New version merge

2026-08-21 12:08:05 +00:00 · 2024-09-22 17:31:24 -07:00
parent 1b719fa94e
commit d475bcd19a
405 changed files with 56573 additions and 12440 deletions
@@ -0,0 +1,97 @@
+using Xunit;
+using Trady.Analysis.Indicator;
+using Trady.Core;
+using Trady.Core.Infrastructure;
+using QuanTAlib;
+
+public class TradyTests
+{
+    private readonly TBarSeries bars;
+    private readonly GbmFeed feed;
+    private Random rnd;
+    private readonly double range;
+    private int period, iterations;
+    private int skip;
+     private IEnumerable<IOhlcv> Candles;
+
+    public TradyTests()
+    {
+        rnd = new((int)DateTime.Now.Ticks);
+        feed = new(sigma: 0.5, mu: 0.0);
+        bars = new(feed);
+        range = 1e-9;
+        feed.Add(10000);
+        iterations = 3;
+        skip = 500;
+        Candles = bars.Select(bar => new Candle(
+            bar.Time,
+            (decimal)bar.Open,
+            (decimal)bar.High,
+            (decimal)bar.Low,
+            (decimal)bar.Close,
+            (decimal)bar.Volume
+        )).ToList();
+    }
+
+    [Fact]
+    public void SMA()
+    {
+        for (int run = 0; run < iterations; run++)
+        {
+            period = rnd.Next(50) + 5;
+            Sma ma = new(period);
+            TSeries QL = new();
+            foreach (TBar item in feed)
+            { QL.Add(ma.Calc(new TValue(item.Time, item.Close))); }
+
+           var Trady = new SimpleMovingAverage(Candles, period)
+                .Compute()
+                .Select(result => new
+                {
+                    Date = result.DateTime,
+                    Value = result.Tick.HasValue ? (double)result.Tick.Value : double.NaN
+                })
+                .ToList();
+
+            Assert.Equal(QL.Length, Trady.Count);
+            for (int i = QL.Length - 1; i > skip; i--)
+            {
+                double QL_item = QL[i].Value;
+                double Tr_item =  Trady[i].Value;
+                Assert.InRange(Tr_item - QL_item, -range, range);
+            }
+        }
+    }
+
+    [Fact]
+    public void EMA()
+    {
+        for (int run = 0; run < iterations; run++)
+        {
+            period = rnd.Next(50) + 5;
+            Ema ma = new(period);
+            TSeries QL = new();
+            foreach (TBar item in feed)
+            { QL.Add(ma.Calc(new TValue(item.Time, item.Close))); }
+
+           var Trady = new ExponentialMovingAverage(Candles, period)
+                .Compute()
+                .Select(result => new
+                {
+                    Date = result.DateTime,
+                    Value = result.Tick.HasValue ? (double)result.Tick.Value : double.NaN
+                })
+                .ToList();
+
+            Assert.Equal(QL.Length, Trady.Count);
+            for (int i = QL.Length - 1; i > skip*2; i--)
+            {
+                double QL_item = QL[i].Value;
+                double Tr_item =  Trady[i].Value;
+                Assert.InRange(Tr_item - QL_item, -range, range);
+            }
+        }
+    }
+
+
+}