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https://github.com/mihakralj/QuanTAlib.git
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Refactor validation tests for various indicators to utilize shared test data structure
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using System;
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using System.Collections.Generic;
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using System.Linq;
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using Skender.Stock.Indicators;
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namespace QuanTAlib.Tests;
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public class ValidationTestData : IDisposable
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{
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public TBarSeries Bars { get; }
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public TSeries Data { get; }
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public IReadOnlyList<Quote> SkenderQuotes { get; }
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public ReadOnlyMemory<double> RawData { get; }
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public ValidationTestData(int count = 5000, double startPrice = 1000000.0, double mu = 0.05, double sigma = 2.0, int seed = 123)
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{
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var gbm = new GBM(startPrice, mu, sigma, seed: seed);
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Bars = gbm.Fetch(count, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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Data = Bars.Close;
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RawData = Data.Select(x => x.Value).ToArray();
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var quotes = new List<Quote>();
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for (int i = 0; i < Bars.Count; i++)
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{
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quotes.Add(new Quote
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{
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Date = new DateTime(Bars.Open.Times[i], DateTimeKind.Utc),
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Open = (decimal)Bars.Open[i].Value,
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High = (decimal)Bars.High[i].Value,
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Low = (decimal)Bars.Low[i].Value,
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Close = (decimal)Bars.Close[i].Value,
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Volume = (decimal)Bars.Volume[i].Value
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});
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}
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SkenderQuotes = quotes;
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}
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private bool _disposed;
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public void Dispose()
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{
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Dispose(true);
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GC.SuppressFinalize(this);
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}
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protected virtual void Dispose(bool disposing)
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{
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if (!_disposed)
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{
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if (disposing)
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{
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// Dispose managed state (managed objects)
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}
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_disposed = true;
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}
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}
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}
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