T3

2026-08-23 21:18:04 +00:00 · 2022-11-18 21:48:41 -08:00
parent cfa10c79e8
commit f393ec336d
13 changed files with 1264 additions and 985 deletions
@@ -0,0 +1,501 @@
+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: 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 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 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 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 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
+    }
+}