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Miha Kralj
2022-04-24 20:27:42 -07:00
parent ea41a73ed0
commit d74e28b6bd
4 changed files with 193 additions and 196 deletions
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Tests/Validations/Pandas_TA.cstemp
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@@ -1,120 +1,120 @@
using Xunit;
using System;
using QuanTAlib;
using Python.Runtime;
using Python.Included;
namespace Validation;
public class PandasTA
{
private readonly RND_Feed bars;
private readonly Random rnd = new();
private readonly int period;
private readonly dynamic ta;
private readonly dynamic df;
public PandasTA()
{
this.bars = new(1000);
this.period = this.rnd.Next(28) + 3;
Installer.SetupPython().Wait();
Installer.TryInstallPip();
Installer.PipInstallModule("numpy");
Installer.PipInstallModule("pandas");
Installer.PipInstallModule("pandas-ta");
PythonEngine.Initialize();
this.ta = Py.Import("pandas_ta");
this.df = this.ta.DataFrame(this.bars.Close.v);
}
~PandasTA()
{
PythonEngine.Shutdown();
}
[Fact]
void SMA()
{
SMA_Series QL = new(this.bars.Close, this.period, false);
var pta = this.ta.sma(close: this.df[0], length: this.period);
Assert.Equal(System.Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
}
/*
[Fact]
void EMA()
{
EMA_Series QL = new(this.bars.Close, this.period, false);
var pta = this.ta.ema(close: this.df[0], length: this.period);
Assert.Equal(System.Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
}
[Fact]
void TEMA()
{
TEMA_Series QL = new(this.bars.Close, this.period, false);
var pta = this.ta.tema(close: this.df[0], length: this.period);
Assert.Equal(System.Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
}
[Fact]
void ENTP()
{
ENTP_Series QL = new(this.bars.Close, this.period, useNaN:false);
var pta = this.ta.entropy(close: this.df[0], length: this.period);
Assert.Equal(System.Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
}
[Fact]
void WMA()
{
WMA_Series QL = new(this.bars.Close, this.period, false);
var pta = this.ta.wma(close: this.df[0], length: this.period);
Assert.Equal(System.Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
}
[Fact]
void DEMA()
{
DEMA_Series QL = new(this.bars.Close, this.period, false);
var pta = this.ta.dema(close: this.df[0], length: this.period);
Assert.Equal(System.Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
}
[Fact]
void BIAS()
{
BIAS_Series QL = new(this.bars.Close, this.period, false);
var pta = this.ta.bias(close: this.df[0], length: this.period);
Assert.Equal(System.Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
}
[Fact]
void KURT()
{
KURT_Series QL = new(this.bars.Close, this.period, useNaN: false);
var pta = this.ta.kurtosis(close: this.df[0], length: this.period);
Assert.Equal(System.Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
}
[Fact]
void MAD()
{
MAD_Series QL = new(this.bars.Close, this.period, useNaN: false);
var pta = this.ta.mad(close: this.df[0], length: this.period);
Assert.Equal(System.Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
}
*/
using Xunit;
using System;
using QuanTAlib;
using Python.Runtime;
using Python.Included;
namespace Validation;
public class PandasTA
{
private readonly RND_Feed bars;
private readonly Random rnd = new();
private readonly int period;
private readonly dynamic ta;
private readonly dynamic df;
public PandasTA()
{
this.bars = new(1000);
this.period = this.rnd.Next(28) + 3;
Installer.SetupPython().Wait();
Installer.TryInstallPip();
Installer.PipInstallModule("numpy");
Installer.PipInstallModule("pandas");
Installer.PipInstallModule("pandas-ta");
PythonEngine.Initialize();
this.ta = Py.Import("pandas_ta");
this.df = this.ta.DataFrame(this.bars.Close.v);
}
~PandasTA()
{
PythonEngine.Shutdown();
}
[Fact]
void SMA()
{
SMA_Series QL = new(this.bars.Close, this.period, false);
var pta = this.ta.sma(close: this.df[0], length: this.period);
Assert.Equal(System.Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
}
/*
[Fact]
void EMA()
{
EMA_Series QL = new(this.bars.Close, this.period, false);
var pta = this.ta.ema(close: this.df[0], length: this.period);
Assert.Equal(System.Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
}
[Fact]
void TEMA()
{
TEMA_Series QL = new(this.bars.Close, this.period, false);
var pta = this.ta.tema(close: this.df[0], length: this.period);
Assert.Equal(System.Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
}
[Fact]
void ENTP()
{
ENTP_Series QL = new(this.bars.Close, this.period, useNaN:false);
var pta = this.ta.entropy(close: this.df[0], length: this.period);
Assert.Equal(System.Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
}
[Fact]
void WMA()
{
WMA_Series QL = new(this.bars.Close, this.period, false);
var pta = this.ta.wma(close: this.df[0], length: this.period);
Assert.Equal(System.Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
}
[Fact]
void DEMA()
{
DEMA_Series QL = new(this.bars.Close, this.period, false);
var pta = this.ta.dema(close: this.df[0], length: this.period);
Assert.Equal(System.Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
}
[Fact]
void BIAS()
{
BIAS_Series QL = new(this.bars.Close, this.period, false);
var pta = this.ta.bias(close: this.df[0], length: this.period);
Assert.Equal(System.Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
}
[Fact]
void KURT()
{
KURT_Series QL = new(this.bars.Close, this.period, useNaN: false);
var pta = this.ta.kurtosis(close: this.df[0], length: this.period);
Assert.Equal(System.Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
}
[Fact]
void MAD()
{
MAD_Series QL = new(this.bars.Close, this.period, useNaN: false);
var pta = this.ta.mad(close: this.df[0], length: this.period);
Assert.Equal(System.Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
}
*/
}