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Miha Kralj
2022-12-24 16:18:30 -08:00
parent a12f4fedac
commit ddcb49995b
7 changed files with 193 additions and 357 deletions
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Tests/Validations/Trends/Pandas_TA.cs
+6 -5
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@@ -1,3 +1,4 @@
/*
using Xunit;
using System;
using QuanTAlib;
@@ -95,7 +96,7 @@ public class PandasTA : IDisposable
Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
/*
[Fact]
void CMO() {
CMO_Series QL = new(bars.Close, period, false);
@@ -106,7 +107,7 @@ public class PandasTA : IDisposable
Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
*/
[Fact] void DEMA() {
DEMA_Series QL = new(bars.Close, period, false);
var pta = df.ta.dema(close: df.close, length: period);
@@ -276,7 +277,6 @@ public class PandasTA : IDisposable
Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
/*
[Fact] void SVARIANCE() {
SVAR_Series QL = new(bars.Close, period);
var pta = df.ta.variance(close: df.close, length: period, ddof: 1);
@@ -287,7 +287,7 @@ public class PandasTA : IDisposable
Assert.InRange(PanTA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
*/
[Fact] void T3() {
T3_Series QL = new(source: bars.Close, period: period, vfactor: 0.7, useNaN: false);
var pta = df.ta.t3(close: df.close, length: period, a: 0.7);
@@ -379,4 +379,5 @@ public class PandasTA : IDisposable
}
}
}
}
*/