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Update RSI_Series to check for period != 0 before calculating RSI

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This commit is contained in:
Miha Kralj
2023-04-27 22:30:13 -07:00
parent 3b71ac70c8
commit e1680e9d04
145 changed files with 4826 additions and 4207 deletions
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Tests/Basic tests/Indicators.cs
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using Xunit;
using System;
using QuanTAlib;
namespace Basics;
#nullable disable
public class Indicators
{
private static Type[] maSeriesTypes = new Type[]
{
typeof(SMA_Series),
typeof(EMA_Series),
typeof(DEMA_Series),
typeof(TEMA_Series),
typeof(WMA_Series),
typeof(ALMA_Series),
typeof(DWMA_Series),
typeof(FWMA_Series),
typeof(HMA_Series),
typeof(ZLEMA_Series),
typeof(RMA_Series),
typeof(HEMA_Series),
typeof(JMA_Series),
typeof(CUSUM_Series),
typeof(SMMA_Series),
typeof(T3_Series),
typeof(KAMA_Series),
typeof(TRIMA_Series),
};
[Theory]
[MemberData(nameof(MASeriesData))]
public void Name_exists(Type classType)
{
TSeries data = new("Data") {1,2,3};
var MA_Series = Activator.CreateInstance(classType, data, 5, false) as TSeries;
Assert.NotEmpty(MA_Series.Name);
}
[Theory]
[MemberData(nameof(MASeriesData))]
public void Series_Length(Type classType)
{
GBM_Feed feed = new(1000);
TSeries data = feed.OHLC4;
var MA_Series = Activator.CreateInstance(classType, data, 5, false) as TSeries;
Assert.Equal(1000, MA_Series.Count);
}
[Theory]
[MemberData(nameof(MASeriesData))]
public void Return_data(Type classType)
{
TSeries data = new() { 1, 2, 3, 4, 5, 6, 7, 8, 9, 10 };
var MA_Series = Activator.CreateInstance(classType, data, 5, false) as TSeries;
var result = MA_Series.Add(20);
Assert.Equal(result.v, MA_Series.Last.v);
}
[Theory]
[MemberData(nameof(MASeriesData))]
public void Update(Type classType)
{
TSeries data = new() { 1, 2, 3, 4, 5, 6, 7, 8, 9, 10 };
var MA_Series = Activator.CreateInstance(classType, data, 5, false) as TSeries;
var pre_update = MA_Series.Last.v;
double pre_data = data.Last.v;
data.Add(20, true);
data.Add(pre_data, true);
Assert.Equal(pre_update, MA_Series.Last.v);
Assert.Equal(data.Count, MA_Series.Count);
}
[Theory]
[MemberData(nameof(MASeriesData))]
public void Period_zero(Type classType)
{
GBM_Feed feed = new(100);
TSeries data = feed.OHLC4;
var MA_Series = Activator.CreateInstance(classType, data, 0, false) as TSeries;
Assert.Equal(data.Count, MA_Series.Count);
Assert.False(double.IsNaN(MA_Series.Last.v));
}
[Theory]
[MemberData(nameof(MASeriesData))]
public void Reset(Type classType)
{
GBM_Feed feed = new(10);
TSeries data = feed.OHLC4;
var MA_Series = Activator.CreateInstance(classType, data, 10, false) as TSeries;
MA_Series.Reset();
data.Add(0);
Assert.Equal(data.Last.v, MA_Series.Last.v);
}
[Theory]
[MemberData(nameof(MASeriesData))]
public void Period_one(Type classType)
{
GBM_Feed feed = new(100);
TSeries data = feed.OHLC4;
var MA_Series = Activator.CreateInstance(classType, data, 1, false) as TSeries;
Assert.InRange(MA_Series.Last.v - data.Last.v, -10e-6, 10e-6);
}
[Theory]
[MemberData(nameof(MASeriesData))]
public void NaN_test(Type classType)
{
GBM_Feed feed = new(100);
TSeries data = feed.OHLC4;
var MA_Series = Activator.CreateInstance(classType, data, 10, true) as TSeries;
Assert.True(double.IsNaN(MA_Series[0].v));
Assert.True(double.IsNaN(MA_Series[8].v));
Assert.False(double.IsNaN(MA_Series[9].v));
}
[Theory]
[MemberData(nameof(MASeriesData))]
public void Edge_numbers(Type classType)
{
TSeries data = new() { double.Epsilon, double.PositiveInfinity, double.MaxValue, double.NegativeInfinity };
var MA_Series = Activator.CreateInstance(classType, data, 10, true) as TSeries;
Assert.Equal(4, MA_Series.Count);
}
[Theory]
[MemberData(nameof(MASeriesData))]
public void handling_NaN(Type classType) {
TSeries data = new("Name") { 1, 2, 3, 4, 5, 6, double.NaN, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20 };
var MA_Series = Activator.CreateInstance(classType, data, 10, true) as TSeries;
Assert.False(double.IsNaN(MA_Series.Last.v));
}
public static IEnumerable<object[]> MASeriesData()
{
foreach (var type in maSeriesTypes)
{
yield return new object[] { type };
}
}
}
#nullable restore
Tests/Basic tests/Oscillators.cs
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using Xunit;
using System;
using System.Runtime.InteropServices;
using QuanTAlib;
namespace Basics;
#nullable disable
public class Oscillators
{
private static Type[] maSeriesTypes = new Type[]
{
typeof(BIAS_Series),
typeof(MAX_Series),
typeof(MIN_Series),
typeof(MIDPOINT_Series),
typeof(ZL_Series),
typeof(DECAY_Series),
typeof(ENTROPY_Series),
typeof(KURTOSIS_Series),
typeof(MAD_Series),
typeof(MAPE_Series),
typeof(MSE_Series),
typeof(SDEV_Series),
typeof(SMAPE_Series),
typeof(WMAPE_Series),
typeof(SSDEV_Series),
typeof(VAR_Series),
typeof(SVAR_Series),
typeof(MEDIAN_Series),
typeof(ZSCORE_Series),
typeof(CMO_Series),
typeof(RSI_Series),
typeof(TRIX_Series),
};
[Theory]
[MemberData(nameof(MASeriesData))]
public void Name_exists(Type classType)
{
TSeries data = new("Data") {1,2,3};
var MA_Series = Activator.CreateInstance(classType, data, 5, false) as TSeries;
Assert.NotEmpty(MA_Series.Name);
}
[Theory]
[MemberData(nameof(MASeriesData))]
public void Series_Length(Type classType)
{
GBM_Feed feed = new(1000);
TSeries data = feed.OHLC4;
var MA_Series = Activator.CreateInstance(classType, data, 5, false) as TSeries;
Assert.Equal(1000, MA_Series.Count);
}
[Theory]
[MemberData(nameof(MASeriesData))]
public void Return_data(Type classType)
{
TSeries data = new() { 1, 2, 3, 4, 5, 6, 7, 8, 9, 10 };
var MA_Series = Activator.CreateInstance(classType, data, 5, false) as TSeries;
var result = MA_Series.Add(20);
Assert.Equal(result.v, MA_Series.Last.v);
}
[Theory]
[MemberData(nameof(MASeriesData))]
public void Update(Type classType)
{
TSeries data = new() { 1, 2, 3, 4, 5, 6, 7, 8, 9, 10 };
var MA_Series = Activator.CreateInstance(classType, data, 5, false) as TSeries;
var pre_update = MA_Series.Last.v;
double pre_data = data.Last.v;
data.Add(20, true);
data.Add(pre_data, true);
Assert.Equal(pre_update, MA_Series.Last.v);
Assert.Equal(data.Count, MA_Series.Count);
}
[Theory]
[MemberData(nameof(MASeriesData))]
public void Period_zero(Type classType)
{
GBM_Feed feed = new(100);
TSeries data = feed.OHLC4;
var MA_Series = Activator.CreateInstance(classType, data, 0, false) as TSeries;
Assert.Equal(data.Count, MA_Series.Count);
Assert.False(double.IsNaN(MA_Series.Last.v));
}
[Theory]
[MemberData(nameof(MASeriesData))]
public void Reset(Type classType)
{
GBM_Feed feed = new(10);
TSeries data = feed.OHLC4;
var MA_Series = Activator.CreateInstance(classType, data, 10, false) as TSeries;
MA_Series.Reset();
data.Add(1);
Assert.False(double.IsNaN(MA_Series.Last.v));
}
[Theory]
[MemberData(nameof(MASeriesData))]
public void Period_one(Type classType)
{
GBM_Feed feed = new(100);
TSeries data = feed.OHLC4;
var MA_Series = Activator.CreateInstance(classType, data, 1, false) as TSeries;
Assert.False(double.IsNaN(MA_Series[^1].v));
}
[Theory]
[MemberData(nameof(MASeriesData))]
public void NaN_test(Type classType)
{
GBM_Feed feed = new(100);
TSeries data = feed.OHLC4;
var MA_Series = Activator.CreateInstance(classType, data, 10, true) as TSeries;
Assert.True(double.IsNaN(MA_Series[0].v));
Assert.True(double.IsNaN(MA_Series[8].v));
Assert.False(double.IsNaN(MA_Series[9].v));
}
[Theory]
[MemberData(nameof(MASeriesData))]
public void Edge_numbers(Type classType)
{
TSeries data = new() { double.Epsilon, double.PositiveInfinity, double.MaxValue, double.NegativeInfinity };
var MA_Series = Activator.CreateInstance(classType, data, 10, true) as TSeries;
Assert.Equal(4, MA_Series.Count);
}
[Theory]
[MemberData(nameof(MASeriesData))]
public void handling_NaN(Type classType) {
TSeries data = new("Name") { 1, 2, 3, 4, 5, 6, double.NaN, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20 };
var MA_Series = Activator.CreateInstance(classType, data, 10, true) as TSeries;
Assert.False(double.IsNaN(MA_Series.Last.v));
}
public static IEnumerable<object[]> MASeriesData()
{
foreach (var type in maSeriesTypes)
{
yield return new object[] { type };
}
}
}
#nullable restore
Tests/Basics/Abstract_Test.cs
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using Xunit;
using System;
using QuanTAlib;
namespace Basics;
public class Abstract_Test
{
[Fact]
public void Single_Add_variations()
{
TSeries s = new() { 1,2,3,4,5 };
SMA_Series a = new(s, 3)
{
{ (DateTime.Today, 10), true }
};
Assert.Equal(s.Length, a.Length);
a.Add(true);
Assert.Equal(s.Length, a.Length);
a.Add();
Assert.Equal(s.Length+1, a.Length);
}
}
Tests/Basics/TSeries_Test.cs
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using Xunit;
using System;
using QuanTAlib;
namespace Basics;
public class TSeries_Test
{
[Fact]
public void InsertingTuple()
{
TSeries s = new() { (t: DateTime.Today, v: double.Epsilon) };
Assert.Equal((DateTime.Today, double.Epsilon), s[^1]);
}
[Fact]
public void CastingTwoParameters()
{
TSeries s = new()
{
{ DateTime.Today, 0.0 }
};
Assert.Equal(0.0, s[s.Count - 1].v);
Assert.Equal(DateTime.Today, s[s.Count - 1].t);
}
[Fact]
public void CastingOneParameter()
{
TSeries s = new()
{
double.PositiveInfinity
};
Assert.Equal(double.PositiveInfinity, (double)s);
}
[Fact]
public void UpdatingValue()
{
TSeries s = new() { 1, 2, 3, 4, 5 };
s.Add(0.0, update: true);
Assert.Equal(0.0, (double)s);
Assert.Equal(5, s.Count);
}
[Fact]
public void ReflectingSeries()
{
TSeries s = new() { 1, 2, 3, 4, 5 };
TSeries t = s;
Assert.Equal(5, (double)t);
Assert.Equal(5, t.Count);
}
[Fact]
public void BroadcastingEvents()
{
TSeries s = new() { 1, 2, 3, 4, 5 };
TSeries t = new();
s.Pub += t.Sub;
s.Add(0.0, update: true);
Assert.Equal(0.0, (double)t);
}
}
Tests/MovingAvg/ALMA_Test.cs
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using Xunit;
using System;
using QuanTAlib;
namespace MovingAvg;
public class Update
{
[Fact]
public void Add_Test()
{
TSeries a = new() { Double.NaN, 0, 1, 2, 3, 4 };
ALMA_Series c = new(a, 4);
Assert.Equal(6, c.Count);
a.Add(5);
Assert.Equal(a.Count, c.Count);
a.Add(10, update: true);
Assert.Equal(a.Count, c.Count);
Assert.Equal(0, a[1].v);
}
[Fact]
public void Edge_Test()
{
TSeries a = new() { double.NaN, double.Epsilon, double.PositiveInfinity, double.MaxValue };
ALMA_Series c = new(a, 3);
Assert.Equal(a.Count, c.Count);
a.Add(double.NaN);
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
Tests/MovingAvg/BBANDS_Test.cs
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@@ -1,56 +0,0 @@
using Xunit;
using System;
using QuanTAlib;
namespace MovingAvg;
public class BBANDS_Test
{
[Fact]
public void Add_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
BBANDS_Series c = new(a, 4,2.5);
Assert.Equal(6, c.Count);
a.Add(5);
Assert.Equal(a.Count, c.Count);
Assert.Equal(a.Count, c.Mid.Count);
Assert.Equal(a.Count, c.Upper.Count);
Assert.Equal(a.Count, c.Lower.Count);
Assert.Equal(a.Count, c.PercentB.Count);
Assert.Equal(a.Count, c.Zscore.Count);
Assert.Equal(a.Count, c.Bandwidth.Count);
a.Add(0, update: true);
Assert.Equal(a.Count, c.Count);
Assert.Equal(a.Count, c.Mid.Count);
Assert.Equal(a.Count, c.Upper.Count);
Assert.Equal(a.Count, c.Lower.Count);
Assert.Equal(a.Count, c.PercentB.Count);
Assert.Equal(a.Count, c.Zscore.Count);
Assert.Equal(a.Count, c.Bandwidth.Count);
}
[Fact]
public void Edge_Test()
{
TSeries a = new() { double.NaN, double.Epsilon, double.PositiveInfinity, double.MaxValue };
BBANDS_Series c = new(a, 4, 2.5);
Assert.Equal(a.Count, c.Count);
a.Add(double.NaN);
Assert.Equal(a.Count, c.Count);
Assert.Equal(a.Count, c.Mid.Count);
Assert.Equal(a.Count, c.Upper.Count);
Assert.Equal(a.Count, c.Lower.Count);
Assert.Equal(a.Count, c.PercentB.Count);
Assert.Equal(a.Count, c.Zscore.Count);
Assert.Equal(a.Count, c.Bandwidth.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
Assert.Equal(a.Count, c.Mid.Count);
Assert.Equal(a.Count, c.Upper.Count);
Assert.Equal(a.Count, c.Lower.Count);
Assert.Equal(a.Count, c.PercentB.Count);
Assert.Equal(a.Count, c.Zscore.Count);
Assert.Equal(a.Count, c.Bandwidth.Count);
}
}
Tests/MovingAvg/DEMA_Test.cs
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using Xunit;
using System;
using QuanTAlib;
namespace MovingAvg;
public class DEMA_Test
{
[Fact]
public void Add_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
DEMA_Series c = new(a, 3);
Assert.Equal(6, c.Count);
a.Add(5);
Assert.Equal(a.Count, c.Count);
a.Add(0, update: true);
Assert.Equal(a.Count, c.Count);
}
[Fact]
public void Edge_Test()
{
TSeries a = new() { double.NaN, double.Epsilon, double.PositiveInfinity, double.MaxValue };
DEMA_Series c = new(a, 3);
Assert.Equal(a.Count, c.Count);
a.Add(double.NaN);
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
Tests/MovingAvg/DWMA_Test.cs
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using Xunit;
using System;
using QuanTAlib;
namespace MovingAvg;
public class DWMA_Test
{
[Fact]
public void Add_Test()
{
TSeries a = new() { Double.NaN, 0, 1, 2, 3, 4 };
DWMA_Series c = new(a, 3);
Assert.Equal(6, c.Count);
a.Add(5);
Assert.Equal(a.Count, c.Count);
a.Add(0, update: true);
Assert.Equal(a.Count, c.Count);
Assert.Equal(0, a[1].v);
}
[Fact]
public void Edge_Test()
{
TSeries a = new() { double.NaN, double.Epsilon, double.PositiveInfinity, double.MaxValue };
DWMA_Series c = new(a, 3);
Assert.Equal(a.Count, c.Count);
a.Add(double.NaN);
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
Tests/MovingAvg/EMA_Test.cs
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@@ -1,32 +0,0 @@
using Xunit;
using System;
using QuanTAlib;
namespace MovingAvg;
public class EMA_Test
{
[Fact]
public void Add_Test()
{
TSeries a = new() { Double.NaN, 0, 1, 2, 3, 4 };
EMA_Series c = new(a, 3);
Assert.Equal(6, c.Count);
a.Add(5);
Assert.Equal(a.Count, c.Count);
a.Add(0, update: true);
Assert.Equal(a.Count, c.Count);
Assert.Equal(0, a[1].v);
}
[Fact]
public void Edge_Test()
{
TSeries a = new() { double.NaN, double.Epsilon, double.PositiveInfinity, double.MaxValue };
EMA_Series c = new(a, 3);
Assert.Equal(a.Count, c.Count);
a.Add(double.NaN);
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
Tests/MovingAvg/FMA_Test.cs
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@@ -1,31 +0,0 @@
using Xunit;
using System;
using QuanTAlib;
namespace MovingAvg;
public class FMA_Test
{
[Fact]
public void Add_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
FMA_Series c = new(a, 3);
Assert.Equal(6, c.Count);
a.Add(5);
Assert.Equal(a.Count, c.Count);
a.Add(0, update: true);
Assert.Equal(a.Count, c.Count);
}
[Fact]
public void Edge_Test()
{
TSeries a = new() { double.NaN, double.Epsilon, double.PositiveInfinity, double.MaxValue };
FMA_Series c = new(a, 3);
Assert.Equal(a.Count, c.Count);
a.Add(double.NaN);
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
Tests/MovingAvg/HEMA_Test.cs
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@@ -1,31 +0,0 @@
using Xunit;
using System;
using QuanTAlib;
namespace MovingAvg;
public class HEMA_Test
{
[Fact]
public void Add_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
HEMA_Series c = new(a, 3);
Assert.Equal(6, c.Count);
a.Add(5);
Assert.Equal(a.Count, c.Count);
a.Add(0, update: true);
Assert.Equal(a.Count, c.Count);
}
[Fact]
public void Edge_Test()
{
TSeries a = new() { double.NaN, double.Epsilon, double.PositiveInfinity, double.MaxValue };
HEMA_Series c = new(a, 3);
Assert.Equal(a.Count, c.Count);
a.Add(double.NaN);
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
Tests/MovingAvg/HMA_Test.cs
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@@ -1,31 +0,0 @@
using Xunit;
using System;
using QuanTAlib;
namespace MovingAvg;
public class HMA_Test
{
[Fact]
public void Add_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
HMA_Series c = new(a, 3);
Assert.Equal(6, c.Count);
a.Add(5);
Assert.Equal(a.Count, c.Count);
a.Add(0, update: true);
Assert.Equal(a.Count, c.Count);
}
[Fact]
public void Edge_Test()
{
TSeries a = new() { double.NaN, double.Epsilon, double.PositiveInfinity, double.MaxValue };
HMA_Series c = new(a, 3);
Assert.Equal(a.Count, c.Count);
a.Add(double.NaN);
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
Tests/MovingAvg/JMA_Test.cs
-31
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@@ -1,31 +0,0 @@
using Xunit;
using System;
using QuanTAlib;
namespace MovingAvg;
public class JMA_Test
{
[Fact]
public void Add_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
JMA_Series c = new(a, 3);
Assert.Equal(6, c.Count);
a.Add(5);
Assert.Equal(a.Count, c.Count);
a.Add(0, update: true);
Assert.Equal(a.Count, c.Count);
}
[Fact]
public void Edge_Test()
{
TSeries a = new() { double.NaN, double.Epsilon, double.PositiveInfinity, double.MaxValue };
JMA_Series c = new(a, 3);
Assert.Equal(a.Count, c.Count);
a.Add(double.NaN);
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
Tests/MovingAvg/KAMA_Test.cs
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@@ -1,31 +0,0 @@
using Xunit;
using System;
using QuanTAlib;
namespace MovingAvg;
public class KAMA_Test
{
[Fact]
public void Add_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
KAMA_Series c = new(a, 3);
Assert.Equal(6, c.Count);
a.Add(5);
Assert.Equal(a.Count, c.Count);
a.Add(0, update: true);
Assert.Equal(a.Count, c.Count);
}
[Fact]
public void Edge_Test()
{
TSeries a = new() { double.NaN, double.Epsilon, double.PositiveInfinity, double.MaxValue };
KAMA_Series c = new(a, 3);
Assert.Equal(a.Count, c.Count);
a.Add(double.NaN);
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
Tests/MovingAvg/MACD_Test.cs
-31
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using Xunit;
using System;
using QuanTAlib;
namespace MovingAvg;
public class MACD_Test
{
[Fact]
public void Add_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
MACD_Series c = new(a, 26,12,9);
Assert.Equal(6, c.Count);
a.Add(5);
Assert.Equal(a.Count, c.Count);
a.Add(0, update: true);
Assert.Equal(a.Count, c.Count);
}
[Fact]
public void Edge_Test()
{
TSeries a = new() { double.NaN, double.Epsilon, double.PositiveInfinity, double.MaxValue };
MACD_Series c = new(a, 26,12,9);
Assert.Equal(a.Count, c.Count);
a.Add(double.NaN);
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
Tests/MovingAvg/RMA_Test.cs
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using Xunit;
using System;
using QuanTAlib;
namespace MovingAvg;
public class RMA_Test
{
[Fact]
public void Add_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
RMA_Series c = new(a, 3);
Assert.Equal(6, c.Count);
a.Add(5);
Assert.Equal(a.Count, c.Count);
a.Add(0, update: true);
Assert.Equal(a.Count, c.Count);
}
[Fact]
public void Edge_Test()
{
TSeries a = new() { double.NaN, double.Epsilon, double.PositiveInfinity, double.MaxValue };
RMA_Series c = new(a, 3);
Assert.Equal(a.Count, c.Count);
a.Add(double.NaN);
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
Tests/MovingAvg/RSI_Test.cs
-31
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@@ -1,31 +0,0 @@
using Xunit;
using System;
using QuanTAlib;
namespace MovingAvg;
public class RSI_Test
{
[Fact]
public void Add_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
RSI_Series c = new(a, 3);
Assert.Equal(6, c.Count);
a.Add(5);
Assert.Equal(a.Count, c.Count);
a.Add(0, update: true);
Assert.Equal(a.Count, c.Count);
}
[Fact]
public void Edge_Test()
{
TSeries a = new() { double.NaN, double.Epsilon, double.PositiveInfinity, double.MaxValue };
RSI_Series c = new(a, 3);
Assert.Equal(a.Count, c.Count);
a.Add(double.NaN);
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
Tests/MovingAvg/SMA_Test.cs
-31
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@@ -1,31 +0,0 @@
using Xunit;
using System;
using QuanTAlib;
namespace MovingAvg;
public class SMA_Test
{
[Fact]
public void Add_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
SMA_Series c = new(a, 3);
Assert.Equal(6, c.Count);
a.Add(5);
Assert.Equal(a.Count, c.Count);
a.Add(0, update: true);
Assert.Equal(a.Count, c.Count);
}
[Fact]
public void Edge_Test()
{
TSeries a = new() { double.NaN, double.Epsilon, double.PositiveInfinity, double.MaxValue };
SMA_Series c = new(a, 3);
Assert.Equal(a.Count, c.Count);
a.Add(double.NaN);
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
Tests/MovingAvg/SMMA_Test.cs
-31
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@@ -1,31 +0,0 @@
using Xunit;
using System;
using QuanTAlib;
namespace MovingAvg;
public class SMMA_Test
{
[Fact]
public void Add_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
SMMA_Series c = new(a, 3);
Assert.Equal(6, c.Count);
a.Add(5);
Assert.Equal(a.Count, c.Count);
a.Add(0, update: true);
Assert.Equal(a.Count, c.Count);
}
[Fact]
public void Edge_Test()
{
TSeries a = new() { double.NaN, double.Epsilon, double.PositiveInfinity, double.MaxValue };
SMMA_Series c = new(a, 3);
Assert.Equal(a.Count, c.Count);
a.Add(double.NaN);
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
Tests/MovingAvg/TEMA_Test.cs
-31
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@@ -1,31 +0,0 @@
using Xunit;
using System;
using QuanTAlib;
namespace MovingAvg;
public class TEMA_Test
{
[Fact]
public void Add_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
TEMA_Series c = new(a, 3);
Assert.Equal(6, c.Count);
a.Add(5);
Assert.Equal(a.Count, c.Count);
a.Add(0, update: true);
Assert.Equal(a.Count, c.Count);
}
[Fact]
public void Edge_Test()
{
TSeries a = new() { double.NaN, double.Epsilon, double.PositiveInfinity, double.MaxValue };
TEMA_Series c = new(a, 3);
Assert.Equal(a.Count, c.Count);
a.Add(double.NaN);
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
Tests/MovingAvg/WMA_Test.cs
-31
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@@ -1,31 +0,0 @@
using Xunit;
using System;
using QuanTAlib;
namespace MovingAvg;
public class WMA_Test
{
[Fact]
public void Add_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
WMA_Series c = new(a, 3);
Assert.Equal(6, c.Count);
a.Add(5);
Assert.Equal(a.Count, c.Count);
a.Add(0, update: true);
Assert.Equal(a.Count, c.Count);
}
[Fact]
public void Edge_Test()
{
TSeries a = new() { double.NaN, double.Epsilon, double.PositiveInfinity, double.MaxValue };
WMA_Series c = new(a, 3);
Assert.Equal(a.Count, c.Count);
a.Add(double.NaN);
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
Tests/MovingAvg/ZLEMA_Test.cs
-31
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@@ -1,31 +0,0 @@
using Xunit;
using System;
using QuanTAlib;
namespace MovingAvg;
public class ZLEMA_Test
{
[Fact]
public void Add_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
ZLEMA_Series c = new(a, 3);
Assert.Equal(6, c.Count);
a.Add(5);
Assert.Equal(a.Count, c.Count);
a.Add(0, update: true);
Assert.Equal(a.Count, c.Count);
}
[Fact]
public void Edge_Test()
{
TSeries a = new() { double.NaN, double.Epsilon, double.PositiveInfinity, double.MaxValue };
ZLEMA_Series c = new(a, 3);
Assert.Equal(a.Count, c.Count);
a.Add(double.NaN);
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
Tests/Basics/ADD_Test.cs → Tests/Pairs/ADD_Test.cs
+1 -1
View File
@@ -2,7 +2,7 @@ using Xunit;
using System;
using QuanTAlib;
namespace Basics;
namespace Pairs;
public class ADD_Test
{
[Fact]
Tests/Basics/DIV_Test.cs → Tests/Pairs/DIV_Test.cs
+1 -1
View File
@@ -2,7 +2,7 @@ using Xunit;
using System;
using QuanTAlib;
namespace Basics;
namespace Pairs;
public class DIV_Test
{
[Fact]
Tests/Basics/MUL_Test.cs → Tests/Pairs/MUL_Test.cs
+1 -1
View File
@@ -2,7 +2,7 @@ using Xunit;
using System;
using QuanTAlib;
namespace Basics;
namespace Pairs;
public class MUL_Test
{
[Fact]
Tests/Basics/SUB_Test.cs → Tests/Pairs/SUB_Test.cs
+1 -1
View File
@@ -2,7 +2,7 @@ using Xunit;
using System;
using QuanTAlib;
namespace Basics;
namespace Pairs;
public class SUB_Test
{
[Fact]
Tests/Basics/TBars_Test.cs → Tests/Pairs/TBars_Test.cs
+112 -112
View File
@@ -1,112 +1,112 @@
using Xunit;
using System;
using QuanTAlib;
namespace Basics;
public class TBars_Test
{
[Fact]
public void InsertingTuple()
{
TBars s = new() { (t: DateTime.Today, o: double.Epsilon, h: double.NaN, l: Double.MaxValue, c: Double.NegativeInfinity, v: Double.PositiveInfinity) };
var tup = (t: DateTime.Today, o: double.Epsilon, h: double.NaN, l: Double.MaxValue,
c: Double.NegativeInfinity, v: Double.PositiveInfinity);
Assert.Equal(tup, s[^1]);
}
[Fact]
public void Casting_Parameters()
{
TBars s = new()
{
{ DateTime.Today, 0.1, 1.1, 2.1, 3.1, 4.1, false }
};
Assert.Equal(0.1, s[^1].o);
Assert.Equal(1.1, s[^1].h);
Assert.Equal(2.1, s[^1].l);
Assert.Equal(3.1, s[^1].c);
Assert.Equal(4.1, s[^1].v);
Assert.Equal(DateTime.Today, s[^1].t);
Assert.Single(s);
}
[Fact]
public void Updating_Value()
{
TBars s = new()
{
{ DateTime.Today, 0.1, 1.1, 2.1, 3.1, 4.1 }
};
s.Add(DateTime.Today, 1.0, 1.0, 1.0, 1.0, 1.0, update: false);
s.Add(DateTime.Today, 0.0, 0.0, 0.0, 0.0, 0.0, update: true);
Assert.Equal(0.0, s[^1].o);
Assert.Equal(0.0, s[^1].h);
Assert.Equal(0.0, s[^1].l);
Assert.Equal(0.0, s[^1].c);
Assert.Equal(0.0, s[^1].v);
Assert.Equal(2, s.Count);
}
[Fact]
public void Extracting_TSeries()
{
TBars s = new()
{
{ DateTime.Today, 0.1, 1.1, 2.1, 3.1, 4.1 },
{ DateTime.Today, 2.1, 3.1, 4.1, 5.1, 6.1 }
};
TSeries t = s.Open;
Assert.Equal(t.t, s.Open.t);
Assert.Equal(t.v, s.Open.v);
t = s.High;
Assert.Equal(t.t, s.High.t);
Assert.Equal(t.v, s.High.v);
t = s.Low;
Assert.Equal(t.t, s.Low.t);
Assert.Equal(t.v, s.Low.v);
t = s.Close;
Assert.Equal(t.t, s.Close.t);
Assert.Equal(t.v, s.Close.v);
t = s.Volume;
Assert.Equal(t.t, s.Volume.t);
Assert.Equal(t.v, s.Volume.v);
t = s.HL2;
Assert.Equal(t.t, s.HL2.t);
Assert.Equal(t.v, s.HL2.v);
t = s.OC2;
Assert.Equal(t.t, s.OC2.t);
Assert.Equal(t.v, s.OC2.v);
t = s.OHL3;
Assert.Equal(t.t, s.OHL3.t);
Assert.Equal(t.v, s.OHL3.v);
t = s.HLC3;
Assert.Equal(t.t, s.HLC3.t);
Assert.Equal(t.v, s.HLC3.v);
t = s.OHLC4;
Assert.Equal(t.t, s.OHLC4.t);
Assert.Equal(t.v, s.OHLC4.v);
t = s.HLCC4;
Assert.Equal(t.t, s.HLCC4.t);
Assert.Equal(t.v, s.HLCC4.v);
}
[Fact]
public void Broadcasting_Events()
{
TBars s = new() { (DateTime.Today, 2.1, 3.1, 4.1, 5.1, 6.1) };
TSeries t = new();
s.Close.Pub += t.Sub;
s.Add(DateTime.Today, 0.1, 1.1, 2.1, 3.1, 4.1, false);
Assert.Equal(s.Close.v, t.v);
Assert.Equal(s.Close.Count, t.Count);
}
}
using Xunit;
using System;
using QuanTAlib;
namespace Bars;
public class TBars_Test
{
[Fact]
public void InsertingTuple()
{
TBars s = new() { (t: DateTime.Today, o: double.Epsilon, h: double.NaN, l: Double.MaxValue, c: Double.NegativeInfinity, v: Double.PositiveInfinity) };
var tup = (t: DateTime.Today, o: double.Epsilon, h: double.NaN, l: Double.MaxValue,
c: Double.NegativeInfinity, v: Double.PositiveInfinity);
Assert.Equal(tup, s[^1]);
}
[Fact]
public void Casting_Parameters()
{
TBars s = new()
{
{ DateTime.Today, 0.1, 1.1, 2.1, 3.1, 4.1, false }
};
Assert.Equal(0.1, s[^1].o);
Assert.Equal(1.1, s[^1].h);
Assert.Equal(2.1, s[^1].l);
Assert.Equal(3.1, s[^1].c);
Assert.Equal(4.1, s[^1].v);
Assert.Equal(DateTime.Today, s[^1].t);
Assert.Single(s);
}
[Fact]
public void Updating_Value()
{
TBars s = new()
{
{ DateTime.Today, 0.1, 1.1, 2.1, 3.1, 4.1 }
};
s.Add(DateTime.Today, 1.0, 1.0, 1.0, 1.0, 1.0, update: false);
s.Add(DateTime.Today, 0.0, 0.0, 0.0, 0.0, 0.0, update: true);
Assert.Equal(0.0, s[^1].o);
Assert.Equal(0.0, s[^1].h);
Assert.Equal(0.0, s[^1].l);
Assert.Equal(0.0, s[^1].c);
Assert.Equal(0.0, s[^1].v);
Assert.Equal(2, s.Count);
}
[Fact]
public void Extracting_TSeries()
{
TBars s = new()
{
{ DateTime.Today, 0.1, 1.1, 2.1, 3.1, 4.1 },
{ DateTime.Today, 2.1, 3.1, 4.1, 5.1, 6.1 }
};
TSeries t = s.Open;
Assert.Equal(t.t, s.Open.t);
Assert.Equal(t.v, s.Open.v);
t = s.High;
Assert.Equal(t.t, s.High.t);
Assert.Equal(t.v, s.High.v);
t = s.Low;
Assert.Equal(t.t, s.Low.t);
Assert.Equal(t.v, s.Low.v);
t = s.Close;
Assert.Equal(t.t, s.Close.t);
Assert.Equal(t.v, s.Close.v);
t = s.Volume;
Assert.Equal(t.t, s.Volume.t);
Assert.Equal(t.v, s.Volume.v);
t = s.HL2;
Assert.Equal(t.t, s.HL2.t);
Assert.Equal(t.v, s.HL2.v);
t = s.OC2;
Assert.Equal(t.t, s.OC2.t);
Assert.Equal(t.v, s.OC2.v);
t = s.OHL3;
Assert.Equal(t.t, s.OHL3.t);
Assert.Equal(t.v, s.OHL3.v);
t = s.HLC3;
Assert.Equal(t.t, s.HLC3.t);
Assert.Equal(t.v, s.HLC3.v);
t = s.OHLC4;
Assert.Equal(t.t, s.OHLC4.t);
Assert.Equal(t.v, s.OHLC4.v);
t = s.HLCC4;
Assert.Equal(t.t, s.HLCC4.t);
Assert.Equal(t.v, s.HLCC4.v);
}
[Fact]
public void Broadcasting_Events()
{
TBars s = new() { (DateTime.Today, 2.1, 3.1, 4.1, 5.1, 6.1) };
TSeries t = new();
s.Close.Pub += t.Sub;
s.Add(DateTime.Today, 0.1, 1.1, 2.1, 3.1, 4.1, false);
Assert.Equal(s.Close.v, t.v);
Assert.Equal(s.Close.Count, t.Count);
}
}
Tests/Series/Update.cs
-545
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@@ -1,545 +0,0 @@
using Xunit;
using System;
using QuanTAlib;
using Skender.Stock.Indicators;
namespace Series;
public class Update {
private readonly GBM_Feed bars;
private readonly Random rnd = new();
private readonly int period;
public Update() {
bars = new(Bars: 5000, Volatility: 0.8, Drift: 0.0);
period = rnd.Next(28) + 3;
}
[Fact] public void ADL() {
ADL_Series QL = new(bars);
var lastData = bars.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0, 0, 0, 0, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void ADOSC() {
ADOSC_Series QL = new(bars);
var lastData = bars.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0, 0, 0, 0, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void ALMA() {
ALMA_Series QL = new(source: bars.Close, period: period);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void ATR() {
ATR_Series QL = new(bars, period: period);
var lastData = bars.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0, 0, 0, 0, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void ATRP() {
ATRP_Series QL = new(bars, period: period);
var lastData = bars.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0, 0, 0, 0, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void BBANDS() {
BBANDS_Series QL = new(source: bars.Close, period: period);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void BIAS() {
BIAS_Series QL = new(source: bars.Close, period: period);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void CCI() {
CCI_Series QL = new(bars, period: period);
var lastData = bars.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0, 0, 0, 0, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void CORR() {
CORR_Series QL = new(d1: bars.High, d2: bars.Low, period: period);
var lastData = bars.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), (DateTime.Today, 0), update: true);
QL.Add((lastData.t, lastData.h), (lastData.t, lastData.l), update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void COVAR() {
COVAR_Series QL = new(d1: bars.High, d2: bars.Low, period);
var lastData = bars.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), (DateTime.Today, 0), update: true);
QL.Add((lastData.t, lastData.h), (lastData.t, lastData.l), update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact]
public void DECAY() {
DECAY_Series QL = new(source: bars.Close, period: period);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void DEMA() {
DEMA_Series QL = new(source: bars.Close, period: period);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact]
public void DWMA() {
DWMA_Series QL = new(source: bars.Close, period);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void ENTROPY() {
ENTROPY_Series QL = new(source: bars.Close, period: period);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void EMA() {
EMA_Series QL = new(source: bars.Close, period: period);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact]
public void FMA() {
FMA_Series QL = new(source: bars.Close, period: period);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void HEMA() {
HEMA_Series QL = new(source: bars.Close, period: period);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void HMA() {
HMA_Series QL = new(source: bars.Close, period: period);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact]
public void HWMA() {
HWMA_Series QL = new(source: bars.Close);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void JMA() {
JMA_Series QL = new(source: bars.Close, period: period);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void KAMA() {
KAMA_Series QL = new(source: bars.Close, period: period);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void KURTOSIS() {
KURTOSIS_Series QL = new(source: bars.Close, period: period);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void LINREG() {
LINREG_Series QL = new(source: bars.Close, period: period);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void MACD() {
MACD_Series QL = new(source: bars.Close);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
var lastC1 = QL.Signal.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
Assert.Equal(lastC1, QL.Signal.Last()); // same data
}
[Fact] public void MAD() {
MAD_Series QL = new(source: bars.Close, period);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void MAMA() {
MAMA_Series QL = new(source: bars.Close);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
var lastC1 = QL.Fama.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
Assert.Equal(lastC1, QL.Fama.Last()); // same data
}
[Fact] public void MAPE() {
MAPE_Series QL = new(source: bars.Close, period);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void MAX() {
MAX_Series QL = new(source: bars.Close, period: period);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void MEDIAN() {
MEDIAN_Series QL = new(source: bars.Close, period: period);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void MIDPOINT() {
MIDPOINT_Series QL = new(source: bars.Close, period: period);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void MIDPRICE() {
MIDPRICE_Series QL = new(bars, period: period);
var lastData = bars.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0, 0, 0, 0, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void MIN() {
MAX_Series QL = new(source: bars.Close, period: period);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void MSE() {
MSE_Series QL = new(source: bars.Close, period);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void OBV() {
OBV_Series QL = new(bars, period: period);
var lastData = bars.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0, 0, 0, 0, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void RSI() {
RSI_Series QL = new(source: bars.Close, period);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void RMA() {
RMA_Series QL = new(source: bars.Close, period);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void SDEV() {
SDEV_Series QL = new(source: bars.Close, period);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void SMA() {
SMA_Series QL = new(source: bars.Close, period);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void SMAPE() {
SMAPE_Series QL = new(source: bars.Close, period);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void SMMA() {
SMMA_Series QL = new(source: bars.Close, period);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void SSDEV() {
SSDEV_Series QL = new(source: bars.Close, period);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void SUM() {
SUM_Series QL = new(source: bars.Close, period: period);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void SVAR() {
SVAR_Series QL = new(source: bars.Close, period);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void T3() {
SMA_Series QL = new(source: bars.Close, period);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void TEMA() {
TEMA_Series QL = new(source: bars.Close, period);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void TR() {
TR_Series QL = new(bars);
var lastData = bars.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0, 0, 0, 0, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void TRIMA() {
TRIMA_Series QL = new(source: bars.Close, period);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void VAR() {
VAR_Series QL = new(source: bars.Close, period);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void WMA() {
WMA_Series QL = new(source: bars.Close, period);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void WMAPE() {
WMAPE_Series QL = new(source: bars.Close, period);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void ZLEMA() {
ZLEMA_Series QL = new(source: bars.Close, period);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
[Fact] public void ZSCORE() {
ZSCORE_Series QL = new(source: bars.Close, period);
var lastData = bars.Close.Last();
var lastCalc = QL.Last();
int lastLen = QL.Count;
QL.Add((DateTime.Today, 0), update: true);
QL.Add(lastData, update: true);
Assert.Equal(lastLen, QL.Count); // same size
Assert.Equal(lastCalc, QL.Last()); // same data
}
}
Tests/Statistics/BIAS_Test.cs
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using Xunit;
using System;
using QuanTAlib;
namespace Statistics;
public class BIAS_Test
{
[Fact]
public void Add_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
BIAS_Series c = new(a, 3);
Assert.Equal(6, c.Count);
a.Add(5);
Assert.Equal(a.Count, c.Count);
a.Add(0, update: true);
Assert.Equal(a.Count, c.Count);
}
[Fact]
public void Edge_Test()
{
TSeries a = new() { double.NaN, double.Epsilon, double.PositiveInfinity, double.MaxValue };
BIAS_Series c = new(a, 3);
Assert.Equal(a.Count, c.Count);
a.Add(double.NaN);
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
Tests/Statistics/ENTP_Test.cs
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using Xunit;
using System;
using QuanTAlib;
namespace Statistics;
public class KURTOSIS_Test
{
[Fact]
public void Add_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
KURTOSIS_Series c = new(a, 3);
Assert.Equal(6, c.Count);
a.Add(5);
Assert.Equal(a.Count, c.Count);
a.Add(0, update: true);
Assert.Equal(a.Count, c.Count);
}
[Fact]
public void Edge_Test()
{
TSeries a = new() { double.NaN, double.Epsilon, double.PositiveInfinity, double.MaxValue };
KURTOSIS_Series c = new(a, 3);
Assert.Equal(a.Count, c.Count);
a.Add(double.NaN);
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
Tests/Statistics/KURT_Test.cs
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using Xunit;
using System;
using QuanTAlib;
namespace Statistics;
public class ENTP_Test
{
[Fact]
public void Add_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
ENTROPY_Series c = new(a, 3);
Assert.Equal(6, c.Count);
a.Add(5);
Assert.Equal(a.Count, c.Count);
a.Add(0, update: true);
Assert.Equal(a.Count, c.Count);
}
[Fact]
public void Edge_Test()
{
TSeries a = new() { double.NaN, double.Epsilon, double.PositiveInfinity, double.MaxValue };
ENTROPY_Series c = new(a, 3);
Assert.Equal(a.Count, c.Count);
a.Add(double.NaN);
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
Tests/Statistics/LINREG_Test.cs
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using Xunit;
using System;
using QuanTAlib;
namespace Statistics;
public class LINREG_Test
{
[Fact]
public void Add_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
LINREG_Series c = new(a, 3);
Assert.Equal(6, c.Count);
a.Add(5);
Assert.Equal(a.Count, c.Count);
a.Add(0, update: true);
Assert.Equal(a.Count, c.Count);
}
[Fact]
public void Edge_Test()
{
TSeries a = new() { double.NaN, double.Epsilon, double.PositiveInfinity, double.MaxValue };
LINREG_Series c = new(a, 3);
Assert.Equal(a.Count, c.Count);
a.Add(double.NaN);
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
Tests/Statistics/MAD_Test.cs
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using Xunit;
using System;
using QuanTAlib;
namespace Statistics;
public class MAD_Test
{
[Fact]
public void Add_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
MAD_Series c = new(a, 3);
Assert.Equal(6, c.Count);
a.Add(5);
Assert.Equal(a.Count, c.Count);
a.Add(0, update: true);
Assert.Equal(a.Count, c.Count);
}
[Fact]
public void Edge_Test()
{
TSeries a = new() { double.NaN, double.Epsilon, double.PositiveInfinity, double.MaxValue };
MAD_Series c = new(a, 3);
Assert.Equal(a.Count, c.Count);
a.Add(double.NaN);
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
Tests/Statistics/MAPE_Test.cs
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using Xunit;
using System;
using QuanTAlib;
namespace Statistics;
public class MAPE_Test
{
[Fact]
public void Add_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
MAPE_Series c = new(a, 3);
Assert.Equal(6, c.Count);
a.Add(5);
Assert.Equal(a.Count, c.Count);
a.Add(0, update: true);
Assert.Equal(a.Count, c.Count);
}
[Fact]
public void Edge_Test()
{
TSeries a = new() { double.NaN, double.Epsilon, double.PositiveInfinity, double.MaxValue };
MAPE_Series c = new(a, 3);
Assert.Equal(a.Count, c.Count);
a.Add(double.NaN);
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
Tests/Statistics/MAX_Test.cs
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using Xunit;
using System;
using QuanTAlib;
namespace Statistics;
public class MAX_Test
{
[Fact]
public void Add_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
MAX_Series c = new(a, 3);
Assert.Equal(6, c.Count);
a.Add(5);
Assert.Equal(a.Count, c.Count);
a.Add(0, update: true);
Assert.Equal(a.Count, c.Count);
}
[Fact]
public void Edge_Test()
{
TSeries a = new() { double.NaN, double.Epsilon, double.PositiveInfinity, double.MaxValue };
MAX_Series c = new(a, 3);
Assert.Equal(a.Count, c.Count);
a.Add(double.NaN);
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
Tests/Statistics/MED_Test.cs
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using Xunit;
using System;
using QuanTAlib;
namespace Statistics;
public class MED_Test
{
[Fact]
public void Add_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
MEDIAN_Series c = new(a, 3);
Assert.Equal(6, c.Count);
a.Add(5);
Assert.Equal(a.Count, c.Count);
a.Add(0, update: true);
Assert.Equal(a.Count, c.Count);
}
[Fact]
public void Edge_Test()
{
TSeries a = new() { double.NaN, double.Epsilon, double.PositiveInfinity, double.MaxValue };
MEDIAN_Series c = new(a, 3);
Assert.Equal(a.Count, c.Count);
a.Add(double.NaN);
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
Tests/Statistics/MIN_Test.cs
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using Xunit;
using System;
using QuanTAlib;
namespace Statistics;
public class MIN_Test
{
[Fact]
public void Add_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
MIN_Series c = new(a, 3);
Assert.Equal(6, c.Count);
a.Add(5);
Assert.Equal(a.Count, c.Count);
a.Add(0, update: true);
Assert.Equal(a.Count, c.Count);
}
[Fact]
public void Edge_Test()
{
TSeries a = new() { double.NaN, double.Epsilon, double.PositiveInfinity, double.MaxValue };
MIN_Series c = new(a, 3);
Assert.Equal(a.Count, c.Count);
a.Add(double.NaN);
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
Tests/Statistics/MSE_Test.cs
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using Xunit;
using System;
using QuanTAlib;
namespace Statistics;
public class MSE_Test
{
[Fact]
public void Add_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
MSE_Series c = new(a, 3);
Assert.Equal(6, c.Count);
a.Add(5);
Assert.Equal(a.Count, c.Count);
a.Add(0, update: true);
Assert.Equal(a.Count, c.Count);
}
[Fact]
public void Edge_Test()
{
TSeries a = new() { double.NaN, double.Epsilon, double.PositiveInfinity, double.MaxValue };
MSE_Series c = new(a, 3);
Assert.Equal(a.Count, c.Count);
a.Add(double.NaN);
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
Tests/Statistics/PSDEV_Test.cs
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using Xunit;
using System;
using QuanTAlib;
namespace Statistics;
public class PSDEV_Test
{
[Fact]
public void Add_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
SDEV_Series c = new(a, 3);
Assert.Equal(6, c.Count);
a.Add(5);
Assert.Equal(a.Count, c.Count);
a.Add(0, update: true);
Assert.Equal(a.Count, c.Count);
}
[Fact]
public void Edge_Test()
{
TSeries a = new() { double.NaN, double.Epsilon, double.PositiveInfinity, double.MaxValue };
SDEV_Series c = new(a, 3);
Assert.Equal(a.Count, c.Count);
a.Add(double.NaN);
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
Tests/Statistics/PVAR_Test .cs
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using Xunit;
using System;
using QuanTAlib;
namespace Statistics;
public class PVAR_Test
{
[Fact]
public void Add_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
SVAR_Series c = new(a, 3);
Assert.Equal(6, c.Count);
a.Add(5);
Assert.Equal(a.Count, c.Count);
a.Add(0, update: true);
Assert.Equal(a.Count, c.Count);
}
[Fact]
public void Edge_Test()
{
TSeries a = new() { double.NaN, double.Epsilon, double.PositiveInfinity, double.MaxValue };
SVAR_Series c = new(a, 3);
Assert.Equal(a.Count, c.Count);
a.Add(double.NaN);
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
Tests/Statistics/SDEV_Test .cs
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using Xunit;
using System;
using QuanTAlib;
namespace Statistics;
public class SDEV_Test
{
[Fact]
public void Add_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
SSDEV_Series c = new(a, 3);
Assert.Equal(6, c.Count);
a.Add(5);
Assert.Equal(a.Count, c.Count);
a.Add(0, update: true);
Assert.Equal(a.Count, c.Count);
}
[Fact]
public void Edge_Test()
{
TSeries a = new() { double.NaN, double.Epsilon, double.PositiveInfinity, double.MaxValue };
SSDEV_Series c = new(a, 3);
Assert.Equal(a.Count, c.Count);
a.Add(double.NaN);
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
Tests/Statistics/SMAPE_Test.cs
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using Xunit;
using System;
using QuanTAlib;
namespace Statistics;
public class SMAPE_Test
{
[Fact]
public void Add_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
SMAPE_Series c = new(a, 3);
Assert.Equal(6, c.Count);
a.Add(5);
Assert.Equal(a.Count, c.Count);
a.Add(0, update: true);
Assert.Equal(a.Count, c.Count);
}
[Fact]
public void Edge_Test()
{
TSeries a = new() { double.NaN, double.Epsilon, double.PositiveInfinity, double.MaxValue };
SMAPE_Series c = new(a, 3);
Assert.Equal(a.Count, c.Count);
a.Add(double.NaN);
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
Tests/Statistics/VAR_Test.cs
-31
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@@ -1,31 +0,0 @@
using Xunit;
using System;
using QuanTAlib;
namespace Statistics;
public class VAR_Test
{
[Fact]
public void Add_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
SVAR_Series c = new(a, 3);
Assert.Equal(6, c.Count);
a.Add(5);
Assert.Equal(a.Count, c.Count);
a.Add(0, update: true);
Assert.Equal(a.Count, c.Count);
}
[Fact]
public void Edge_Test()
{
TSeries a = new() { double.NaN, double.Epsilon, double.PositiveInfinity, double.MaxValue };
SVAR_Series c = new(a, 3);
Assert.Equal(a.Count, c.Count);
a.Add(double.NaN);
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
Tests/Statistics/WMAPE_Test.cs
-31
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@@ -1,31 +0,0 @@
using Xunit;
using System;
using QuanTAlib;
namespace Statistics;
public class WMAPE_Test
{
[Fact]
public void Add_Test()
{
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
WMAPE_Series c = new(a, 3);
Assert.Equal(6, c.Count);
a.Add(5);
Assert.Equal(a.Count, c.Count);
a.Add(0, update: true);
Assert.Equal(a.Count, c.Count);
}
[Fact]
public void Edge_Test()
{
TSeries a = new() { double.NaN, double.Epsilon, double.PositiveInfinity, double.MaxValue };
WMAPE_Series c = new(a, 3);
Assert.Equal(a.Count, c.Count);
a.Add(double.NaN);
Assert.Equal(a.Count, c.Count);
a.Add(double.PositiveInfinity);
Assert.Equal(a.Count, c.Count);
}
}
Tests/Tests.csproj
+6 -1
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@@ -1,6 +1,6 @@
<Project Sdk="Microsoft.NET.Sdk">
<PropertyGroup>
<TargetFrameworks>net6.0</TargetFrameworks>
<TargetFrameworks>net8.0</TargetFrameworks>
<LangVersion>preview</LangVersion>
<ImplicitUsings>enable</ImplicitUsings>
<Nullable>enable</Nullable>
@@ -10,6 +10,8 @@
<FileVersion>0.2.1.0</FileVersion>
<InformationalVersion>0.2.1-dev.2+Branch.dev.Sha.cb5fe2dc86a78fe9358da810d17952c82299ed3d</InformationalVersion>
<Version>0.2.1-dev.2</Version>
<NoWarn>$(NoWarn);NETSDK1057</NoWarn>
<SuppressNETCoreSdkPreviewMessage>true</SuppressNETCoreSdkPreviewMessage>
</PropertyGroup>
<ItemGroup>
<PackageReference Include="coverlet.collector" Version="3.2.0">
@@ -38,4 +40,7 @@
<None Remove="Tulip.NETCore" />
<None Remove="System.Text.Json" />
</ItemGroup>
<ItemGroup>
<Folder Include="Statistics\" />
</ItemGroup>
</Project>
Tests/Validations/Trends/TA_LIB.cs
+1 -1
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@@ -388,7 +388,7 @@ public class Ta_Lib
[Fact]
public void SUM()
{
SUM_Series QL = new(bars.Close, period, false);
CUSUM_Series QL = new(bars.Close, period, false);
Core.Sum(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
for (int i = QL.Length - 1; i > skip; i--)
{
Tests/Validations/Trends/Tulip.cs
+1 -1
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@@ -426,7 +426,7 @@ public class Tulip_Test
public void SUM() {
double[][] arrin = { inclose };
double[][] arrout = { outdata };
SUM_Series QL = new(bars.Close, period, false);
CUSUM_Series QL = new(bars.Close, period, false);
Tulip.Indicators.sum.Run(inputs: arrin, options: new double[] { period }, outputs: arrout);
for (int i = QL.Length - 1; i > skip; i--) {
double QL_item = QL[i].v;