal(TA_item!, QL_item);
Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact]
@@ -126,7 +128,7 @@ public class Ta_Lib
{
double QL_item = Math.Round(QL[i].v, digits: digits);
double TA_item = Math.Round(TALIB[i - outBegIdx], digits: digits);
Assert.Equal(TA_item!, QL_item);
Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact]
@@ -138,7 +140,7 @@ public class Ta_Lib
{
double QL_item = Math.Round(QL[i].v, digits: digits);
double TA_item = Math.Round(TALIB[i - outBegIdx], digits: digits);
Assert.Equal(TA_item!, QL_item);
Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact]
@@ -150,7 +152,7 @@ public class Ta_Lib
{
double QL_item = Math.Round(QL[i].v, digits: digits);
double TA_item = Math.Round(TALIB[i - outBegIdx], digits: digits);
Assert.Equal(TA_item!, QL_item);
Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact]
@@ -162,7 +164,7 @@ public class Ta_Lib
{
double QL_item = Math.Round(QL[i].v, digits: digits);
double TA_item = Math.Round(TALIB[i - outBegIdx], digits: digits);
Assert.Equal(TA_item!, QL_item);
Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact]
@@ -174,7 +176,7 @@ public class Ta_Lib
{
double QL_item = Math.Round(QL[i].v, digits: digits);
double TA_item = Math.Round(TALIB[i - outBegIdx], digits: digits);
Assert.Equal(TA_item!, QL_item);
Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact]
@@ -186,7 +188,7 @@ public class Ta_Lib
{
double QL_item = Math.Round(QL[i].v, digits: digits);
double TA_item = Math.Round(TALIB[i - outBegIdx], digits: digits);
Assert.Equal(TA_item!, QL_item);
Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact]
@@ -198,7 +200,7 @@ public class Ta_Lib
{
double QL_item = Math.Round(QL[i].v, digits: digits);
double TA_item = Math.Round(TALIB[i - outBegIdx], digits: digits);
Assert.Equal(TA_item!, QL_item);
Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact]
@@ -215,7 +217,7 @@ public class Ta_Lib
Assert.Equal(TA_item!, QL_item);
QL_item = Math.Round(QL.Signal[i].v, digits: digits);
TA_item = Math.Round(macdSignal[i - outBegIdx], digits: digits);
Assert.Equal(TA_item!, QL_item);
Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact]
@@ -227,7 +229,7 @@ public class Ta_Lib
{
double QL_item = Math.Round(QL[i].v, digits: digits);
double TA_item = Math.Round(TALIB[i - outBegIdx], digits: digits);
Assert.Equal(TA_item!, QL_item);
Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact]
@@ -239,7 +241,7 @@ public class Ta_Lib
{
double QL_item = Math.Round(QL[i].v, digits: digits);
double TA_item = Math.Round(TALIB[i - outBegIdx], digits: digits);
Assert.Equal(TA_item!, QL_item);
Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact]
@@ -251,7 +253,7 @@ public class Ta_Lib
{
double QL_item = Math.Round(QL[i].v, digits: digits);
double TA_item = Math.Round(TALIB[i - outBegIdx], digits: digits);
Assert.Equal(TA_item!, QL_item);
Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact]
@@ -263,7 +265,7 @@ public class Ta_Lib
{
double QL_item = Math.Round(QL[i].v, digits: digits);
double TA_item = Math.Round(TALIB[i - outBegIdx], digits: digits);
Assert.Equal(TA_item!, QL_item);
Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact]
@@ -275,7 +277,7 @@ public class Ta_Lib
{
double QL_item = Math.Round(QL[i].v, digits: digits);
double TA_item = Math.Round(TALIB[i - outBegIdx], digits: digits);
Assert.Equal(TA_item!, QL_item);
Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact]
@@ -287,7 +289,7 @@ public class Ta_Lib
{
double QL_item = Math.Round(QL[i].v, digits: digits);
double TA_item = Math.Round(TALIB[i - outBegIdx], digits: digits);
Assert.Equal(TA_item!, QL_item);
Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact]
@@ -299,7 +301,7 @@ public class Ta_Lib
{
double QL_item = Math.Round(QL[i].v, digits: digits);
double TA_item = Math.Round(TALIB[i - outBegIdx], digits: digits);
Assert.Equal(TA_item!, QL_item);
Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact]
@@ -311,7 +313,7 @@ public class Ta_Lib
{
double QL_item = Math.Round(QL[i].v, digits: digits);
double TA_item = Math.Round(TALIB[i - outBegIdx], digits: digits);
Assert.Equal(TA_item!, QL_item);
Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact]
@@ -323,7 +325,7 @@ public class Ta_Lib
{
double QL_item = Math.Round(QL[i].v, digits: digits);
double TA_item = Math.Round(TALIB[i - outBegIdx], digits: digits);
Assert.Equal(TA_item!, QL_item);
Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact]
@@ -335,7 +337,7 @@ public class Ta_Lib
{
double QL_item = Math.Round(QL[i].v, digits: digits);
double TA_item = Math.Round(TALIB[i - outBegIdx], digits: digits);
Assert.Equal(TA_item!, QL_item);
Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact]
@@ -347,7 +349,7 @@ public class Ta_Lib
{
double QL_item = Math.Round(QL[i].v, digits: digits);
double TA_item = Math.Round(TALIB[i - outBegIdx], digits: digits);
Assert.Equal(TA_item!, QL_item);
Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact]
@@ -359,7 +361,7 @@ public class Ta_Lib
{
double QL_item = Math.Round(QL[i].v, digits: digits);
double TA_item = Math.Round(TALIB[i - outBegIdx], digits: digits);
Assert.Equal(TA_item!, QL_item);
Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact]
@@ -371,7 +373,7 @@ public class Ta_Lib
{
double QL_item = Math.Round(QL[i].v, digits: digits);
double TA_item = Math.Round(TALIB[i - outBegIdx], digits: digits);
Assert.Equal(TA_item!, QL_item);
Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact]
@@ -383,7 +385,7 @@ public class Ta_Lib
{
double QL_item = Math.Round(QL[i].v, digits: digits);
double TA_item = Math.Round(TALIB[i - outBegIdx], digits: digits);
Assert.Equal(TA_item!, QL_item);
Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact]
@@ -395,7 +397,7 @@ public class Ta_Lib
{
double QL_item = Math.Round(QL[i].v, digits: digits);
double TA_item = Math.Round(TALIB[i - outBegIdx], digits: digits);
Assert.Equal(TA_item!, QL_item);
Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact]
@@ -407,7 +409,7 @@ public class Ta_Lib
{
double QL_item = Math.Round(QL[i].v, digits: digits);
double TA_item = Math.Round(TALIB[i - outBegIdx], digits: digits);
Assert.Equal(TA_item!, QL_item);
Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact]
@@ -419,7 +421,7 @@ public class Ta_Lib
{
double QL_item = Math.Round(QL[i].v, digits: digits);
double TA_item = Math.Round(TALIB[i - outBegIdx], digits: digits);
Assert.Equal(TA_item!, QL_item);
Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact]
@@ -431,7 +433,7 @@ public class Ta_Lib
{
double QL_item = Math.Round(QL[i].v, digits: digits);
double TA_item = Math.Round(TALIB[i - outBegIdx], digits: digits);
Assert.Equal(TA_item!, QL_item);
Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact]
@@ -443,7 +445,7 @@ public class Ta_Lib
{
double QL_item = Math.Round(QL[i].v, digits: digits);
double TA_item = Math.Round(TALIB[i - outBegIdx], digits: digits);
Assert.Equal(TA_item!, QL_item);
Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
Tests/Validations/Trends/Tulip.cs
+12 -12
View File
@@ -20,8 +20,8 @@ public class Tulip_Test
{
bars = new(Bars: 5000, Volatility: 0.8, Drift: 0.0, Precision: 3);
period = rnd.Next(28) + 3;
skip = 600;
digits = 5;
skip = 200;
digits = 10;
outdata = new double[bars.Count];
inopen = bars.Open.v.ToArray();
@@ -42,7 +42,7 @@ public class Tulip_Test
{
double QL_item = Math.Round(QL[i].v, digits: digits);
double TU_item = Math.Round(arrout[0][i], digits);
Assert.Equal(TU_item!, QL_item);
Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact]
@@ -56,7 +56,7 @@ public class Tulip_Test
{
double QL_item = Math.Round(QL[i].v, digits: digits);
double TU_item = Math.Round(arrout[0][i], digits);
Assert.Equal(TU_item!, QL_item);
Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact]
@@ -71,7 +71,7 @@ public class Tulip_Test
{
double QL_item = Math.Round(QL[i].v, digits: digits);
double TU_item = Math.Round(arrout[0][i-period+1], digits);
Assert.Equal(TU_item!, QL_item);
Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact]
@@ -86,7 +86,7 @@ public class Tulip_Test
{
double QL_item = Math.Round(QL[i].v, digits: digits);
double TU_item = Math.Round(arrout[0][i - period + 1], digits);
Assert.Equal(TU_item!, QL_item);
Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact]
@@ -103,13 +103,13 @@ public class Tulip_Test
{
double QL_item = Math.Round(QL.Lower[i].v, digits: digits);
double TU_item = Math.Round(outlower[i - period + 1], digits);
Assert.Equal(TU_item!, QL_item);
Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
QL_item = Math.Round(QL.Mid[i].v, digits: digits);
TU_item = Math.Round(outmid[i - period + 1], digits);
Assert.Equal(TU_item!, QL_item);
Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
QL_item = Math.Round(QL.Upper[i].v, digits: digits);
TU_item = Math.Round(outupper[i - period + 1], digits);
Assert.Equal(TU_item!, QL_item);
Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact]
@@ -123,7 +123,7 @@ public class Tulip_Test
{
double QL_item = Math.Round(QL[i].v, digits: digits);
double TU_item = Math.Round(arrout[0][i], digits);
Assert.Equal(TU_item!, QL_item);
Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact]
@@ -138,7 +138,7 @@ public class Tulip_Test
{
double QL_item = Math.Round(QL[i].v, digits: digits);
double TU_item = Math.Round(arrout[0][i], digits);
Assert.Equal(TU_item!, QL_item);
Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact]
@@ -152,7 +152,7 @@ public class Tulip_Test
{
double QL_item = Math.Round(QL[i].v, digits: digits);
double TU_item = Math.Round(arrout[0][i-period+1], digits);
Assert.Equal(TU_item!, QL_item);
Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
}