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Pandas-TA tests

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Miha Kralj
2022-11-13 19:58:53 -08:00
parent 59ca5c2395
commit ddfcb6bd99
5 changed files with 497 additions and 485 deletions
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Source/QuanTAlib.csproj
+2 -2
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@@ -64,8 +64,8 @@
</None> </None>
</ItemGroup> </ItemGroup>
<ItemGroup> <ItemGroup>
<PackageReference Include="System.Text.Json" Version="6.0.6" /> <PackageReference Include="System.Text.Json" Version="7.0.0" />
<PackageReference Include="GitVersion.MsBuild" Version="5.6.10*"> <PackageReference Include="GitVersion.MsBuild" Version="5.11.1">
<PrivateAssets>All</PrivateAssets> <PrivateAssets>All</PrivateAssets>
</PackageReference> </PackageReference>
</ItemGroup> </ItemGroup>
Tests/Tests.csproj
+6
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@@ -9,6 +9,7 @@
<Platforms>AnyCPU;x64</Platforms> <Platforms>AnyCPU;x64</Platforms>
</PropertyGroup> </PropertyGroup>
<ItemGroup> <ItemGroup>
<PackageReference Include="Python.Included" Version="3.10.0-preview5" />
<PackageReference Include="xunit" Version="2.4.2" /> <PackageReference Include="xunit" Version="2.4.2" />
<PackageReference Include="xunit.runner.visualstudio" Version="2.4.5"> <PackageReference Include="xunit.runner.visualstudio" Version="2.4.5">
<IncludeAssets>runtime; build; native; contentfiles; analyzers; buildtransitive</IncludeAssets> <IncludeAssets>runtime; build; native; contentfiles; analyzers; buildtransitive</IncludeAssets>
@@ -21,10 +22,15 @@
<PackageReference Include="Microsoft.NET.Test.Sdk" Version="17.5.0-preview-20221003-04" /> <PackageReference Include="Microsoft.NET.Test.Sdk" Version="17.5.0-preview-20221003-04" />
<PackageReference Include="TALib.NETCore" Version="0.4.4" /> <PackageReference Include="TALib.NETCore" Version="0.4.4" />
<PackageReference Include="Skender.Stock.Indicators" Version="2.4.0" /> <PackageReference Include="Skender.Stock.Indicators" Version="2.4.0" />
<PackageReference Include="pythonnet" Version="3.0.1" />
</ItemGroup> </ItemGroup>
<ItemGroup> <ItemGroup>
<ProjectReference Include="..\Source\QuanTAlib.csproj" /> <ProjectReference Include="..\Source\QuanTAlib.csproj" />
</ItemGroup> </ItemGroup>
<ItemGroup>
<None Remove="Python.Included" />
<None Remove="pythonnet" />
</ItemGroup>
</Project> </Project>
Tests/Validations/Pandas_TA.cs
+111 -105
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@@ -1,122 +1,128 @@
/* using Xunit;
using Xunit; using System;
using System; using QuanTAlib;
using QuanTAlib; using Python.Runtime;
using Python.Runtime; using Python.Included;
using Python.Included;
namespace Validation; namespace Validations;
public class PandasTA public class PandasTA : IDisposable
{ {
private readonly RND_Feed bars; private GBM_Feed bars;
private readonly Random rnd = new(); private Random rnd = new();
private readonly int period; private int period;
private readonly dynamic ta; private string OStype;
private readonly dynamic df; private dynamic np;
private dynamic ta;
private dynamic df;
public PandasTA() public PandasTA()
{ {
this.bars = new(1000); bars = new(5000);
this.period = this.rnd.Next(28) + 3; period = rnd.Next(28) + 3;
Runtime.PythonDLL = @"python310.dll"; // Checking the host OS and setting PythonDLL accordingly
Installer.InstallPath = Path.GetFullPath("."); OStype = Environment.OSVersion.ToString();
Installer.SetupPython().Wait(); if (OStype == "Unix 13.1.0")
Installer.TryInstallPip(); OStype = @"/usr/local/Cellar/python@3.10/3.10.8/Frameworks/Python.framework/Versions/3.10/lib/libpython3.10.dylib";
Installer.PipInstallModule("numpy"); else OStype = Path.GetFullPath(".") + @"\python-3.10.0-embed-amd64\python310.dll";
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() Installer.InstallPath = Path.GetFullPath(".");
{ Installer.SetupPython().Wait();
PythonEngine.Shutdown(); Installer.TryInstallPip();
} Installer.PipInstallModule("pandas-ta");
[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)); Runtime.PythonDLL = OStype;
} PythonEngine.Initialize();
np = Py.Import("numpy");
ta = Py.Import("pandas_ta");
[Fact] string[] cols = { "open", "high", "low", "close", "volume" };
void EMA() double[,] ary = new double[bars.Count, 5];
{ for (int i = 0; i < bars.Count; i++)
EMA_Series QL = new(this.bars.Close, this.period, false); {
var pta = this.ta.ema(close: this.df[0], length: this.period); ary[i, 0] = bars.Open[i].v;
ary[i, 1] = bars.High[i].v;
ary[i, 2] = bars.Low[i].v;
ary[i, 3] = bars.Close[i].v;
ary[i, 4] = bars.Volume[i].v;
}
df = ta.DataFrame(data: np.array(ary), index: np.array(bars.Close.t), columns: np.array(cols));
}
Assert.Equal(System.Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7)); public void Dispose()
} {
PythonEngine.Shutdown();
}
[Fact]
void SMA()
{
SMA_Series QL = new(bars.Close, period, false);
var pta = df.ta.sma(close: df.close, length: period);
Assert.Equal(Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
}
[Fact] [Fact]
void TEMA() void EMA()
{ {
TEMA_Series QL = new(this.bars.Close, this.period, false); EMA_Series QL = new(bars.Close, period, false);
var pta = this.ta.tema(close: this.df[0], length: this.period); var pta = df.ta.ema(close: df.close, length: period);
Assert.Equal(Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
}
Assert.Equal(System.Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7)); [Fact]
} void TEMA()
{
TEMA_Series QL = new(bars.Close, period, false);
var pta = df.ta.tema(close: df.close, length: period);
Assert.Equal(Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
}
[Fact] [Fact]
void ENTP() void ENTP()
{ {
ENTP_Series QL = new(this.bars.Close, this.period, useNaN:false); ENTP_Series QL = new(bars.Close, period, useNaN: false);
var pta = this.ta.entropy(close: this.df[0], length: this.period); var pta = df.ta.entropy(close: df.close, length: period);
Assert.Equal(Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
}
Assert.Equal(System.Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7)); [Fact]
} void WMA()
{
WMA_Series QL = new(bars.Close, period, false);
var pta = df.ta.wma(close: df.close, length: period);
Assert.Equal(Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
}
[Fact]
void DEMA()
{
DEMA_Series QL = new(bars.Close, period, false);
var pta = df.ta.dema(close: df.close, length: period);
Assert.Equal(Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
}
[Fact] [Fact]
void WMA() void BIAS()
{ {
WMA_Series QL = new(this.bars.Close, this.period, false); BIAS_Series QL = new(bars.Close, period, false);
var pta = this.ta.wma(close: this.df[0], length: this.period); var pta = df.ta.bias(close: df.close, length: period);
Assert.Equal(Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
}
Assert.Equal(System.Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7)); [Fact]
} void KURT()
{
KURT_Series QL = new(bars.Close, period, useNaN: false);
var pta = df.ta.kurtosis(close: df.close, length: period);
Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
}
[Fact] [Fact]
void DEMA() void MAD()
{ {
DEMA_Series QL = new(this.bars.Close, this.period, false); MAD_Series QL = new(bars.Close, period, useNaN: false);
var pta = this.ta.dema(close: this.df[0], length: this.period); var pta = df.ta.mad(close: df.close, length: period);
Assert.Equal(Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
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));
}
}
*/
Tests/Validations/Skender_Stock.cs
+165 -165
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@@ -3,144 +3,144 @@ using QuanTAlib;
using Skender.Stock.Indicators; using Skender.Stock.Indicators;
using Xunit; using Xunit;
namespace Validation; namespace Validations;
public class Skender_Stock public class Skender_Stock
{ {
private readonly GBM_Feed bars; private readonly GBM_Feed bars;
private readonly Random rnd = new(); private readonly Random rnd = new();
private readonly int period; private readonly int period;
private readonly IEnumerable<Quote> quotes; private readonly IEnumerable<Quote> quotes;
public Skender_Stock() public Skender_Stock()
{ {
this.bars = new(Bars: 5000, Volatility:0.7, Drift:0.0); bars = new(Bars: 5000, Volatility: 0.7, Drift: 0.0);
this.period = this.rnd.Next(28) + 3; period = rnd.Next(28) + 3;
this.quotes = this.bars.Select( quotes = bars.Select(
q => new Quote q => new Quote
{ {
Date = q.t, Date = q.t,
Open = (decimal)q.o, Open = (decimal)q.o,
High = (decimal)q.h, High = (decimal)q.h,
Low = (decimal)q.l, Low = (decimal)q.l,
Close = (decimal)q.c, Close = (decimal)q.c,
Volume = (decimal)q.v Volume = (decimal)q.v
}); });
} }
[Fact] [Fact]
public void SMA() public void SMA()
{ {
SMA_Series QL = new(this.bars.Close, this.period, false); SMA_Series QL = new(bars.Close, period, false);
var SK = this.quotes.GetSma(this.period); var SK = quotes.GetSma(period);
Assert.Equal(Math.Round((double)SK.Last().Sma!, 6), Math.Round(QL.Last().v, 6)); Assert.Equal(Math.Round((double)SK.Last().Sma!, 6), Math.Round(QL.Last().v, 6));
} }
[Fact] [Fact]
public void EMA() public void EMA()
{ {
EMA_Series QL = new(this.bars.Close, this.period, false); EMA_Series QL = new(bars.Close, period, false);
var SK = this.quotes.GetEma(this.period); var SK = quotes.GetEma(period);
Assert.Equal(Math.Round((double)SK.Last().Ema!, 6), Math.Round(QL.Last().v, 6)); Assert.Equal(Math.Round((double)SK.Last().Ema!, 6), Math.Round(QL.Last().v, 6));
} }
[Fact] [Fact]
public void WMA() public void WMA()
{ {
WMA_Series QL = new(this.bars.Close, this.period, false); WMA_Series QL = new(bars.Close, period, false);
var SK = this.quotes.GetWma(this.period); var SK = quotes.GetWma(period);
Assert.Equal(Math.Round((double)SK.Last().Wma!, 6), Math.Round(QL.Last().v, 6)); Assert.Equal(Math.Round((double)SK.Last().Wma!, 6), Math.Round(QL.Last().v, 6));
} }
[Fact] [Fact]
public void DEMA() public void DEMA()
{ {
DEMA_Series QL = new(this.bars.Close, this.period, false); DEMA_Series QL = new(bars.Close, period, false);
var SK = this.quotes.GetDema(this.period); var SK = quotes.GetDema(period);
Assert.Equal(Math.Round((double)SK.Last().Dema!, 6), Math.Round(QL.Last().v, 6)); Assert.Equal(Math.Round((double)SK.Last().Dema!, 6), Math.Round(QL.Last().v, 6));
} }
[Fact] [Fact]
public void TEMA() public void TEMA()
{ {
TEMA_Series QL = new(this.bars.Close, this.period, false); TEMA_Series QL = new(bars.Close, period, false);
var SK = this.quotes.GetTema(this.period); var SK = quotes.GetTema(period);
Assert.Equal(Math.Round((double)SK.Last().Tema!, 6), Math.Round(QL.Last().v, 6)); Assert.Equal(Math.Round((double)SK.Last().Tema!, 6), Math.Round(QL.Last().v, 6));
} }
[Fact] [Fact]
public void MAD() public void MAD()
{ {
MAD_Series QL = new(this.bars.Close, this.period, false); MAD_Series QL = new(bars.Close, period, false);
var SK = this.quotes.GetSmaAnalysis(this.period); var SK = quotes.GetSmaAnalysis(period);
Assert.Equal(Math.Round((double)SK.Last().Mad!, 6), Math.Round(QL.Last().v, 6)); Assert.Equal(Math.Round((double)SK.Last().Mad!, 6), Math.Round(QL.Last().v, 6));
} }
[Fact] [Fact]
public void MAPE() public void MAPE()
{ {
MAPE_Series QL = new(this.bars.Close, this.period, false); MAPE_Series QL = new(bars.Close, period, false);
var SK = this.quotes.GetSmaAnalysis(this.period); var SK = quotes.GetSmaAnalysis(period);
Assert.Equal(Math.Round((double)SK.Last().Mape!, 6), Math.Round(QL.Last().v, 6)); Assert.Equal(Math.Round((double)SK.Last().Mape!, 6), Math.Round(QL.Last().v, 6));
} }
[Fact] [Fact]
public void ATR() public void ATR()
{ {
ATR_Series QL = new(this.bars, this.period, false); ATR_Series QL = new(bars, period, false);
var SK = this.quotes.GetAtr(this.period); var SK = quotes.GetAtr(period);
Assert.Equal(Math.Round((double)SK.Last().Atr!, 6), Math.Round(QL.Last().v, 6)); Assert.Equal(Math.Round((double)SK.Last().Atr!, 6), Math.Round(QL.Last().v, 6));
} }
[Fact] [Fact]
public void OBV() public void OBV()
{ {
OBV_Series QL = new(this.bars, this.period, false); OBV_Series QL = new(bars, period, false);
var SK = this.quotes.GetObv(this.period); var SK = quotes.GetObv(period);
// adding volume[0] to OBV to pass the test and keep compatibility with TA-LIB // adding volume[0] to OBV to pass the test and keep compatibility with TA-LIB
Assert.Equal(Math.Round(SK.Last().Obv! + (double)this.quotes.First().Volume!, 5), Assert.Equal(Math.Round(SK.Last().Obv! + (double)quotes.First().Volume!, 5),
Math.Round(QL.Last().v, 5)); Math.Round(QL.Last().v, 5));
} }
[Fact] [Fact]
public void ADL() public void ADL()
{ {
ADL_Series QL = new(this.bars, false); ADL_Series QL = new(bars, false);
var SK = this.quotes.GetAdl(); var SK = quotes.GetAdl();
Assert.Equal(Math.Round((double)SK.Last().Adl!, 5), Math.Round(QL.Last().v, 5)); Assert.Equal(Math.Round((double)SK.Last().Adl!, 5), Math.Round(QL.Last().v, 5));
} }
[Fact] [Fact]
public void CCI() public void CCI()
{ {
CCI_Series QL = new(this.bars, this.period, false); CCI_Series QL = new(bars, period, false);
var SK = this.quotes.GetCci(this.period); var SK = quotes.GetCci(period);
Assert.Equal(Math.Round((double)SK.Last().Cci!, 6), Math.Round(QL.Last().v, 6)); Assert.Equal(Math.Round((double)SK.Last().Cci!, 6), Math.Round(QL.Last().v, 6));
} }
[Fact] [Fact]
public void ATRP() public void ATRP()
{ {
ATRP_Series QL = new(this.bars, this.period, false); ATRP_Series QL = new(bars, period, false);
var SK = this.quotes.GetAtr(this.period); var SK = quotes.GetAtr(period);
Assert.Equal(Math.Round((double)SK.Last().Atrp!, 6), Math.Round(QL.Last().v, 6)); Assert.Equal(Math.Round((double)SK.Last().Atrp!, 6), Math.Round(QL.Last().v, 6));
} }
[Fact] [Fact]
public void KAMA() public void KAMA()
{ {
KAMA_Series QL = new(this.bars.Close, this.period, useNaN: false); KAMA_Series QL = new(bars.Close, period, useNaN: false);
var SK = this.quotes.GetKama(this.period); var SK = quotes.GetKama(period);
Assert.Equal(Math.Round((double)SK.Last().Kama!, 6), Math.Round(QL.Last().v, 6)); Assert.Equal(Math.Round((double)SK.Last().Kama!, 6), Math.Round(QL.Last().v, 6));
} }
@@ -148,135 +148,135 @@ public class Skender_Stock
[Fact] [Fact]
public void HMA() public void HMA()
{ {
HMA_Series QL = new(this.bars.Close, this.period, useNaN: false); HMA_Series QL = new(bars.Close, period, useNaN: false);
var SK = this.quotes.GetHma(this.period); var SK = quotes.GetHma(period);
Assert.Equal(Math.Round((double)SK.Last().Hma!, 6), Math.Round(QL.Last().v, 6)); Assert.Equal(Math.Round((double)SK.Last().Hma!, 6), Math.Round(QL.Last().v, 6));
} }
[Fact] [Fact]
public void SMMA() public void SMMA()
{ {
SMMA_Series QL = new(this.bars.Close, this.period, useNaN: false); SMMA_Series QL = new(bars.Close, period, useNaN: false);
var SK = this.quotes.GetSmma(this.period); var SK = quotes.GetSmma(period);
Assert.Equal(Math.Round((double)SK.Last().Smma!, 6), Math.Round(QL.Last().v, 6)); Assert.Equal(Math.Round((double)SK.Last().Smma!, 6), Math.Round(QL.Last().v, 6));
} }
[Fact] [Fact]
public void MACD() public void MACD()
{ {
MACD_Series QL = new(this.bars.Close, 26,12,9, useNaN: false); MACD_Series QL = new(bars.Close, 26, 12, 9, useNaN: false);
var SK = this.quotes.GetMacd(12,26,9); var SK = quotes.GetMacd(12, 26, 9);
Assert.Equal(Math.Round((double)SK.Last().Macd!, 6), Math.Round(QL.Last().v, 6)); Assert.Equal(Math.Round((double)SK.Last().Macd!, 6), Math.Round(QL.Last().v, 6));
Assert.Equal(Math.Round((double)SK.Last().Signal!, 6), Math.Round(QL.Signal.Last().v, 6)); Assert.Equal(Math.Round((double)SK.Last().Signal!, 6), Math.Round(QL.Signal.Last().v, 6));
} }
[Fact] [Fact]
public void BBANDS() public void BBANDS()
{ {
BBANDS_Series QL = new(this.bars.Close, this.period, 2.0, useNaN: false); BBANDS_Series QL = new(bars.Close, period, 2.0, useNaN: false);
var SK = this.quotes.GetBollingerBands(this.period, 2.0); var SK = quotes.GetBollingerBands(period, 2.0);
Assert.Equal(Math.Round((double)SK.Last().Sma!, 6), Math.Round(QL.Mid.Last().v, 6)); Assert.Equal(Math.Round((double)SK.Last().Sma!, 6), Math.Round(QL.Mid.Last().v, 6));
Assert.Equal(Math.Round((double)SK.Last().UpperBand!, 6), Math.Round(QL.Upper.Last().v, 6)); Assert.Equal(Math.Round((double)SK.Last().UpperBand!, 6), Math.Round(QL.Upper.Last().v, 6));
Assert.Equal(Math.Round((double)SK.Last().LowerBand!, 6), Math.Round(QL.Lower.Last().v, 6)); Assert.Equal(Math.Round((double)SK.Last().LowerBand!, 6), Math.Round(QL.Lower.Last().v, 6));
Assert.Equal(Math.Round((double)SK.Last().Width!, 6), Math.Round(QL.Bandwidth.Last().v, 6)); Assert.Equal(Math.Round((double)SK.Last().Width!, 6), Math.Round(QL.Bandwidth.Last().v, 6));
Assert.Equal(Math.Round((double)SK.Last().PercentB!, 6), Math.Round(QL.PercentB.Last().v, 6)); Assert.Equal(Math.Round((double)SK.Last().PercentB!, 6), Math.Round(QL.PercentB.Last().v, 6));
Assert.Equal(Math.Round((double)SK.Last().ZScore!, 6), Math.Round(QL.Zscore.Last().v, 6)); Assert.Equal(Math.Round((double)SK.Last().ZScore!, 6), Math.Round(QL.Zscore.Last().v, 6));
} }
[Fact] [Fact]
public void RSI() public void RSI()
{ {
RSI_Series QL = new(this.bars.Close, this.period, useNaN: false); RSI_Series QL = new(bars.Close, period, useNaN: false);
var SK = this.quotes.GetRsi(this.period); var SK = quotes.GetRsi(period);
Assert.Equal(Math.Round((double)SK.Last().Rsi!, 6), Math.Round(QL.Last().v, 6)); Assert.Equal(Math.Round((double)SK.Last().Rsi!, 6), Math.Round(QL.Last().v, 6));
} }
[Fact] [Fact]
public void ALMA() public void ALMA()
{ {
ALMA_Series QL = new(this.bars.Close, this.period, useNaN: false); ALMA_Series QL = new(bars.Close, period, useNaN: false);
var SK = this.quotes.GetAlma(this.period); var SK = quotes.GetAlma(period);
Assert.Equal(Math.Round((double)SK.Last().Alma!, 6), Math.Round(QL.Last().v, 6)); Assert.Equal(Math.Round((double)SK.Last().Alma!, 6), Math.Round(QL.Last().v, 6));
} }
[Fact] [Fact]
public void SDEV() public void SDEV()
{ {
SDEV_Series QL = new(this.bars.Close, this.period, useNaN: false); SDEV_Series QL = new(bars.Close, period, useNaN: false);
var SK = this.quotes.GetStdDev(this.period); var SK = quotes.GetStdDev(period);
Assert.Equal(Math.Round((double)SK.Last().StdDev!, 6), Math.Round(QL.Last().v, 6)); Assert.Equal(Math.Round((double)SK.Last().StdDev!, 6), Math.Round(QL.Last().v, 6));
} }
[Fact] [Fact]
public void LINREG() public void LINREG()
{ {
LINREG_Series QL = new(this.bars.Close, this.period, useNaN: false); LINREG_Series QL = new(bars.Close, period, useNaN: false);
var SK = this.quotes.GetSlope(this.period); var SK = quotes.GetSlope(period);
Assert.Equal(Math.Round((double)SK.Last().Slope!, 6), Math.Round(QL.Last().v, 6)); Assert.Equal(Math.Round((double)SK.Last().Slope!, 6), Math.Round(QL.Last().v, 6));
Assert.Equal(Math.Round((double)SK.Last().Intercept!, 6), Math.Round(QL.Intercept.Last().v, 6)); Assert.Equal(Math.Round((double)SK.Last().Intercept!, 6), Math.Round(QL.Intercept.Last().v, 6));
Assert.Equal(Math.Round((double)SK.Last().RSquared!, 6), Math.Round(QL.RSquared.Last().v, 6)); Assert.Equal(Math.Round((double)SK.Last().RSquared!, 6), Math.Round(QL.RSquared.Last().v, 6));
Assert.Equal(Math.Round((double)SK.Last().StdDev!, 6), Math.Round(QL.StdDev.Last().v, 6)); Assert.Equal(Math.Round((double)SK.Last().StdDev!, 6), Math.Round(QL.StdDev.Last().v, 6));
} }
[Fact] [Fact]
public void TR() public void TR()
{ {
TR_Series QL = new(this.bars, useNaN: false); TR_Series QL = new(bars, useNaN: false);
var SK = this.quotes.GetTr(); var SK = quotes.GetTr();
Assert.Equal(Math.Round((double)SK.Last().Tr!, 6), Math.Round(QL.Last().v, 6)); Assert.Equal(Math.Round((double)SK.Last().Tr!, 6), Math.Round(QL.Last().v, 6));
} }
[Fact] [Fact]
public void HL2() public void HL2()
{ {
TSeries QL = this.bars.HL2; TSeries QL = bars.HL2;
var SK = this.quotes.GetBaseQuote(CandlePart.HL2); var SK = quotes.GetBaseQuote(CandlePart.HL2);
Assert.Equal(Math.Round((double)SK.Last().Value!, 6), Math.Round(QL.Last().v, 6)); Assert.Equal(Math.Round((double)SK.Last().Value!, 6), Math.Round(QL.Last().v, 6));
} }
[Fact] [Fact]
public void OC2() public void OC2()
{ {
TSeries QL = this.bars.OC2; TSeries QL = bars.OC2;
var SK = this.quotes.GetBaseQuote(CandlePart.OC2); var SK = quotes.GetBaseQuote(CandlePart.OC2);
Assert.Equal(Math.Round((double)SK.Last().Value!, 6), Math.Round(QL.Last().v, 6)); Assert.Equal(Math.Round((double)SK.Last().Value!, 6), Math.Round(QL.Last().v, 6));
} }
[Fact] [Fact]
public void HLC3() public void HLC3()
{ {
TSeries QL = this.bars.HLC3; TSeries QL = bars.HLC3;
var SK = this.quotes.GetBaseQuote(CandlePart.HLC3); var SK = quotes.GetBaseQuote(CandlePart.HLC3);
Assert.Equal(Math.Round((double)SK.Last().Value!, 6), Math.Round(QL.Last().v, 6)); Assert.Equal(Math.Round((double)SK.Last().Value!, 6), Math.Round(QL.Last().v, 6));
} }
[Fact] [Fact]
public void OHL3() public void OHL3()
{ {
TSeries QL = this.bars.OHL3; TSeries QL = bars.OHL3;
var SK = this.quotes.GetBaseQuote(CandlePart.OHL3); var SK = quotes.GetBaseQuote(CandlePart.OHL3);
Assert.Equal(Math.Round((double)SK.Last().Value!, 6), Math.Round(QL.Last().v, 6)); Assert.Equal(Math.Round((double)SK.Last().Value!, 6), Math.Round(QL.Last().v, 6));
} }
[Fact] [Fact]
public void OHLC4() public void OHLC4()
{ {
TSeries QL = this.bars.OHLC4; TSeries QL = bars.OHLC4;
var SK = this.quotes.GetBaseQuote(CandlePart.OHLC4); var SK = quotes.GetBaseQuote(CandlePart.OHLC4);
Assert.Equal(Math.Round((double)SK.Last().Value!, 6), Math.Round(QL.Last().v, 6)); Assert.Equal(Math.Round((double)SK.Last().Value!, 6), Math.Round(QL.Last().v, 6));
} }
} }
Tests/Validations/TA_LIB.cs
+213 -213
View File
@@ -3,270 +3,270 @@ using System;
using TALib; using TALib;
using QuanTAlib; using QuanTAlib;
namespace Validation; namespace Validations;
public class TA_LIB public class TA_LIB
{ {
private readonly GBM_Feed bars; private readonly GBM_Feed bars;
private readonly Random rnd = new(); private readonly Random rnd = new();
private readonly int period; private readonly int period;
private readonly double[] TALIB; private readonly double[] TALIB;
private readonly double[] inopen; private readonly double[] inopen;
private readonly double[] inhigh; private readonly double[] inhigh;
private readonly double[] inlow; private readonly double[] inlow;
private readonly double[] inclose; private readonly double[] inclose;
private readonly double[] involume; private readonly double[] involume;
public TA_LIB() public TA_LIB()
{ {
this.bars = new(5000); bars = new(5000);
this.period = this.rnd.Next(28) + 3; period = rnd.Next(28) + 3;
this.TALIB = new double[this.bars.Count]; TALIB = new double[bars.Count];
this.inopen = this.bars.Open.v.ToArray(); inopen = bars.Open.v.ToArray();
this.inhigh = this.bars.High.v.ToArray(); inhigh = bars.High.v.ToArray();
this.inlow = this.bars.Low.v.ToArray(); inlow = bars.Low.v.ToArray();
this.inclose = this.bars.Close.v.ToArray(); inclose = bars.Close.v.ToArray();
this.involume = this.bars.Volume.v.ToArray(); involume = bars.Volume.v.ToArray();
} }
///////////////////////////////////////// /////////////////////////////////////////
[Fact] [Fact]
public void ADD() public void ADD()
{ {
ADD_Series QL = new(this.bars.Open, this.bars.Close); ADD_Series QL = new(bars.Open, bars.Close);
Core.Add(this.inopen, this.inclose, 0, this.bars.Count - 1, this.TALIB, out int outBegIdx, out _); Core.Add(inopen, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
Assert.Equal(Math.Round(this.TALIB[this.TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero)); Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
} }
[Fact] [Fact]
public void SUB() public void SUB()
{ {
SUB_Series QL = new(this.bars.Open, this.bars.Close); SUB_Series QL = new(bars.Open, bars.Close);
Core.Sub(this.inopen, this.inclose, 0, this.bars.Count - 1, this.TALIB, out int outBegIdx, out _); Core.Sub(inopen, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
Assert.Equal(Math.Round(this.TALIB[this.TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero)); Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
} }
[Fact] [Fact]
public void MUL() public void MUL()
{ {
MUL_Series QL = new(this.bars.Open, this.bars.Close); MUL_Series QL = new(bars.Open, bars.Close);
Core.Mult(this.inopen, this.inclose, 0, this.bars.Count - 1, this.TALIB, out int outBegIdx, out _); Core.Mult(inopen, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
Assert.Equal(Math.Round(this.TALIB[this.TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero)); Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
} }
[Fact] [Fact]
public void DIV() public void DIV()
{ {
DIV_Series QL = new(this.bars.Open, this.bars.Close); DIV_Series QL = new(bars.Open, bars.Close);
Core.Div(this.inopen, this.inclose, 0, this.bars.Count - 1, this.TALIB, out int outBegIdx, out _); Core.Div(inopen, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
Assert.Equal(Math.Round(this.TALIB[this.TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero)); Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
} }
[Fact] [Fact]
public void SDEV() public void SDEV()
{ {
SDEV_Series QL = new(this.bars.Close, this.period, false); SDEV_Series QL = new(bars.Close, period, false);
Core.StdDev(this.inclose, 0, this.bars.Count - 1, this.TALIB, out int outBegIdx, out _, this.period); Core.StdDev(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
Assert.Equal(Math.Round(this.TALIB[this.TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero)); Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
} }
[Fact] [Fact]
public void SMA() public void SMA()
{ {
SMA_Series QL = new(this.bars.Close, this.period, false); SMA_Series QL = new(bars.Close, period, false);
Core.Sma(this.inclose, 0, this.bars.Count - 1, this.TALIB, out int outBegIdx, out _, this.period); Core.Sma(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
Assert.Equal(Math.Round(this.TALIB[this.TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero)); Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
} }
[Fact] [Fact]
public void TRIMA() public void TRIMA()
{ {
TRIMA_Series QL = new(this.bars.Close, this.period, false); TRIMA_Series QL = new(bars.Close, period, false);
Core.Trima(this.inclose, 0, this.bars.Count - 1, this.TALIB, out int outBegIdx, out _, this.period); Core.Trima(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
Assert.Equal(Math.Round(this.TALIB[this.TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero)); Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
} }
[Fact] [Fact]
public void EMA() public void EMA()
{ {
EMA_Series QL = new(this.bars.Close, this.period, false); EMA_Series QL = new(bars.Close, period, false);
Core.Ema(this.inclose, 0, this.bars.Count - 1, this.TALIB, out int outBegIdx, out _, this.period); Core.Ema(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
Assert.Equal(Math.Round(this.TALIB[this.TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero)); Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
} }
[Fact] [Fact]
public void WMA() public void WMA()
{ {
WMA_Series QL = new(this.bars.Close, this.period, false); WMA_Series QL = new(bars.Close, period, false);
Core.Wma(this.inclose, 0, this.bars.Count - 1, this.TALIB, out int outBegIdx, out _, this.period); Core.Wma(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
Assert.Equal(Math.Round(this.TALIB[this.TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
}
[Fact] Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
public void DEMA() }
{
DEMA_Series QL = new(this.bars.Close, this.period, false);
Core.Dema(this.inclose, 0, this.bars.Count - 1, this.TALIB, out int outBegIdx, out _, this.period);
Assert.Equal(Math.Round(this.TALIB[this.TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero)); [Fact]
} public void DEMA()
{
DEMA_Series QL = new(bars.Close, period, false);
Core.Dema(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
[Fact] Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
public void TEMA() }
{
TEMA_Series QL = new(this.bars.Close, this.period, false);
Core.Tema(this.inclose, 0, this.bars.Count - 1, this.TALIB, out int outBegIdx, out _, this.period);
Assert.Equal(Math.Round(this.TALIB[this.TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero)); [Fact]
} public void TEMA()
{
TEMA_Series QL = new(bars.Close, period, false);
Core.Tema(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
[Fact] Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
public void MAX() }
{
MAX_Series QL = new(this.bars.Close, this.period, false);
Core.Max(this.inclose, 0, this.bars.Count - 1, this.TALIB, out int outBegIdx, out _, this.period);
Assert.Equal(Math.Round(this.TALIB[this.TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero)); [Fact]
} public void MAX()
{
MAX_Series QL = new(bars.Close, period, false);
Core.Max(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
[Fact] Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
public void MIN() }
{
MIN_Series QL = new(this.bars.Close, this.period, false);
Core.Min(this.inclose, 0, this.bars.Count - 1, this.TALIB, out int outBegIdx, out _, this.period);
Assert.Equal(Math.Round(this.TALIB[this.TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero)); [Fact]
} public void MIN()
{
MIN_Series QL = new(bars.Close, period, false);
Core.Min(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
[Fact] Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
public void ADL() }
{
ADL_Series QL = new(this.bars, false);
Core.Ad(this.inhigh, this.inlow, this.inclose, this.involume, 0, this.bars.Count - 1, this.TALIB, out int outBegIdx, out _);
Assert.Equal(Math.Round(this.TALIB[this.TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero)); [Fact]
} public void ADL()
{
ADL_Series QL = new(bars, false);
Core.Ad(inhigh, inlow, inclose, involume, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
[Fact] Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
public void OBV() }
{
OBV_Series QL = new(this.bars, this.period, false);
Core.Obv(this.inclose, this.involume, 0, this.bars.Count - 1, this.TALIB, out int outBegIdx, out _);
Assert.Equal(Math.Round(this.TALIB[this.TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero)); [Fact]
} public void OBV()
{
OBV_Series QL = new(bars, period, false);
Core.Obv(inclose, involume, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
[Fact] Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
public void ADOSC() }
{
ADOSC_Series QL = new(this.bars, false);
Core.AdOsc(this.inhigh, this.inlow, this.inclose, this.involume, 0, this.bars.Count - 1, this.TALIB, out int outBegIdx, out _);
Assert.Equal(Math.Round(this.TALIB[this.TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero)); [Fact]
} public void ADOSC()
{
ADOSC_Series QL = new(bars, false);
Core.AdOsc(inhigh, inlow, inclose, involume, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
[Fact] Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
public void ATR() }
{
ATR_Series QL = new(this.bars, this.period, false);
Core.Atr(this.inhigh, this.inlow, this.inclose, 0, this.bars.Count - 1, this.TALIB, out int outBegIdx, out _, this.period);
Assert.Equal(Math.Round(this.TALIB[this.TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero)); [Fact]
} public void ATR()
{
ATR_Series QL = new(bars, period, false);
Core.Atr(inhigh, inlow, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
[Fact] Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
public void CCI() }
{
CCI_Series QL = new(this.bars, this.period, false);
Core.Cci(this.inhigh, this.inlow, this.inclose, 0, this.bars.Count - 1, this.TALIB, out int outBegIdx, out _, this.period);
Assert.Equal(Math.Round(this.TALIB[this.TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero)); [Fact]
} public void CCI()
{
CCI_Series QL = new(bars, period, false);
Core.Cci(inhigh, inlow, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
[Fact] Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
public void RSI() }
{
RSI_Series QL = new(this.bars.Close, this.period, false);
Core.Rsi(this.inclose, 0, this.bars.Count - 1, this.TALIB, out int outBegIdx, out _, this.period);
Assert.Equal(Math.Round(this.TALIB[this.TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero)); [Fact]
} public void RSI()
{
RSI_Series QL = new(bars.Close, period, false);
Core.Rsi(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
[Fact] Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
public void TR() }
{
TR_Series QL = new(this.bars, false);
Core.TRange(this.inhigh, this.inlow, this.inclose, 0, this.bars.Count - 1, this.TALIB, out int outBegIdx, out _);
Assert.Equal(Math.Round(this.TALIB[this.TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero)); [Fact]
} public void TR()
{
TR_Series QL = new(bars, false);
Core.TRange(inhigh, inlow, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
[Fact] Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
public void MACD() }
{
double[] macdSignal = new double[this.bars.Count];
double[] macdHist = new double[this.bars.Count];
MACD_Series QL = new(this.bars.Close, slow: 26, fast: 12, signal: 9, false);
Core.Macd(this.inclose, 0, this.bars.Count - 1, outMacd: this.TALIB, outMacdSignal: macdSignal, outMacdHist: macdHist, out int outBegIdx, out _);
Assert.Equal(Math.Round(this.TALIB[this.TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
Assert.Equal(Math.Round(macdSignal[macdSignal.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Signal.Last().v, 6, MidpointRounding.AwayFromZero));
}
[Fact] [Fact]
public void BBANDS() public void MACD()
{ {
double[] outMiddle = new double[this.bars.Count]; double[] macdSignal = new double[bars.Count];
double[] outUpper = new double[this.bars.Count]; double[] macdHist = new double[bars.Count];
double[] outLower = new double[this.bars.Count]; MACD_Series QL = new(bars.Close, slow: 26, fast: 12, signal: 9, false);
BBANDS_Series QL = new(this.bars.Close, period:26, multiplier:2.0, false); Core.Macd(inclose, 0, bars.Count - 1, outMacd: TALIB, outMacdSignal: macdSignal, outMacdHist: macdHist, out int outBegIdx, out _);
Core.Bbands(this.inclose, 0, this.bars.Count - 1, outRealUpperBand: outUpper, outRealMiddleBand: outMiddle, outRealLowerBand: outLower, out int outBegIdx, out _, optInTimePeriod:26, optInNbDevUp:2.0, optInNbDevDn:2.0); Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
Assert.Equal(Math.Round(outUpper[outUpper.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Upper.Last().v, 6, MidpointRounding.AwayFromZero)); Assert.Equal(Math.Round(macdSignal[macdSignal.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Signal.Last().v, 6, MidpointRounding.AwayFromZero));
Assert.Equal(Math.Round(outMiddle[outMiddle.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Mid.Last().v, 6, MidpointRounding.AwayFromZero)); }
Assert.Equal(Math.Round(outLower[outLower.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Lower.Last().v, 6, MidpointRounding.AwayFromZero));
}
[Fact] [Fact]
public void HL2() public void BBANDS()
{ {
TSeries QL = this.bars.HL2; double[] outMiddle = new double[bars.Count];
Core.MedPrice(this.inhigh, this.inlow, 0, this.bars.Count - 1, this.TALIB, out int outBegIdx, out _); double[] outUpper = new double[bars.Count];
double[] outLower = new double[bars.Count];
BBANDS_Series QL = new(bars.Close, period: 26, multiplier: 2.0, false);
Core.Bbands(inclose, 0, bars.Count - 1, outRealUpperBand: outUpper, outRealMiddleBand: outMiddle, outRealLowerBand: outLower, out int outBegIdx, out _, optInTimePeriod: 26, optInNbDevUp: 2.0, optInNbDevDn: 2.0);
Assert.Equal(Math.Round(outUpper[outUpper.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Upper.Last().v, 6, MidpointRounding.AwayFromZero));
Assert.Equal(Math.Round(outMiddle[outMiddle.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Mid.Last().v, 6, MidpointRounding.AwayFromZero));
Assert.Equal(Math.Round(outLower[outLower.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Lower.Last().v, 6, MidpointRounding.AwayFromZero));
}
Assert.Equal(Math.Round(this.TALIB[this.TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero)); [Fact]
} public void HL2()
{
TSeries QL = bars.HL2;
Core.MedPrice(inhigh, inlow, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
[Fact] Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
public void HLC3() }
{
TSeries QL = this.bars.HLC3;
Core.TypPrice(this.inhigh, this.inlow, this.inclose, 0, this.bars.Count - 1, this.TALIB, out int outBegIdx, out _);
Assert.Equal(Math.Round(this.TALIB[this.TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero)); [Fact]
} public void HLC3()
{
TSeries QL = bars.HLC3;
Core.TypPrice(inhigh, inlow, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
[Fact] Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
public void OHLC4() }
{
TSeries QL = this.bars.OHLC4;
Core.AvgPrice(this.inopen, this.inhigh, this.inlow, this.inclose, 0, this.bars.Count - 1, this.TALIB, out int outBegIdx, out _);
Assert.Equal(Math.Round(this.TALIB[this.TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero)); [Fact]
} public void OHLC4()
{
TSeries QL = bars.OHLC4;
Core.AvgPrice(inopen, inhigh, inlow, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
[Fact] Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
public void HLCC4() }
{
TSeries QL = this.bars.HLCC4;
Core.WclPrice( this.inhigh, this.inlow, this.inclose, 0, this.bars.Count - 1, this.TALIB, out int outBegIdx, out _);
Assert.Equal(Math.Round(this.TALIB[this.TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero)); [Fact]
} public void HLCC4()
{
TSeries QL = bars.HLCC4;
Core.WclPrice(inhigh, inlow, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
}
} }