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RSI and MACD

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This commit is contained in:
Miha Kralj
2022-04-27 18:34:59 -07:00
parent d894d259c3
commit e9d7ba8cf1
5 changed files with 105 additions and 2 deletions
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Tests/MovingAvg/MACD_Test.cs
+33
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@@ -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
+33
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@@ -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
+18
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@@ -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
+19
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@@ -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));
}
}