mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-21 12:08:05 +00:00
macos dev update
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@@ -51,6 +51,12 @@ public class EventingTests
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("Tema", new Tema(p), new Tema(input, p)),
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("Kama", new Kama(2, 30, 6), new Kama(input, 2, 30, 6)),
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("Zlema", new Zlema(p), new Zlema(input, p)),
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// oscillators
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("Rsi", new Rsi(p), new Rsi(input, p)),
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("Rsx", new Rsx(p), new Rsx(input, p)),
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("Cmo", new Cmo(p), new Cmo(input, p)),
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// volatility
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("Rv", new Rv(p), new Rv(input, p)),
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// error classes
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("Mae", new Mae(p), new Mae(input, p)),
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("Mapd", new Mapd(p), new Mapd(input, p)),
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@@ -67,7 +73,7 @@ public class EventingTests
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("Rse", new Rse(p), new Rse(input, p)),
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("Smape", new Smape(p), new Smape(input, p)),
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("Rsquared", new Rsquared(p), new Rsquared(input, p)),
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("Huberloss", new Huberloss(p), new Huberloss(input, p))
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("Huber", new Huber(p), new Huber(input, p))
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};
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// Generate 200 random values and feed them to both direct and event-based indicators
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@@ -20,7 +20,7 @@ public class UpdateTests
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[Fact]
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public void Huberloss_Update()
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{
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var indicator = new Huberloss(period: 14);
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var indicator = new Huber(period: 14);
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double initialValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: true));
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for (int i = 0; i < RandomUpdates; i++)
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@@ -45,7 +45,7 @@ public class VolatilityUpdateTests
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[Fact]
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public void Historical_Update()
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{
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var indicator = new Historical(period: 14);
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var indicator = new Hv(period: 14);
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double initialValue = indicator.Calc(new TBar(DateTime.Now, ReferenceValue, ReferenceValue, ReferenceValue, ReferenceValue, 1000, IsNew: true));
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for (int i = 0; i < RandomUpdates; i++)
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@@ -60,7 +60,7 @@ public class VolatilityUpdateTests
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[Fact]
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public void Realized_Update()
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{
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var indicator = new Realized(period: 14);
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var indicator = new Rv(period: 14);
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double initialValue = indicator.Calc(new TBar(DateTime.Now, ReferenceValue, ReferenceValue, ReferenceValue, ReferenceValue, 1000, IsNew: true));
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for (int i = 0; i < RandomUpdates; i++)
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