feat: Add Absolute Price Oscillator (APO) implementation and documentation

feat: Implement ADL (Accumulation/Distribution Line) indicator
2026-08-23 13:08:04 +00:00 · 2025-12-18 21:32:01 -08:00
parent 35e5571237
commit b5358091ae
32 changed files with 1925 additions and 55 deletions
@@ -0,0 +1,118 @@
+using Xunit;
+using QuanTAlib;
+using Skender.Stock.Indicators;
+using TALib;
+using Tulip;
+using OoplesFinance.StockIndicators;
+using OoplesFinance.StockIndicators.Models;
+
+namespace QuanTAlib.Tests;
+
+public class AdlValidationTests
+{
+    private readonly ValidationTestData _data;
+
+    public AdlValidationTests()
+    {
+        _data = new ValidationTestData();
+    }
+
+    [Fact]
+    public void Adl_Matches_Skender()
+    {
+        // Skender
+        var skenderResults = _data.SkenderQuotes.GetAdl();
+        var skenderValues = skenderResults.Select(x => x.Adl).ToArray();
+
+        // QuanTAlib
+        var adl = new Adl();
+        var quantalibValues = new List<double>();
+        foreach (var bar in _data.Bars)
+        {
+            quantalibValues.Add(adl.Update(bar).Value);
+        }
+
+        ValidationHelper.VerifyData(quantalibValues.ToArray(), skenderValues, 0, 100, 1e-7);
+    }
+
+    [Fact]
+    public void Adl_Matches_Talib()
+    {
+        // TA-Lib
+        var high = _data.Bars.High.Values.ToArray();
+        var low = _data.Bars.Low.Values.ToArray();
+        var close = _data.Bars.Close.Values.ToArray();
+        var volume = _data.Bars.Volume.Values.ToArray();
+        var talibValues = new double[high.Length];
+        
+        var retCode = TALib.Functions.Ad(high, low, close, volume, 0..^0, talibValues, out var outRange);
+        Assert.Equal(TALib.Core.RetCode.Success, retCode);
+
+        // QuanTAlib
+        var adl = new Adl();
+        var quantalibValues = new List<double>();
+        foreach (var bar in _data.Bars)
+        {
+            quantalibValues.Add(adl.Update(bar).Value);
+        }
+
+        ValidationHelper.VerifyData(quantalibValues.ToArray(), talibValues, outRange, 0, 100, 1e-9);
+    }
+
+    [Fact]
+    public void Adl_Matches_Tulip()
+    {
+        // Tulip
+        var high = _data.Bars.High.Values.ToArray();
+        var low = _data.Bars.Low.Values.ToArray();
+        var close = _data.Bars.Close.Values.ToArray();
+        var volume = _data.Bars.Volume.Values.ToArray();
+        
+        var tulipIndicator = Tulip.Indicators.ad;
+        double[][] inputs = { high, low, close, volume };
+        double[] options = Array.Empty<double>();
+        double[][] outputs = { new double[high.Length] };
+
+        tulipIndicator.Run(inputs, options, outputs);
+        var tulipValues = outputs[0];
+
+        // QuanTAlib
+        var adl = new Adl();
+        var quantalibValues = new List<double>();
+        foreach (var bar in _data.Bars)
+        {
+            quantalibValues.Add(adl.Update(bar).Value);
+        }
+
+        ValidationHelper.VerifyData(quantalibValues.ToArray(), tulipValues, 0, 100, 1e-9);
+    }
+
+    [Fact]
+    public void Adl_Matches_Ooples()
+    {
+        // Ooples
+        var ooplesData = _data.SkenderQuotes.Select(q => new TickerData
+        {
+            Date = q.Date,
+            Open = (double)q.Open,
+            High = (double)q.High,
+            Low = (double)q.Low,
+            Close = (double)q.Close,
+            Volume = (double)q.Volume
+        }).ToList();
+
+        var stockData = new StockData(ooplesData);
+        var oResult = stockData.CalculateAccumulationDistributionLine();
+        var oValues = oResult.OutputValues["Adl"];
+
+        // QuanTAlib
+        var adl = new Adl();
+        var quantalibValues = new List<double>();
+        foreach (var bar in _data.Bars)
+        {
+            quantalibValues.Add(adl.Update(bar).Value);
+        }
+
+        ValidationHelper.VerifyData(quantalibValues.ToArray(), oValues.ToArray(), 0, 100, 1e-2);
+    }
+}