RSI and MACD

Docs/coverage.md

@@ -55,7 +55,7 @@
 | JMA - Jurik Moving Average |✔️|||✔️|
 | KAMA - Kaufman's Adaptive Moving Average |✔️|✔️|✔️|✔️|
 | LSMA - Least Squares Moving Average |||✔️||
-| MACD - Moving Average Convergence/Divergence ||✔️|✔️|✔️|
+| MACD - Moving Average Convergence/Divergence |✔️|✔️|✔️|✔️|
 | MAMA - MESA Adaptive Moving Average ||✔️|✔️||
 | MMA - Modified Moving Average |||✔️||
 | NATR - Normalized Average True Range ||✔️|✔️|✔️|
@@ -107,7 +107,7 @@
 | PO - Price Oscillator ||||✔️|
 | PPO - Percentage Price Oscillator ||✔️||✔️|
 | PVI - Positive Volume Index ||||✔️|
-| RSI - Relative Strength Index ||✔️|✔️|✔️|
+| RSI - Relative Strength Index |✔️|✔️|✔️|✔️|
 | RVGI - Relative Vigor Index ||||✔️|
 | SRSI - Stochastic RSI |||✔️|✔️|
 | TRIX - 1-day ROC of TEMA ||✔️|✔️|✔️|

Tests/MovingAvg/MACD_Test.cs

@@ -0,0 +1,33 @@
+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/RSI_Test.cs

@@ -0,0 +1,33 @@
+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/Validations/Skender_Stock.cs

@@ -126,4 +126,22 @@ public class Skender_Stock
 
 	    Assert.Equal(Math.Round((double)SK.Last().Smma!, 8), Math.Round(QL.Last().v, 8));
     }
+
+    [Fact]
+    public void MACD()
+    {
+	    MACD_Series QL = new(this.bars.Close, 26,12,9, useNaN: false);
+	    var SK = this.quotes.GetMacd(12,26,9);
+
+	    Assert.Equal(Math.Round((double)SK.Last().Macd!, 8), Math.Round(QL.Last().v, 8));
+    }
+
+    [Fact]
+    public void RSI()
+    {
+	    RSI_Series QL = new(this.bars.Close, this.period, useNaN: false);
+	    var SK = this.quotes.GetRsi(this.period);
+
+	    Assert.Equal(Math.Round((double)SK.Last().Rsi!, 8), Math.Round(QL.Last().v, 8));
+    }
 }

Tests/Validations/TA_LIB.cs

@@ -101,4 +101,23 @@ public class TA_LIB
 
 		Assert.Equal(Math.Round(this.TALIB[this.TALIB.Length - outBegIdx - 1], 8), Math.Round(QL.Last().v, 8));
 	}
+
+	[Fact]
+	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], 8), Math.Round(QL.Last().v, 8));
+	}
+
+	[Fact]
+	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], 8), Math.Round(QL.Last().v, 8));
+	}
 }