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https://github.com/mihakralj/QuanTAlib.git
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Update RSI_Series to check for period != 0 before calculating RSI
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@@ -0,0 +1,158 @@
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using Xunit;
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using System;
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using System.Runtime.InteropServices;
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using QuanTAlib;
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namespace Basics;
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#nullable disable
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public class Oscillators
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{
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private static Type[] maSeriesTypes = new Type[]
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{
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typeof(BIAS_Series),
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typeof(MAX_Series),
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typeof(MIN_Series),
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typeof(MIDPOINT_Series),
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typeof(ZL_Series),
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typeof(DECAY_Series),
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typeof(ENTROPY_Series),
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typeof(KURTOSIS_Series),
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typeof(MAD_Series),
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typeof(MAPE_Series),
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typeof(MSE_Series),
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typeof(SDEV_Series),
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typeof(SMAPE_Series),
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typeof(WMAPE_Series),
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typeof(SSDEV_Series),
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typeof(VAR_Series),
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typeof(SVAR_Series),
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typeof(MEDIAN_Series),
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typeof(ZSCORE_Series),
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typeof(CMO_Series),
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typeof(RSI_Series),
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typeof(TRIX_Series),
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};
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[Theory]
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[MemberData(nameof(MASeriesData))]
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public void Name_exists(Type classType)
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{
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TSeries data = new("Data") {1,2,3};
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var MA_Series = Activator.CreateInstance(classType, data, 5, false) as TSeries;
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Assert.NotEmpty(MA_Series.Name);
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}
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[Theory]
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[MemberData(nameof(MASeriesData))]
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public void Series_Length(Type classType)
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{
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GBM_Feed feed = new(1000);
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TSeries data = feed.OHLC4;
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var MA_Series = Activator.CreateInstance(classType, data, 5, false) as TSeries;
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Assert.Equal(1000, MA_Series.Count);
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}
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[Theory]
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[MemberData(nameof(MASeriesData))]
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public void Return_data(Type classType)
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{
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TSeries data = new() { 1, 2, 3, 4, 5, 6, 7, 8, 9, 10 };
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var MA_Series = Activator.CreateInstance(classType, data, 5, false) as TSeries;
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var result = MA_Series.Add(20);
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Assert.Equal(result.v, MA_Series.Last.v);
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}
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[Theory]
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[MemberData(nameof(MASeriesData))]
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public void Update(Type classType)
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{
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TSeries data = new() { 1, 2, 3, 4, 5, 6, 7, 8, 9, 10 };
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var MA_Series = Activator.CreateInstance(classType, data, 5, false) as TSeries;
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var pre_update = MA_Series.Last.v;
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double pre_data = data.Last.v;
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data.Add(20, true);
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data.Add(pre_data, true);
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Assert.Equal(pre_update, MA_Series.Last.v);
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Assert.Equal(data.Count, MA_Series.Count);
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}
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[Theory]
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[MemberData(nameof(MASeriesData))]
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public void Period_zero(Type classType)
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{
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GBM_Feed feed = new(100);
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TSeries data = feed.OHLC4;
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var MA_Series = Activator.CreateInstance(classType, data, 0, false) as TSeries;
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Assert.Equal(data.Count, MA_Series.Count);
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Assert.False(double.IsNaN(MA_Series.Last.v));
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}
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[Theory]
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[MemberData(nameof(MASeriesData))]
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public void Reset(Type classType)
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{
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GBM_Feed feed = new(10);
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TSeries data = feed.OHLC4;
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var MA_Series = Activator.CreateInstance(classType, data, 10, false) as TSeries;
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MA_Series.Reset();
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data.Add(1);
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Assert.False(double.IsNaN(MA_Series.Last.v));
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}
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[Theory]
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[MemberData(nameof(MASeriesData))]
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public void Period_one(Type classType)
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{
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GBM_Feed feed = new(100);
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TSeries data = feed.OHLC4;
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var MA_Series = Activator.CreateInstance(classType, data, 1, false) as TSeries;
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Assert.False(double.IsNaN(MA_Series[^1].v));
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}
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[Theory]
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[MemberData(nameof(MASeriesData))]
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public void NaN_test(Type classType)
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{
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GBM_Feed feed = new(100);
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TSeries data = feed.OHLC4;
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var MA_Series = Activator.CreateInstance(classType, data, 10, true) as TSeries;
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Assert.True(double.IsNaN(MA_Series[0].v));
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Assert.True(double.IsNaN(MA_Series[8].v));
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Assert.False(double.IsNaN(MA_Series[9].v));
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}
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[Theory]
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[MemberData(nameof(MASeriesData))]
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public void Edge_numbers(Type classType)
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{
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TSeries data = new() { double.Epsilon, double.PositiveInfinity, double.MaxValue, double.NegativeInfinity };
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var MA_Series = Activator.CreateInstance(classType, data, 10, true) as TSeries;
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Assert.Equal(4, MA_Series.Count);
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}
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[Theory]
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[MemberData(nameof(MASeriesData))]
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public void handling_NaN(Type classType) {
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TSeries data = new("Name") { 1, 2, 3, 4, 5, 6, double.NaN, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20 };
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var MA_Series = Activator.CreateInstance(classType, data, 10, true) as TSeries;
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Assert.False(double.IsNaN(MA_Series.Last.v));
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}
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public static IEnumerable<object[]> MASeriesData()
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{
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foreach (var type in maSeriesTypes)
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{
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yield return new object[] { type };
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}
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}
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}
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#nullable restore
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