gavindiaz/QuanTAlib
1
0
Fork 0
mirror of https://github.com/mihakralj/QuanTAlib.git synced 2026-08-03 03:47:42 +00:00
Code Issues Packages Projects Releases Wiki Activity

Code Quality

Browse Source
This commit is contained in:
Miha Kralj
2022-11-11 11:25:21 -08:00
parent 4c963c56b2 920e517ced
commit a38b8e366f
56 changed files with 48 additions and 268 deletions
Download Patch File Download Diff File Expand all files Collapse all files
.github/workflows/main_automation.yml
+9 -9
View File
@@ -88,17 +88,17 @@ jobs:
files: /Quantower/Settings/Scripts/Indicators/QuanTAlib/*.dll
- name: Authenticate to Github packages source
run: dotnet nuget add source
--username mihakralj
--password ${{ secrets.GITHUB_TOKEN }}
--store-password-in-clear-text
run: dotnet nuget add source
--username mihakralj
--password ${{ secrets.GITHUB_TOKEN }}
--store-password-in-clear-text
--name github "https://nuget.pkg.github.com/mihakralj/index.json"
- name: Push package to github
if: ${{ github.ref == 'refs/heads/dev' }}
run: dotnet nuget push '.\Source\bin\Release\QuanTAlib.*.nupkg'
--source https://nuget.pkg.github.com/mihakralj/index.json
--skip-duplicate
- name: Push package to github
if: ${{ github.ref == 'refs/heads/dev' }}
run: dotnet nuget push '.\Source\bin\Release\QuanTAlib.*.nupkg'
--source https://nuget.pkg.github.com/mihakralj/index.json
--skip-duplicate
--no-symbols
- name: Push package to nuget.org
Quantower/Indicators/ATR_chart.cs
+2 -2
View File
@@ -30,8 +30,8 @@ public class ATR_chart : Indicator
this.ShortName = "ATR (" + this.Period + ")";
this.bars = new();
this.indicator = new(source: bars, period: this.Period, useNaN: false);
}
}
protected override void OnUpdate(UpdateArgs args)
{
bool update = !(args.Reason == UpdateReason.NewBar ||
Quantower/Indicators/WMAPE_chart.cs
-5
View File
@@ -51,11 +51,6 @@ public class WMAPE_chart : Indicator
this.bars.Add(this.Time(), this.GetPrice(PriceType.Open), this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low), this.GetPrice(PriceType.Close), this.GetPrice(PriceType.Volume), update);
double result = this.indicator[this.indicator.Count - 1].v;
this.SetValue(result, 0);
}
}
Quantower/Indicators/ZLMA_chart.cs
-93
View File
@@ -1,93 +0,0 @@
using System.Collections;
using System.Drawing;
using System.Drawing.Text;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class ZLMA_chart : Indicator
{
#region Parameters
[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
private readonly int Period = 10;
[InputParameter("Data source", 1, variants: new object[]
{ "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
"OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
private readonly int DataSource = 3;
[InputParameter("MA algorithm", 2, variants: new object[]
{ "SMA", 0,
"WMA", 1,
"EMA", 2,
"DEMA", 3,
"TEMA", 4,
"HMA", 5,
"KAMA", 6,
"JMA", 7,
"SMMA", 8
})]
private readonly int matype = 2;
#endregion Parameters
private TBars bars;
///////
private TSeries indicator;
///////
public ZLMA_chart()
{
this.SeparateWindow = false;
this.Name = "ZLMA - Zero-lag Moving Average";
this.Description = "Zero-Lag Moving Average description";
this.AddLineSeries("ZLMA", Color.RoyalBlue, 3, LineStyle.Solid);
}
protected override void OnInit()
{
this.bars = new();
string maname = matype switch
{
0 => "SMA",
1 => "WMA",
2 => "EMA",
3 => "DEMA",
4 => "TEMA",
5 => "HMA",
6 => "KAMA",
7 => "JMA",
8 => "SMMA",
_ => "???"
};
this.ShortName = "ZLMA (" + maname + ", " + TBars.SelectStr(this.DataSource) + ", " + this.Period + ")";
ZL_Series zerolag = new(source: bars.Select(this.DataSource), period: this.Period, useNaN: false);
this.indicator = matype switch
{
0 => new SMA_Series(source: zerolag, period: this.Period, useNaN: false),
1 => new WMA_Series(source: zerolag, period: this.Period, useNaN: false),
2 => new EMA_Series(source: zerolag, period: this.Period, useNaN: false),
3 => new DEMA_Series(source: zerolag, period: this.Period, useNaN: false),
4 => new TEMA_Series(source: zerolag, period: this.Period, useNaN: false),
5 => new HMA_Series(source: zerolag, period: this.Period, useNaN: false),
6 => new KAMA_Series(source: zerolag, period: this.Period, useNaN: false),
7 => new JMA_Series(source: zerolag, period: this.Period, useNaN: false),
8 => new SMMA_Series(source: zerolag, period: this.Period, useNaN: false),
_ => new EMA_Series(source: zerolag, period: this.Period, useNaN: false)
};
}
protected override void OnUpdate(UpdateArgs args)
{
bool update = !(args.Reason == UpdateReason.NewBar ||
args.Reason == UpdateReason.HistoricalBar);
this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
this.GetPrice(PriceType.Close),
this.GetPrice(PriceType.Volume), update);
double result = this.indicator[this.indicator.Count-1].v;
this.SetValue(result);
}
}
Source/Basics/Abstracts.cs
+17 -51
View File
@@ -32,23 +32,14 @@ public abstract class Single_TSeries_Indicator : TSeries
public new virtual void Add((System.DateTime t, double v) TValue, bool update) => base.Add(TValue, update);
// potentially overridable Add() method for the whole series (could be replaced with faster bulk algo)
public virtual void Add(TSeries data)
{
for (int i = 0; i < data.Count; i++) { this.Add(TValue: data[i], update: false); }
}
public virtual void Add(TSeries data) { for (int i = 0; i < data.Count; i++) { this.Add(TValue: data[i], update: false); }}
public new void Add((System.DateTime t, double v) TValue)
=> this.Add(TValue: TValue, update: false);
public void Add(bool update)
=> this.Add(TValue: this._data[this._data.Count - 1], update: update);
public void Add()
=> this.Add(TValue: this._data[this._data.Count - 1], update: false);
public new void Sub(object source, TSeriesEventArgs e)
=> this.Add(TValue: this._data[this._data.Count - 1], update: e.update);
public new void Add((System.DateTime t, double v) TValue) => this.Add(TValue: TValue, update: false);
public void Add(bool update) => this.Add(TValue: this._data[this._data.Count - 1], update: update);
public void Add() => this.Add(TValue: this._data[this._data.Count - 1], update: false);
public new void Sub(object source, TSeriesEventArgs e) => this.Add(TValue: this._data[this._data.Count - 1], update: e.update);
}
public abstract class Pair_TSeries_Indicator : TSeries
{
protected readonly TSeries _d1;
@@ -83,24 +74,14 @@ public abstract class Pair_TSeries_Indicator : TSeries
}
// overridable Add(Tvalue, Tvalue) method to add/update a single value at the end of the list
public virtual void Add((System.DateTime t, double v)TValue1, (System.DateTime t, double v)TValue2, bool update)
=> base.Add(TValue: (TValue1.t, 0), update: update); // default inserts zeros
public virtual void Add((System.DateTime t, double v)TValue1, (System.DateTime t, double v)TValue2, bool update) => base.Add(TValue: (TValue1.t, 0), update: update); // default inserts zeros
// potentially overridable Add() bulk variations (could be replaced with faster bulk algos)
public virtual void Add(TSeries d1, TSeries d2) {
for (int i = 0; i < d1.Count; i++) { this.Add(d1[i], d2[i], update: false); }
}
public virtual void Add(TSeries d1, double dd2) {
for (int i = 0; i < d1.Count; i++) { this.Add(d1[i], (d1[i].t, dd2), update: false); }
}
public virtual void Add(double dd1, TSeries d2) {
for (int i = 0; i < d2.Count; i++) { this.Add((d2[i].t, dd1), d2[i], update: false); }
}
public virtual void Add(TSeries d1, TSeries d2) { for (int i = 0; i < d1.Count; i++) { this.Add(d1[i], d2[i], update: false); }}
public virtual void Add(TSeries d1, double dd2) { for (int i = 0; i < d1.Count; i++) { this.Add(d1[i], (d1[i].t, dd2), update: false); }}
public virtual void Add(double dd1, TSeries d2) { for (int i = 0; i < d2.Count; i++) { this.Add((d2[i].t, dd1), d2[i], update: false); }}
public void Add((System.DateTime t, double v)TValue1, (System.DateTime t, double v)TValue2)
=> this.Add(TValue1, TValue2, update: false);
public void Add((System.DateTime t, double v)TValue1, (System.DateTime t, double v)TValue2) => this.Add(TValue1, TValue2, update: false);
public void Add(bool update)
{
@@ -123,12 +104,9 @@ public abstract class Pair_TSeries_Indicator : TSeries
}
public void Add() => this.Add(update: false);
public new void Sub(object source, TSeriesEventArgs e)
=> this.Add(e.update);
public new void Sub(object source, TSeriesEventArgs e) => this.Add(e.update);
}
public abstract class Single_TBars_Indicator : TSeries
{
protected readonly int _p;
@@ -148,22 +126,10 @@ public abstract class Single_TBars_Indicator : TSeries
public virtual void Add((System.DateTime t, double o, double h, double l, double c, double v) TBar, bool update) => base.Add((TBar.t, 0.0), update);
// potentially overridable Add() method for the whole bars or series (could be replaced with faster bulk algo)
public virtual void Add(TBars bars)
{
for (int i = 0; i < bars.Count; i++) { this.Add(TBar: bars[i], update: false); }
}
public virtual void Add(TSeries data)
{
for (int i = 0; i < data.Count; i++) { base.Add(TValue: data[i], update: false); }
}
public void Add((System.DateTime t, double o, double h, double l, double c, double v) TBar)
=> this.Add(TBar: TBar, update: false);
public void Add(bool update)
=> this.Add(TBar: this._bars[this._bars.Count - 1], update: update);
public void Add()
=> this.Add(TBar: this._bars[this._bars.Count - 1], update: false);
public new void Sub(object source, TSeriesEventArgs e)
=> this.Add(TBar: this._bars[this._bars.Count - 1], update: e.update);
public virtual void Add(TBars bars) { for (int i = 0; i < bars.Count; i++) { this.Add(TBar: bars[i], update: false); }}
public virtual void Add(TSeries data) { for (int i = 0; i < data.Count; i++) { base.Add(TValue: data[i], update: false); }}
public void Add((System.DateTime t, double o, double h, double l, double c, double v) TBar) => this.Add(TBar: TBar, update: false);
public void Add(bool update) => this.Add(TBar: this._bars[this._bars.Count - 1], update: update);
public void Add() => this.Add(TBar: this._bars[this._bars.Count - 1], update: false);
public new void Sub(object source, TSeriesEventArgs e) => this.Add(TBar: this._bars[this._bars.Count - 1], update: e.update);
}
Source/Basics/TBars.cs
-3
View File
@@ -75,7 +75,6 @@ public class TBars : System.Collections.Generic.List<(DateTime t, double o, doub
};
}
public void Add((DateTime t, double o, double h, double l, double c, double v) i, bool update = false)
=> Add(i.t, i.o, i.h, i.l, i.c, i.v, update);
@@ -130,6 +129,4 @@ public class TBars : System.Collections.Generic.List<(DateTime t, double o, doub
Pub(this, new TSeriesEventArgs { update = update });
}
}
}
Source/Feeds/Alphavantage_Feed.cs
-1
View File
@@ -55,4 +55,3 @@ public class Alphavantage_Feed : TBars
return (date, o, h, l, c, v);
}
}
Source/Feeds/GBM_Feed.cs
+3 -3
View File
@@ -38,11 +38,11 @@ public class GBM_Feed : TBars
double OCMax = Math.Max(Open,Close);
double High = (GBM_value(seed, volatility*0.5, 0));
High = (High<OCMax)? 2*OCMax-High : High;
High = (High<OCMax)? (2 * OCMax) - High : High;
double OCMin = Math.Min(Open,Close);
double Low = (GBM_value(seed, volatility*0.5, 0));
Low = (Low>OCMin)? 2*OCMin-Low : Low;
Low = (Low>OCMin)? (2 * OCMin) - Low : Low;
double Volume = GBM_value(seed*10, volatility*2, Drift:0);
@@ -55,6 +55,6 @@ public class GBM_Feed : TBars
double U1 = 1.0-rnd.NextDouble();
double U2 = 1.0-rnd.NextDouble();
double Z = Math.Sqrt(-2.0 * Math.Log(U1)) * Math.Sin(2.0 * Math.PI * U2);
return Seed * Math.Exp( Drift - (Volatility*Volatility*0.5) + Volatility * Z);
return Seed * Math.Exp( Drift - (Volatility*Volatility*0.5) + (Volatility * Z));
}
}
Source/Feeds/RND_Feed.cs
+3 -3
View File
@@ -17,9 +17,9 @@ public class RND_Feed : TBars
double c = startvalue;
for (int i = 0; i < bars; i++)
{
double o = Math.Round(c + c * (volatility * 0.1 * rnd.NextDouble() - 0.005), 2);
double h = Math.Round(o + c * volatility * rnd.NextDouble(), 2);
double l = Math.Round(o - c * volatility * rnd.NextDouble(), 2);
double o = Math.Round(c + (c * (volatility * 0.1 * rnd.NextDouble() - 0.005)), 2);
double h = Math.Round(o + (c * volatility * rnd.NextDouble()), 2);
double l = Math.Round(o - (c * volatility * rnd.NextDouble()), 2);
c = Math.Round(l + (h - l) * rnd.NextDouble(), 2);
double v = Math.Round(1000 * rnd.NextDouble(), 2);
this.Add(DateTime.Today.AddDays(i - bars), o, h, l, c, v);
Source/Indicators/ALMA_Series.cs
-3
View File
@@ -62,7 +62,4 @@ public class ALMA_Series : Single_TSeries_Indicator
_norm += _wt;
}
}
}
Source/Indicators/ATRP_Series.cs
+1 -1
View File
@@ -50,7 +50,7 @@ public class ATRP_Series : Single_TBars_Indicator
for (int i = 0; i < _buffer.Count; i++) { _ema += _buffer[i]; }
_ema /= this._buffer.Count;
}
else { _ema = d.v * _k + _lastema * _k1m; }
else { _ema = (d.v * _k) + (_lastema * _k1m); }
this._lastlastema = this._lastema;
this._lastema = _ema;
Source/Indicators/ATR_Series.cs
+1 -2
View File
@@ -13,7 +13,6 @@ Sources:
</summary> */
public class ATR_Series : Single_TBars_Indicator
{
private readonly System.Collections.Generic.List<double> _buffer = new();
@@ -53,7 +52,7 @@ public class ATR_Series : Single_TBars_Indicator
for (int i = 0; i < _buffer.Count; i++) { _ema += _buffer[i]; }
_ema /= this._buffer.Count;
}
else { _ema = d.v * _k + _lastema * _k1m; }
else { _ema = (d.v * _k) + (_lastema * _k1m); }
this._lastlastema = this._lastema;
this._lastema = _ema;
Source/Indicators/DEMA_Series.cs
+3 -5
View File
@@ -31,7 +31,6 @@ public class DEMA_Series : Single_TSeries_Indicator
public override void Add((DateTime t, double v) TValue, bool update)
{
if (update)
{
this._lastema1 = this._lastlastema1;
@@ -53,15 +52,14 @@ public class DEMA_Series : Single_TSeries_Indicator
for (int i = 0; i < _buffer.Count; i++) { _sma += _buffer[i]; }
_sma /= this._buffer.Count;
_ema1 = _ema2 = _sma;
}
else
{
_ema1 = TValue.v * this._k + this._lastema1 * this._k1m;
_ema2 = _ema1 * this._k + this._lastema2 * this._k1m;
_ema1 = (TValue.v * this._k) + (this._lastema1 * this._k1m);
_ema2 = (_ema1 * this._k) + (this._lastema2 * this._k1m);
}
double _dema = 2 * _ema1 - _ema2;
double _dema = (2 * _ema1) - _ema2;
this._lastlastema1 = this._lastema1;
this._lastlastema2 = this._lastema2;
this._lastema1 = _ema1;
Source/Indicators/EMA_Series.cs
+1 -1
View File
@@ -52,7 +52,7 @@ public class EMA_Series : Single_TSeries_Indicator
}
else
{
_ema = TValue.v * this._k + this._lastema * this._k1m;
_ema = (TValue.v * this._k) + (this._lastema * this._k1m);
}
this._lastlastema = this._lastema;
Source/Indicators/RMA_Series.cs
+1 -1
View File
@@ -51,7 +51,7 @@ public class RMA_Series : Single_TSeries_Indicator
}
else
{
_ema = TValue.v * _k + _lastema * _k1m;
_ema = (TValue.v * _k) + (_lastema * _k1m);
}
this._lastlastema = this._lastema;
Source/Indicators/TEMA_Series.cs
+4 -5
View File
@@ -33,7 +33,6 @@ public class TEMA_Series : Single_TSeries_Indicator
public override void Add((DateTime t, double v) TValue, bool update)
{
if (update)
{
this._lastema1 = this._lastlastema1;
@@ -59,12 +58,12 @@ public class TEMA_Series : Single_TSeries_Indicator
}
else
{
_ema1 = TValue.v * this._k + this._lastema1 * this._k1m;
_ema2 = _ema1 * this._k + this._lastema2 * this._k1m;
_ema3 = _ema2 * this._k + this._lastema3 * this._k1m;
_ema1 = (TValue.v * this._k) + (this._lastema1 * this._k1m);
_ema2 = (_ema1 * this._k) + (this._lastema2 * this._k1m);
_ema3 = (_ema2 * this._k) + (this._lastema3 * this._k1m);
}
double _tema = 3 * (_ema1 - _ema2) + _ema3;
double _tema = (3 * (_ema1 - _ema2)) + _ema3;
this._lastlastema1 = this._lastema1;
this._lastlastema2 = this._lastema2;
Source/Indicators/ZLEMA_Series.cs
+1 -1
View File
@@ -60,7 +60,7 @@ public class ZLEMA_Series : Single_TSeries_Indicator
}
else
{
_ema = _zl * this._k + this._lastema * this._k1m;
_ema = (_zl * this._k) + (this._lastema * this._k1m);
}
this._lastlastema = this._lastema;
Source/Statistics/KURT_Series.cs
+1 -1
View File
@@ -54,7 +54,7 @@ public class KURT_Series : Single_TSeries_Indicator
}
double _Vx = _s2 / (_n - 1);
double _kurt = (_n > 3) ? (((_n * (_n + 1)) / ((_n - 1) * (_n - 2) * (_n - 3))) * (_s4 / (_Vx * _Vx)) - (3 * ((_n - 1) * (_n - 1) / ((_n - 2) * (_n - 3))))) : Double.NaN;
double _kurt = (_n > 3) ? (((_n * (_n + 1)) / (((_n - 1) * (_n - 2)) * (_n - 3))) * (_s4 / (_Vx * _Vx)) - (3 * (((_n - 1) * (_n - 1)) / ((_n - 2) * (_n - 3))))) : Double.NaN;
var result = (TValue.t, (this.Count < this._p - 1 && this._NaN) ? Double.NaN : _kurt);
base.Add(result, update);
Source/Statistics/MED_Series.cs
+1 -1
View File
@@ -37,7 +37,7 @@ public class MED_Series : Single_TSeries_Indicator
System.Collections.Generic.List<double> _s = new(this._buffer);
_s.Sort();
int _p1 = _s.Count / 2;
int _p2 = Math.Max(0, _s.Count / 2 - 1);
int _p2 = Math.Max(0, (_s.Count / 2) - 1);
double _med = (_s.Count % 2 != 0) ? _s[_p1] : (_s[_p1] + _s[_p2]) / 2;
var result = (TValue.t, (this.Count < this._p - 1 && this._NaN) ? double.NaN : _med);
Tests/Basics/TBars_Test.cs
-1
View File
@@ -108,6 +108,5 @@ public class TBars_Test
s.Add(DateTime.Today, 0.1, 1.1, 2.1, 3.1, 4.1, false);
Assert.Equal(s.Close.v, t.v);
Assert.Equal(s.Close.Count, t.Count);
}
}
Tests/Basics/TSeries_Test.cs
-2
View File
@@ -48,7 +48,6 @@ public class TSeries_Test
TSeries t = s;
Assert.Equal(5, (double)t);
Assert.Equal(5, t.Count);
}
[Fact]
public void BroadcastingEvents()
@@ -58,6 +57,5 @@ public class TSeries_Test
s.Pub += t.Sub;
s.Add(0.0, update: true);
Assert.Equal(0.0, (double)t);
}
}
Tests/MovingAvg/ALMA_Test.cs
-2
View File
@@ -27,7 +27,5 @@ public class ALMA_Test
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
Tests/MovingAvg/BBANDS_Test.cs
-2
View File
@@ -52,7 +52,5 @@ public class BBANDS_Test
Assert.Equal(a.Count, c.PercentB.Count);
Assert.Equal(a.Count, c.Zscore.Count);
Assert.Equal(a.Count, c.Bandwidth.Count);
}
}
Tests/MovingAvg/DEMA_Test.cs
-2
View File
@@ -27,7 +27,5 @@ public class DEMA_Test
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
Tests/MovingAvg/EMA_Test.cs
-2
View File
@@ -27,7 +27,5 @@ public class EMA_Test
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
Tests/MovingAvg/HEMA_Test.cs
-2
View File
@@ -27,7 +27,5 @@ public class HEMA_Test
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
Tests/MovingAvg/HMA_Test.cs
-2
View File
@@ -27,7 +27,5 @@ public class HMA_Test
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
Tests/MovingAvg/JMA_Test.cs
-2
View File
@@ -27,7 +27,5 @@ public class JMA_Test
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
Tests/MovingAvg/KAMA_Test.cs
-2
View File
@@ -27,7 +27,5 @@ public class KAMA_Test
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
Tests/MovingAvg/MACD_Test.cs
-2
View File
@@ -27,7 +27,5 @@ public class MACD_Test
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
Tests/MovingAvg/RMA_Test.cs
-2
View File
@@ -27,7 +27,5 @@ public class RMA_Test
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
Tests/MovingAvg/RSI_Test.cs
-2
View File
@@ -27,7 +27,5 @@ public class RSI_Test
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
Tests/MovingAvg/SMA_Test.cs
-2
View File
@@ -27,7 +27,5 @@ public class SMA_Test
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
Tests/MovingAvg/SMMA_Test.cs
-2
View File
@@ -27,7 +27,5 @@ public class SMMA_Test
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
Tests/MovingAvg/TEMA_Test.cs
-2
View File
@@ -27,7 +27,5 @@ public class TEMA_Test
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
Tests/MovingAvg/WMA_Test.cs
-2
View File
@@ -27,7 +27,5 @@ public class WMA_Test
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
Tests/MovingAvg/ZLEMA_Test.cs
-2
View File
@@ -27,7 +27,5 @@ public class ZLEMA_Test
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
Tests/Statistics/BIAS_Test.cs
-2
View File
@@ -27,7 +27,5 @@ public class BIAS_Test
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
Tests/Statistics/ENTP_Test.cs
-2
View File
@@ -27,7 +27,5 @@ public class KURT_Test
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
Tests/Statistics/KURT_Test.cs
-2
View File
@@ -27,7 +27,5 @@ public class ENTP_Test
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
Tests/Statistics/LINREG_Test.cs
-2
View File
@@ -27,7 +27,5 @@ public class LINREG_Test
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
Tests/Statistics/MAD_Test.cs
-2
View File
@@ -27,7 +27,5 @@ public class MAD_Test
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
Tests/Statistics/MAPE_Test.cs
-2
View File
@@ -27,7 +27,5 @@ public class MAPE_Test
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
Tests/Statistics/MAX_Test.cs
-2
View File
@@ -27,7 +27,5 @@ public class MAX_Test
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
Tests/Statistics/MED_Test.cs
-2
View File
@@ -27,7 +27,5 @@ public class MED_Test
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
Tests/Statistics/MIN_Test.cs
-2
View File
@@ -27,7 +27,5 @@ public class MIN_Test
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
Tests/Statistics/MSE_Test.cs
-2
View File
@@ -27,7 +27,5 @@ public class MSE_Test
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
Tests/Statistics/PSDEV_Test.cs
-2
View File
@@ -27,7 +27,5 @@ public class PSDEV_Test
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
Tests/Statistics/PVAR_Test .cs
-2
View File
@@ -27,7 +27,5 @@ public class PVAR_Test
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
Tests/Statistics/SDEV_Test .cs
-2
View File
@@ -27,7 +27,5 @@ public class SDEV_Test
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
Tests/Statistics/SMAPE_Test.cs
-2
View File
@@ -27,7 +27,5 @@ public class SMAPE_Test
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
Tests/Statistics/VAR_Test.cs
-2
View File
@@ -27,7 +27,5 @@ public class VAR_Test
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
Tests/Statistics/WMAPE_Test.cs
-2
View File
@@ -27,7 +27,5 @@ public class WMAPE_Test
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
Tests/Validations/Pandas_TA.cs
-3
View File
@@ -1,5 +1,3 @@
using Xunit;
using System;
using QuanTAlib;
@@ -120,5 +118,4 @@ public class PandasTA
Assert.Equal(System.Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
}
*/
}
Tests/Validations/Skender_Stock.cs
-2
View File
@@ -3,7 +3,6 @@ using QuanTAlib;
using Skender.Stock.Indicators;
using Xunit;
namespace Validation;
public class Skender_Stock
{
@@ -177,7 +176,6 @@ public class Skender_Stock
Assert.Equal(Math.Round((double)SK.Last().ZScore!, 8), Math.Round(QL.Zscore.Last().v, 8));
}
[Fact]
public void RSI()
{
Tests/Validations/TA_LIB.cs
-5
View File
@@ -75,7 +75,6 @@ public class TA_LIB
Assert.Equal(Math.Round(this.TALIB[this.TALIB.Length - outBegIdx - 1], 8), Math.Round(QL.Last().v, 8));
}
[Fact]
public void SMA()
{
@@ -215,11 +214,8 @@ public class TA_LIB
Assert.Equal(Math.Round(outUpper[outUpper.Length - outBegIdx - 1], 7), Math.Round(QL.Upper.Last().v, 7));
Assert.Equal(Math.Round(outMiddle[outMiddle.Length - outBegIdx - 1], 7), Math.Round(QL.Mid.Last().v, 7));
Assert.Equal(Math.Round(outLower[outLower.Length - outBegIdx - 1], 7), Math.Round(QL.Lower.Last().v, 7));
}
[Fact]
public void HL2()
{
@@ -255,5 +251,4 @@ public class TA_LIB
Assert.Equal(Math.Round(this.TALIB[this.TALIB.Length - outBegIdx - 1], 8), Math.Round(QL.Last().v, 8));
}
}