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https://github.com/mihakralj/QuanTAlib.git
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Pandas-TA tests
This commit is contained in:
Miha Kralj
+111
-105
@@ -1,122 +1,128 @@
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/*
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using Xunit;
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using System;
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using QuanTAlib;
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using Python.Runtime;
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using Python.Included;
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using Xunit;
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using System;
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using QuanTAlib;
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using Python.Runtime;
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using Python.Included;
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namespace Validation;
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public class PandasTA
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namespace Validations;
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public class PandasTA : IDisposable
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{
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private readonly RND_Feed bars;
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private readonly Random rnd = new();
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private readonly int period;
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private readonly dynamic ta;
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private readonly dynamic df;
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private GBM_Feed bars;
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private Random rnd = new();
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private int period;
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private string OStype;
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private dynamic np;
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private dynamic ta;
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private dynamic df;
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public PandasTA()
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{
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this.bars = new(1000);
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this.period = this.rnd.Next(28) + 3;
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public PandasTA()
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{
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bars = new(5000);
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period = rnd.Next(28) + 3;
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Runtime.PythonDLL = @"python310.dll";
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Installer.InstallPath = Path.GetFullPath(".");
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Installer.SetupPython().Wait();
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Installer.TryInstallPip();
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Installer.PipInstallModule("numpy");
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Installer.PipInstallModule("pandas");
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Installer.PipInstallModule("pandas-ta");
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PythonEngine.Initialize();
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this.ta = Py.Import("pandas_ta");
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this.df = this.ta.DataFrame(this.bars.Close.v);
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}
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// Checking the host OS and setting PythonDLL accordingly
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OStype = Environment.OSVersion.ToString();
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if (OStype == "Unix 13.1.0")
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OStype = @"/usr/local/Cellar/python@3.10/3.10.8/Frameworks/Python.framework/Versions/3.10/lib/libpython3.10.dylib";
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else OStype = Path.GetFullPath(".") + @"\python-3.10.0-embed-amd64\python310.dll";
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~PandasTA()
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{
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PythonEngine.Shutdown();
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}
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[Fact]
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void SMA()
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{
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SMA_Series QL = new(this.bars.Close, this.period, false);
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var pta = this.ta.sma(close: this.df[0], length: this.period);
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Installer.InstallPath = Path.GetFullPath(".");
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Installer.SetupPython().Wait();
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Installer.TryInstallPip();
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Installer.PipInstallModule("pandas-ta");
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Assert.Equal(System.Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
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}
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Runtime.PythonDLL = OStype;
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PythonEngine.Initialize();
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np = Py.Import("numpy");
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ta = Py.Import("pandas_ta");
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[Fact]
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void EMA()
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{
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EMA_Series QL = new(this.bars.Close, this.period, false);
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var pta = this.ta.ema(close: this.df[0], length: this.period);
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string[] cols = { "open", "high", "low", "close", "volume" };
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double[,] ary = new double[bars.Count, 5];
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for (int i = 0; i < bars.Count; i++)
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{
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ary[i, 0] = bars.Open[i].v;
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ary[i, 1] = bars.High[i].v;
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ary[i, 2] = bars.Low[i].v;
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ary[i, 3] = bars.Close[i].v;
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ary[i, 4] = bars.Volume[i].v;
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}
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df = ta.DataFrame(data: np.array(ary), index: np.array(bars.Close.t), columns: np.array(cols));
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}
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Assert.Equal(System.Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
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}
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public void Dispose()
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{
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PythonEngine.Shutdown();
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}
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[Fact]
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void SMA()
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{
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SMA_Series QL = new(bars.Close, period, false);
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var pta = df.ta.sma(close: df.close, length: period);
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Assert.Equal(Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
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}
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[Fact]
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void TEMA()
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{
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TEMA_Series QL = new(this.bars.Close, this.period, false);
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var pta = this.ta.tema(close: this.df[0], length: this.period);
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[Fact]
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void EMA()
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{
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EMA_Series QL = new(bars.Close, period, false);
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var pta = df.ta.ema(close: df.close, length: period);
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Assert.Equal(Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
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}
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Assert.Equal(System.Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
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}
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[Fact]
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void TEMA()
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{
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TEMA_Series QL = new(bars.Close, period, false);
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var pta = df.ta.tema(close: df.close, length: period);
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Assert.Equal(Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
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}
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[Fact]
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void ENTP()
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{
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ENTP_Series QL = new(this.bars.Close, this.period, useNaN:false);
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var pta = this.ta.entropy(close: this.df[0], length: this.period);
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[Fact]
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void ENTP()
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{
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ENTP_Series QL = new(bars.Close, period, useNaN: false);
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var pta = df.ta.entropy(close: df.close, length: period);
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Assert.Equal(Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
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}
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Assert.Equal(System.Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
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}
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[Fact]
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void WMA()
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{
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WMA_Series QL = new(bars.Close, period, false);
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var pta = df.ta.wma(close: df.close, length: period);
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Assert.Equal(Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
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}
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[Fact]
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void DEMA()
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{
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DEMA_Series QL = new(bars.Close, period, false);
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var pta = df.ta.dema(close: df.close, length: period);
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Assert.Equal(Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
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}
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[Fact]
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void WMA()
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{
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WMA_Series QL = new(this.bars.Close, this.period, false);
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var pta = this.ta.wma(close: this.df[0], length: this.period);
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[Fact]
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void BIAS()
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{
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BIAS_Series QL = new(bars.Close, period, false);
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var pta = df.ta.bias(close: df.close, length: period);
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Assert.Equal(Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
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}
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Assert.Equal(System.Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
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}
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[Fact]
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void KURT()
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{
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KURT_Series QL = new(bars.Close, period, useNaN: false);
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var pta = df.ta.kurtosis(close: df.close, length: period);
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Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
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}
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[Fact]
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void DEMA()
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{
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DEMA_Series QL = new(this.bars.Close, this.period, false);
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var pta = this.ta.dema(close: this.df[0], length: this.period);
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Assert.Equal(System.Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
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}
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[Fact]
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void BIAS()
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{
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BIAS_Series QL = new(this.bars.Close, this.period, false);
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var pta = this.ta.bias(close: this.df[0], length: this.period);
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Assert.Equal(System.Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
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}
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[Fact]
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void KURT()
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{
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KURT_Series QL = new(this.bars.Close, this.period, useNaN: false);
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var pta = this.ta.kurtosis(close: this.df[0], length: this.period);
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Assert.Equal(System.Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
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}
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[Fact]
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void MAD()
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{
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MAD_Series QL = new(this.bars.Close, this.period, useNaN: false);
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var pta = this.ta.mad(close: this.df[0], length: this.period);
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Assert.Equal(System.Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
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}
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}
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*/
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[Fact]
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void MAD()
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{
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MAD_Series QL = new(bars.Close, period, useNaN: false);
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var pta = df.ta.mad(close: df.close, length: period);
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Assert.Equal(Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
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}
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}
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