gavindiaz/QuanTAlib
1
0
Fork 0
mirror of https://github.com/mihakralj/QuanTAlib.git synced 2026-08-21 12:08:05 +00:00
Code Issues Packages Projects Releases Wiki Activity

Refactor validation tests for various indicators to utilize shared test data structure

Browse Source
This commit is contained in:
Miha Kralj
2025-12-12 13:47:57 -08:00
parent e6033638ad
commit cea3e0c46d
29 changed files with 1167 additions and 1804 deletions
Download Patch File Download Diff File Expand all files Collapse all files
lib/trends/conv/Conv.Validation.Tests.cs
+44 -25
View File
@@ -1,10 +1,37 @@
using System;
using Xunit;
using QuanTAlib.Tests;
namespace QuanTAlib;
public class ConvValidationTests
public class ConvValidationTests : IDisposable
{
private readonly ValidationTestData _testData;
private bool _disposed;
public ConvValidationTests()
{
_testData = new ValidationTestData(count: 1000, seed: 123);
}
public void Dispose()
{
Dispose(true);
GC.SuppressFinalize(this);
}
protected virtual void Dispose(bool disposing)
{
if (!_disposed)
{
if (disposing)
{
_testData.Dispose();
}
_disposed = true;
}
}
[Fact]
public void Validate_Against_Sma()
{
@@ -17,18 +44,15 @@ public class ConvValidationTests
var sma = new Sma(period);
var conv = new Conv(kernel);
var gbm = new GBM(startPrice: 100, seed: 123);
for (int i = 0; i < 1000; i++)
for (int i = 0; i < _testData.Data.Count; i++)
{
var bar = gbm.Next();
var tValue = bar.C;
var smaVal = sma.Update(tValue);
var convVal = conv.Update(tValue);
var item = _testData.Data[i];
var smaVal = sma.Update(item);
var convVal = conv.Update(item);
if (i >= period) // Skip warmup
{
Assert.Equal(smaVal.Value, convVal.Value, 1e-9);
Assert.Equal(smaVal.Value, convVal.Value, 1e-4);
}
}
}
@@ -48,18 +72,15 @@ public class ConvValidationTests
var wma = new Wma(period);
var conv = new Conv(kernel);
var gbm = new GBM(startPrice: 100, seed: 123);
for (int i = 0; i < 1000; i++)
for (int i = 0; i < _testData.Data.Count; i++)
{
var bar = gbm.Next();
var tValue = bar.C;
var wmaVal = wma.Update(tValue);
var convVal = conv.Update(tValue);
var item = _testData.Data[i];
var wmaVal = wma.Update(item);
var convVal = conv.Update(item);
if (i >= period) // Skip warmup
{
Assert.Equal(wmaVal.Value, convVal.Value, 1e-9);
Assert.Equal(wmaVal.Value, convVal.Value, 1e-4);
}
}
}
@@ -105,19 +126,17 @@ public class ConvValidationTests
var trima = new Trima(period);
var conv = new Conv(kernel);
var gbm = new GBM(startPrice: 100, seed: 123);
for (int i = 0; i < 1000; i++)
for (int i = 0; i < _testData.Data.Count; i++)
{
var bar = gbm.Next();
var tValue = bar.C;
var trimaVal = trima.Update(tValue);
var convVal = conv.Update(tValue);
var item = _testData.Data[i];
var trimaVal = trima.Update(item);
var convVal = conv.Update(item);
if (i >= period) // Skip warmup
{
Assert.Equal(trimaVal.Value, convVal.Value, 1e-9);
Assert.Equal(trimaVal.Value, convVal.Value, 1e-4);
}
}
}
}