mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-22 12:38:06 +00:00
T3
This commit is contained in:
Miha Kralj
+162
-252
@@ -7,287 +7,197 @@ using Python.Included;
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namespace Validations;
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public class PandasTA : IDisposable
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{
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private readonly GBM_Feed bars;
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private readonly Random rnd = new();
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private readonly int period;
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private readonly string OStype;
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private readonly dynamic np;
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private readonly dynamic ta;
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private readonly dynamic df;
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private readonly GBM_Feed bars;
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private readonly Random rnd = new();
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private readonly int period;
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private int digits;
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private readonly string OStype;
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private readonly dynamic np;
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private readonly dynamic ta;
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private readonly dynamic df;
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public PandasTA() {
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bars = new(Bars: 5000, Volatility: 0.8, Drift: 0.0);
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period = rnd.Next(maxValue: 28) + 3;
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digits = 4; //minimizing rounding errors in type conversions
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public PandasTA()
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{
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bars = new(5000);
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period = rnd.Next(28) + 3;
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// Checking the host OS and setting PythonDLL accordingly
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OStype = Path.GetFullPath(path: ".") + @"\python-3.10.0-embed-amd64\python310.dll";
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// Checking the host OS and setting PythonDLL accordingly
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OStype = Environment.OSVersion.ToString();
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if (OStype == "Unix 13.1.0")
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{
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OStype = @"/usr/local/Cellar/python@3.10/3.10.8/Frameworks/Python.framework/Versions/3.10/lib/libpython3.10.dylib";
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}
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else
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{
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OStype = Path.GetFullPath(".") + @"\python-3.10.0-embed-amd64\python310.dll";
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}
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Installer.InstallPath = Path.GetFullPath(path: ".");
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Installer.SetupPython().Wait();
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Installer.TryInstallPip();
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Installer.PipInstallModule(module_name: "pandas-ta");
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Runtime.PythonDLL = OStype;
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PythonEngine.Initialize();
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np = Py.Import(name: "numpy");
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ta = Py.Import(name: "pandas_ta");
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Installer.InstallPath = Path.GetFullPath(".");
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Installer.SetupPython().Wait();
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Installer.TryInstallPip();
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Installer.PipInstallModule("pandas-ta");
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//alternative: git+https://github.com/twopirllc/pandas-ta
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Runtime.PythonDLL = OStype;
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PythonEngine.Initialize();
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np = Py.Import("numpy");
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ta = Py.Import("pandas_ta");
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string[] cols = { "open", "high", "low", "close", "volume" };
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double[,] ary = new double[bars.Count, 5];
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for (int i = 0; i < bars.Count; i++)
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{
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ary[i, 0] = bars.Open[i].v;
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ary[i, 1] = bars.High[i].v;
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ary[i, 2] = bars.Low[i].v;
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ary[i, 3] = bars.Close[i].v;
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ary[i, 4] = bars.Volume[i].v;
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}
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df = ta.DataFrame(data: np.array(ary), index: np.array(bars.Close.t), columns: np.array(cols));
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}
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public void Dispose()
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{
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string[] cols = { "open", "high", "low", "close", "volume" };
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double[,] ary = new double[bars.Count, 5];
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for (int i = 0; i < bars.Count; i++) {
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ary[i, 0] = bars.Open[i].v;
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ary[i, 1] = bars.High[i].v;
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ary[i, 2] = bars.Low[i].v;
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ary[i, 3] = bars.Close[i].v;
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ary[i, 4] = bars.Volume[i].v;
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}
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df = ta.DataFrame(data: np.array(ary), index: np.array(bars.Close.t), columns: np.array(cols));
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}
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public void Dispose()
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{
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PythonEngine.Shutdown();
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GC.SuppressFinalize(this);
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GC.SuppressFinalize(this);
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}
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[Fact]
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void HL2()
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{
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var pta = df.ta.hl2(high: df.high, low: df.low);
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Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(bars.HL2.Last().v, 4));
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}
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[Fact]
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void HLC3()
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{
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var pta = df.ta.hlc3(high: df.high, low: df.low, close: df.close);
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Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(bars.HLC3.Last().v, 4));
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}
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[Fact]
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void OHLC4()
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{
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var pta = df.ta.ohlc4(open: df.open, high: df.high, low: df.low, close: df.close);
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Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(bars.OHLC4.Last().v, 4));
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}
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[Fact]
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void MEDIAN()
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{
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MEDIAN_Series QL = new(bars.Close, period);
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var pta = df.ta.median(close: df.close, length: period);
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Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
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}
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[Fact]
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void VARIANCE()
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{
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VAR_Series QL = new(bars.Close, period);
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var pta = df.ta.variance(close: df.close, length: period, ddof:0);
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Assert.Equal(Math.Round((double)pta.tail(1), 5), Math.Round(QL.Last().v, 5));
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}
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[Fact]
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void SVARIANCE()
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{
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SVAR_Series QL = new(bars.Close, period);
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var pta = df.ta.variance(close: df.close, length: period, ddof: 1);
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Assert.Equal(Math.Round((double)pta.tail(1), 5), Math.Round(QL.Last().v, 5));
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}
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[Fact]
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void ADL()
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{
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[Fact] void ADL() {
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ADL_Series QL = new(bars);
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var pta = df.ta.ad(high: df.high, low: df.low, close:df.close, volume:df.volume);
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Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
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Assert.Equal(Math.Round((double)pta.tail(1), digits: digits), Math.Round(QL.Last().v, digits: digits));
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}
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[Fact]
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void ADOSC()
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{
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[Fact] void ADOSC() {
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ADOSC_Series QL = new(bars);
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var pta = df.ta.adosc(high: df.high, low: df.low, close: df.close, volume: df.volume);
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Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
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Assert.Equal(Math.Round((double)pta.tail(1), digits: digits), Math.Round(QL.Last().v, digits: digits));
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}
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[Fact]
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void TR()
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{
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TR_Series QL = new(bars);
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var pta = df.ta.true_range(high: df.high, low: df.low, close: df.close);
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Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
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}
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[Fact]
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void OBV()
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{
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OBV_Series QL = new(bars);
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var pta = df.ta.obv(close: df.close, volume: df.volume);
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Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
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}
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[Fact]
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void ATR()
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{
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[Fact] void ATR() {
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ATR_Series QL = new(bars, period);
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var pta = df.ta.atr(high: df.high, low: df.low, close: df.close, length: period);
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Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
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Assert.Equal(Math.Round((double)pta.tail(1), digits: digits), Math.Round(QL.Last().v, digits: digits));
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}
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[Fact]
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void RSI()
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{
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RSI_Series QL = new(bars.Close, period);
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var pta = df.ta.rsi(close: df.close, length: period);
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Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
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[Fact] void BIAS() {
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BIAS_Series QL = new(bars.Close, period, false);
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var pta = df.ta.bias(close: df.close, length: period);
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Assert.Equal(Math.Round((double)pta.tail(1), digits: digits), Math.Round(QL.Last().v, digits: digits));
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}
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[Fact]
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void TRIMA()
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{
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// TODO: return length to variable length (period) when Pandas-TA fixes trima
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TRIMA_Series QL = new(bars.Close, 11);
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var pta = df.ta.trima(close: df.close, length: 11);
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Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
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[Fact] void DEMA() {
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DEMA_Series QL = new(bars.Close, period, false);
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var pta = df.ta.dema(close: df.close, length: period);
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Assert.Equal(Math.Round((double)pta.tail(1), digits: digits), Math.Round(QL.Last().v, digits: digits));
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}
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[Fact]
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void KAMA()
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{
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[Fact] void EMA() {
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EMA_Series QL = new(bars.Close, period, false);
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var pta = df.ta.ema(close: df.close, length: period);
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Assert.Equal(Math.Round((double)pta.tail(1), digits: digits), Math.Round(QL.Last().v, digits: digits));
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}
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[Fact] void ENTROPY() {
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ENTROPY_Series QL = new(bars.Close, period, useNaN: false);
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var pta = df.ta.entropy(close: df.close, length: period);
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Assert.Equal(Math.Round((double)pta.tail(1), digits: digits), Math.Round(QL.Last().v, digits: digits));
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}
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[Fact] void HL2() {
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var pta = df.ta.hl2(high: df.high, low: df.low);
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Assert.Equal(Math.Round((double)pta.tail(1), digits: digits), Math.Round(bars.HL2.Last().v, digits: digits));
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}
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[Fact] void HLC3() {
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var pta = df.ta.hlc3(high: df.high, low: df.low, close: df.close);
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Assert.Equal(Math.Round((double)pta.tail(1), digits: digits), Math.Round(bars.HLC3.Last().v, digits: digits));
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}
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[Fact] void HMA() {
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HMA_Series QL = new(bars.Close, period, false);
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var pta = df.ta.hma(close: df.close, length: period);
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Assert.Equal(Math.Round((double)pta.tail(1), digits: digits), Math.Round(QL.Last().v, digits: digits));
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}
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[Fact] void KAMA() {
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KAMA_Series QL = new(bars.Close, period);
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var pta = df.ta.kama(close: df.close, length: period);
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Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
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Assert.Equal(Math.Round((double)pta.tail(1), digits: digits), Math.Round(QL.Last().v, digits: digits));
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}
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[Fact]
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void HMA()
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{
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HMA_Series QL = new(bars.Close, period, false);
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var pta = df.ta.hma(close: df.close, length: period);
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Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
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}
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[Fact]
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void SMA()
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{
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SMA_Series QL = new(bars.Close, period, false);
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var pta = df.ta.sma(close: df.close, length: period);
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Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
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}
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[Fact]
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void EMA()
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{
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EMA_Series QL = new(bars.Close, period, false);
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var pta = df.ta.ema(close: df.close, length: period);
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Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
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}
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[Fact]
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void TEMA()
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{
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TEMA_Series QL = new(bars.Close, period, false);
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var pta = df.ta.tema(close: df.close, length: period);
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Assert.Equal(Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
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}
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[Fact]
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void SDEV()
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{
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SDEV_Series QL = new(bars.Close, period, useNaN: false);
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var pta = df.ta.stdev(close: df.close, length: period, ddof: 0);
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Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
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[Fact] void KURTOSIS() {
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KURTOSIS_Series QL = new(bars.Close, period, useNaN: false);
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var pta = df.ta.kurtosis(close: df.close, length: period);
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Assert.Equal(Math.Round((double)pta.tail(1), digits: digits), Math.Round(QL.Last().v, digits: digits));
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}
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[Fact]
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void SSDEV()
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[Fact] void MAD()
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{
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SSDEV_Series QL = new(bars.Close, period, useNaN: false);
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var pta = df.ta.stdev(close: df.close, length: period, ddof: 1);
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Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
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MAD_Series QL = new(bars.Close, period, useNaN: false);
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var pta = df.ta.mad(close: df.close, length: period);
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Assert.Equal(Math.Round((double)pta.tail(1), digits: digits), Math.Round(QL.Last().v, digits: digits));
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}
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[Fact]
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void ZSCORE()
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{
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ZSCORE_Series QL = new(bars.Close, period, useNaN: false);
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var pta = df.ta.zscore(close: df.close, length: period, ddof: 0);
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Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
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[Fact] void MEDIAN() {
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MEDIAN_Series QL = new(bars.Close, period);
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var pta = df.ta.median(close: df.close, length: period);
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Assert.Equal(Math.Round((double)pta.tail(1), digits: digits), Math.Round(QL.Last().v, digits: digits));
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}
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[Fact]
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void ENTROPY()
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{
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ENTROPY_Series QL = new(bars.Close, period, useNaN: false);
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var pta = df.ta.entropy(close: df.close, length: period);
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Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
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}
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[Fact]
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void WMA()
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{
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WMA_Series QL = new(bars.Close, period, false);
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var pta = df.ta.wma(close: df.close, length: period);
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Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
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}
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[Fact]
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void RMA()
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{
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[Fact] void OBV() {
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OBV_Series QL = new(bars);
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var pta = df.ta.obv(close: df.close, volume: df.volume);
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Assert.Equal(Math.Round((double)pta.tail(1), digits: digits), Math.Round(QL.Last().v, digits: digits));
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}
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[Fact] void OHLC4() {
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var pta = df.ta.ohlc4(open: df.open, high: df.high, low: df.low, close: df.close);
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Assert.Equal(Math.Round((double)pta.tail(1), digits: digits), Math.Round(bars.OHLC4.Last().v, digits: digits));
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}
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[Fact] void RMA() {
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RMA_Series QL = new(bars.Close, period, false);
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var pta = df.ta.rma(close: df.close, length: period);
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Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
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Assert.Equal(Math.Round((double)pta.tail(1), digits: digits), Math.Round(QL.Last().v, digits: digits));
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}
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[Fact]
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void ZLEMA()
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{
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[Fact] void RSI() {
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RSI_Series QL = new(bars.Close, period);
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var pta = df.ta.rsi(close: df.close, length: period);
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Assert.Equal(Math.Round((double)pta.tail(1), digits: digits), Math.Round(QL.Last().v, digits: digits));
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}
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[Fact] void SDEV() {
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SDEV_Series QL = new(bars.Close, period, useNaN: false);
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var pta = df.ta.stdev(close: df.close, length: period, ddof: 0);
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Assert.Equal(Math.Round((double)pta.tail(1), digits: digits), Math.Round(QL.Last().v, digits: digits));
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}
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[Fact] void SMA() {
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SMA_Series QL = new(bars.Close, period, false);
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var pta = df.ta.sma(close: df.close, length: period);
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Assert.Equal(Math.Round((double)pta.tail(1), digits: digits), Math.Round(QL.Last().v, digits: digits));
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}
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[Fact] void SSDEV() {
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SSDEV_Series QL = new(bars.Close, period, useNaN: false);
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var pta = df.ta.stdev(close: df.close, length: period, ddof: 1);
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Assert.Equal(Math.Round((double)pta.tail(1), digits: digits), Math.Round(QL.Last().v, digits: digits));
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}
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[Fact] void SVARIANCE() {
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SVAR_Series QL = new(bars.Close, period);
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var pta = df.ta.variance(close: df.close, length: period, ddof: 1);
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Assert.Equal(Math.Round((double)pta.tail(1), digits: digits), Math.Round(QL.Last().v, digits: digits));
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}
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[Fact] void T3() {
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T3_Series QL = new(source: bars.Close, period: period, vfactor: 0.7, useNaN: false);
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var pta = df.ta.t3(close: df.close, length: period, a: 0.7);
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Assert.Equal(Math.Round((double)pta.tail(1), digits: digits), Math.Round(QL.Last().v, digits: digits));
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}
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[Fact] void TEMA() {
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TEMA_Series QL = new(bars.Close, period, false);
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var pta = df.ta.tema(close: df.close, length: period);
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Assert.Equal(Math.Round((double)pta.tail(1), digits: digits), Math.Round(QL.Last().v, digits: digits));
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}
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[Fact] void TR() {
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TR_Series QL = new(bars);
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var pta = df.ta.true_range(high: df.high, low: df.low, close: df.close);
|
||||
Assert.Equal(Math.Round((double)pta.tail(1), digits: digits), Math.Round(QL.Last().v, digits: digits));
|
||||
}
|
||||
[Fact] void TRIMA() {
|
||||
// TODO: return length to variable length (period) when Pandas-TA fixes trima to calculate even periods right
|
||||
TRIMA_Series QL = new(bars.Close, 11);
|
||||
var pta = df.ta.trima(close: df.close, length: 11);
|
||||
Assert.Equal(Math.Round((double)pta.tail(1), digits: digits), Math.Round(QL.Last().v, digits: digits));
|
||||
}
|
||||
[Fact] void VARIANCE() {
|
||||
VAR_Series QL = new(bars.Close, period);
|
||||
var pta = df.ta.variance(close: df.close, length: period, ddof:0);
|
||||
Assert.Equal(Math.Round((double)pta.tail(1), digits: digits), Math.Round(QL.Last().v, digits: digits));
|
||||
}
|
||||
[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), digits: digits), Math.Round(QL.Last().v, digits: digits));
|
||||
}
|
||||
[Fact] void ZLEMA() {
|
||||
ZLEMA_Series QL = new(bars.Close, period, false);
|
||||
var pta = df.ta.zlma(close: df.close, length: period);
|
||||
Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
|
||||
Assert.Equal(Math.Round((double)pta.tail(1), digits: digits), Math.Round(QL.Last().v, digits: digits));
|
||||
}
|
||||
[Fact] void ZSCORE() {
|
||||
ZSCORE_Series QL = new(bars.Close, period, useNaN: false);
|
||||
var pta = df.ta.zscore(close: df.close, length: period, ddof: 0);
|
||||
Assert.Equal(Math.Round((double)pta.tail(1), digits: digits), Math.Round(QL.Last().v, digits: digits));
|
||||
}
|
||||
|
||||
[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), 4), Math.Round(QL.Last().v, 4));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
void BIAS()
|
||||
{
|
||||
BIAS_Series QL = new(bars.Close, period, false);
|
||||
var pta = df.ta.bias(close: df.close, length: period);
|
||||
Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
void KURTOSIS()
|
||||
{
|
||||
KURTOSIS_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]
|
||||
void MAD()
|
||||
{
|
||||
MAD_Series QL = new(bars.Close, period, useNaN: false);
|
||||
var pta = df.ta.mad(close: df.close, length: period);
|
||||
Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
|
||||
}
|
||||
}
|
||||
+192
-315
@@ -4,324 +4,201 @@ using Skender.Stock.Indicators;
|
||||
using Xunit;
|
||||
|
||||
namespace Validations;
|
||||
public class Skender_Stock
|
||||
{
|
||||
private readonly GBM_Feed bars;
|
||||
private readonly Random rnd = new();
|
||||
private readonly int period;
|
||||
private readonly IEnumerable<Quote> quotes;
|
||||
public class Skender_Stock {
|
||||
private readonly GBM_Feed bars;
|
||||
private readonly Random rnd = new();
|
||||
private readonly int period, digits;
|
||||
private readonly IEnumerable<Quote> quotes;
|
||||
|
||||
public Skender_Stock()
|
||||
{
|
||||
bars = new(Bars: 5000, Volatility: 0.7, Drift: 0.0);
|
||||
period = rnd.Next(28) + 3;
|
||||
quotes = bars.Select(
|
||||
q => new Quote
|
||||
{
|
||||
Date = q.t,
|
||||
Open = (decimal)q.o,
|
||||
High = (decimal)q.h,
|
||||
Low = (decimal)q.l,
|
||||
Close = (decimal)q.c,
|
||||
Volume = (decimal)q.v
|
||||
public Skender_Stock() {
|
||||
bars = new(Bars: 5000, Volatility: 0.8, Drift: 0.0);
|
||||
period = rnd.Next(28) + 3;
|
||||
digits = 4; //minimizing rounding errors in type conversions
|
||||
|
||||
quotes = bars.Select(q => new Quote {
|
||||
Date = q.t,
|
||||
Open = (decimal)q.o,
|
||||
High = (decimal)q.h,
|
||||
Low = (decimal)q.l,
|
||||
Close = (decimal)q.c,
|
||||
Volume = (decimal)q.v
|
||||
});
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void SMA()
|
||||
{
|
||||
SMA_Series QL = new(bars.Close, period, false);
|
||||
var SK = quotes.GetSma(period);
|
||||
|
||||
Assert.Equal(Math.Round((double)SK.Last().Sma!, 6), Math.Round(QL.Last().v, 6));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void EMA()
|
||||
{
|
||||
EMA_Series QL = new(bars.Close, period, false);
|
||||
var SK = quotes.GetEma(period);
|
||||
|
||||
Assert.Equal(Math.Round((double)SK.Last().Ema!, 6), Math.Round(QL.Last().v, 6));
|
||||
}
|
||||
[Fact]
|
||||
public void WMA()
|
||||
{
|
||||
WMA_Series QL = new(bars.Close, period, false);
|
||||
var SK = quotes.GetWma(period);
|
||||
|
||||
Assert.Equal(Math.Round((double)SK.Last().Wma!, 6), Math.Round(QL.Last().v, 6));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void DEMA()
|
||||
{
|
||||
DEMA_Series QL = new(bars.Close, period, false);
|
||||
var SK = quotes.GetDema(period);
|
||||
|
||||
Assert.Equal(Math.Round((double)SK.Last().Dema!, 6), Math.Round(QL.Last().v, 6));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void TEMA()
|
||||
{
|
||||
TEMA_Series QL = new(bars.Close, period, false);
|
||||
var SK = quotes.GetTema(period);
|
||||
|
||||
Assert.Equal(Math.Round((double)SK.Last().Tema!, 6), Math.Round(QL.Last().v, 6));
|
||||
}
|
||||
|
||||
|
||||
[Fact]
|
||||
public void MAMA() {
|
||||
}
|
||||
[Fact] public void ADL() {
|
||||
ADL_Series QL = new(bars, false);
|
||||
var SK = quotes.GetAdl();
|
||||
Assert.Equal(Math.Round(SK.Last().Adl!, digits: digits), Math.Round(QL.Last().v, digits: digits));
|
||||
}
|
||||
[Fact] public void ALMA() {
|
||||
ALMA_Series QL = new(bars.Close, period, useNaN: false);
|
||||
var SK = quotes.GetAlma(period);
|
||||
Assert.Equal(Math.Round((double)SK.Last().Alma!, digits: digits), Math.Round(QL.Last().v, digits: digits));
|
||||
}
|
||||
[Fact] public void ATR() {
|
||||
ATR_Series QL = new(bars, period, false);
|
||||
var SK = quotes.GetAtr(period);
|
||||
Assert.Equal(Math.Round((double)SK.Last().Atr!, digits: digits), Math.Round(QL.Last().v, digits: digits));
|
||||
}
|
||||
[Fact] public void ATRP() {
|
||||
ATRP_Series QL = new(bars, period, false);
|
||||
var SK = quotes.GetAtr(period);
|
||||
Assert.Equal(Math.Round((double)SK.Last().Atrp!, digits: digits), Math.Round(QL.Last().v, digits: digits));
|
||||
}
|
||||
[Fact] public void BBANDS() {
|
||||
BBANDS_Series QL = new(bars.Close, period, 2.0, useNaN: false);
|
||||
var SK = quotes.GetBollingerBands(period, 2.0);
|
||||
Assert.Equal(Math.Round((double)SK.Last().Sma!, digits: digits), Math.Round(QL.Mid.Last().v, digits: digits));
|
||||
Assert.Equal(Math.Round((double)SK.Last().UpperBand!, digits: digits), Math.Round(QL.Upper.Last().v, digits: digits));
|
||||
Assert.Equal(Math.Round((double)SK.Last().LowerBand!, digits: digits), Math.Round(QL.Lower.Last().v, digits: digits));
|
||||
Assert.Equal(Math.Round((double)SK.Last().Width!, digits: digits), Math.Round(QL.Bandwidth.Last().v, digits: digits));
|
||||
Assert.Equal(Math.Round((double)SK.Last().PercentB!, digits: digits), Math.Round(QL.PercentB.Last().v, digits: digits));
|
||||
Assert.Equal(Math.Round((double)SK.Last().ZScore!, digits: digits), Math.Round(QL.Zscore.Last().v, digits: digits));
|
||||
}
|
||||
[Fact] public void CCI() {
|
||||
CCI_Series QL = new(bars, period, false);
|
||||
var SK = quotes.GetCci(period);
|
||||
Assert.Equal(Math.Round((double)SK.Last().Cci!, digits: digits), Math.Round(QL.Last().v, digits: digits));
|
||||
}
|
||||
[Fact] public void CORR() {
|
||||
CORR_Series QL = new(bars.High, bars.Low, period, false);
|
||||
var SK = quotes.Use(CandlePart.High).GetCorrelation(quotes.Use(CandlePart.Low), period);
|
||||
Assert.Equal(Math.Round((double)SK.Last().Correlation!, digits: digits), Math.Round(QL.Last().v, digits: digits));
|
||||
}
|
||||
[Fact] public void COVAR() {
|
||||
COVAR_Series QL = new(bars.High, bars.Low, period, false);
|
||||
var SK = quotes.Use(CandlePart.High).GetCorrelation(quotes.Use(CandlePart.Low), period);
|
||||
Assert.Equal(Math.Round((double)SK.Last().Covariance!, digits: digits), Math.Round(QL.Last().v, digits: digits));
|
||||
}
|
||||
[Fact] public void DEMA() {
|
||||
DEMA_Series QL = new(bars.Close, period, false);
|
||||
var SK = quotes.GetDema(period);
|
||||
Assert.Equal(Math.Round((double)SK.Last().Dema!, digits: digits), Math.Round(QL.Last().v, digits: digits));
|
||||
}
|
||||
[Fact] public void EMA() {
|
||||
EMA_Series QL = new(bars.Close, period, false);
|
||||
var SK = quotes.GetEma(period);
|
||||
Assert.Equal(Math.Round((double)SK.Last().Ema!, digits: digits), Math.Round(QL.Last().v, digits: digits));
|
||||
}
|
||||
[Fact] public void HL2() {
|
||||
TSeries QL = bars.HL2;
|
||||
var SK = quotes.GetBaseQuote(CandlePart.HL2);
|
||||
Assert.Equal(Math.Round(SK.Last().Value!, digits: digits), Math.Round(QL.Last().v, digits: digits));
|
||||
}
|
||||
[Fact] public void HLC3() {
|
||||
TSeries QL = bars.HLC3;
|
||||
var SK = quotes.GetBaseQuote(CandlePart.HLC3);
|
||||
Assert.Equal(Math.Round(SK.Last().Value!, digits: digits), Math.Round(QL.Last().v, digits: digits));
|
||||
}
|
||||
[Fact] public void HMA() {
|
||||
HMA_Series QL = new(bars.Close, period, useNaN: false);
|
||||
var SK = quotes.GetHma(period);
|
||||
Assert.Equal(Math.Round((double)SK.Last().Hma!, digits: digits), Math.Round(QL.Last().v, digits: digits));
|
||||
}
|
||||
[Fact] public void KAMA() {
|
||||
KAMA_Series QL = new(bars.Close, period, useNaN: false);
|
||||
var SK = quotes.GetKama(period);
|
||||
Assert.Equal(Math.Round((double)SK.Last().Kama!, digits: digits), Math.Round(QL.Last().v, digits: digits));
|
||||
}
|
||||
[Fact] public void LINREG() {
|
||||
LINREG_Series QL = new(bars.Close, period, useNaN: false);
|
||||
var SK = quotes.GetSlope(period);
|
||||
Assert.Equal(Math.Round((double)SK.Last().Slope!, digits: digits), Math.Round(QL.Last().v, digits: digits));
|
||||
Assert.Equal(Math.Round((double)SK.Last().Intercept!, digits: digits), Math.Round(QL.Intercept.Last().v, digits: digits));
|
||||
Assert.Equal(Math.Round((double)SK.Last().RSquared!, digits: digits), Math.Round(QL.RSquared.Last().v, digits: digits));
|
||||
Assert.Equal(Math.Round((double)SK.Last().StdDev!, digits: digits), Math.Round(QL.StdDev.Last().v, digits: digits));
|
||||
}
|
||||
[Fact] public void MACD() {
|
||||
MACD_Series QL = new(bars.Close, 26, 12, 9, useNaN: false);
|
||||
var SK = quotes.GetMacd(12, 26, 9);
|
||||
Assert.Equal(Math.Round((double)SK.Last().Macd!, digits: digits), Math.Round(QL.Last().v, digits: digits));
|
||||
Assert.Equal(Math.Round((double)SK.Last().Signal!, digits: digits), Math.Round(QL.Signal.Last().v, digits: digits));
|
||||
}
|
||||
[Fact] public void MAD() {
|
||||
MAD_Series QL = new(bars.Close, period, false);
|
||||
var SK = quotes.GetSmaAnalysis(period);
|
||||
Assert.Equal(Math.Round((double)SK.Last().Mad!, digits: digits), Math.Round(QL.Last().v, digits: digits));
|
||||
}
|
||||
[Fact] public void MAMA() {
|
||||
MAMA_Series QL = new(bars.HL2, fastlimit: 0.5, slowlimit: 0.05);
|
||||
var SK = quotes.GetMama(fastLimit: 0.5, slowLimit: 0.05);
|
||||
Assert.Equal(Math.Round((double)SK.Last().Mama!, digits: digits), Math.Round(QL.Last().v, digits: digits));
|
||||
Assert.Equal(Math.Round((double)SK.Last().Fama!, digits: digits), Math.Round(QL.Fama.Last().v, digits: digits));
|
||||
}
|
||||
[Fact] public void MAPE() {
|
||||
MAPE_Series QL = new(bars.Close, period, false);
|
||||
var SK = quotes.GetSmaAnalysis(period);
|
||||
Assert.Equal(Math.Round((double)SK.Last().Mape!, digits: digits), Math.Round(QL.Last().v, digits: digits));
|
||||
}
|
||||
[Fact] public void MSE() {
|
||||
MSE_Series QL = new(bars.Close, period, false);
|
||||
var SK = quotes.GetSmaAnalysis(period);
|
||||
Assert.Equal(Math.Round((double)SK.Last().Mse!, digits: digits), Math.Round(QL.Last().v, digits: digits));
|
||||
}
|
||||
[Fact] public void OBV() {
|
||||
OBV_Series QL = new(bars, period, false);
|
||||
var SK = quotes.GetObv(period);
|
||||
// adding volume[0] to OBV to pass the test and keep compatibility with TA-LIB
|
||||
Assert.Equal(Math.Round(SK.Last().Obv! + (double)quotes.First().Volume!, digits: digits), Math.Round(QL.Last().v, digits: digits));
|
||||
}
|
||||
[Fact] public void OC2() {
|
||||
TSeries QL = bars.OC2;
|
||||
var SK = quotes.GetBaseQuote(CandlePart.OC2);
|
||||
Assert.Equal(Math.Round(SK.Last().Value!, digits: digits), Math.Round(QL.Last().v, digits: digits));
|
||||
}
|
||||
[Fact] public void OHL3() {
|
||||
TSeries QL = bars.OHL3;
|
||||
var SK = quotes.GetBaseQuote(CandlePart.OHL3);
|
||||
Assert.Equal(Math.Round(SK.Last().Value!, digits: digits), Math.Round(QL.Last().v, digits: digits));
|
||||
}
|
||||
[Fact] public void OHLC4() {
|
||||
TSeries QL = bars.OHLC4;
|
||||
var SK = quotes.GetBaseQuote(CandlePart.OHLC4);
|
||||
Assert.Equal(Math.Round(SK.Last().Value!, digits: digits), Math.Round(QL.Last().v, digits: digits));
|
||||
}
|
||||
[Fact] public void RSI() {
|
||||
RSI_Series QL = new(bars.Close, period, useNaN: false);
|
||||
var SK = quotes.GetRsi(period);
|
||||
Assert.Equal(Math.Round((double)SK.Last().Rsi!, digits: digits), Math.Round(QL.Last().v, digits: digits));
|
||||
}
|
||||
[Fact] public void SDEV() {
|
||||
SDEV_Series QL = new(bars.Close, period, useNaN: false);
|
||||
var SK = quotes.GetStdDev(period);
|
||||
Assert.Equal(Math.Round((double)SK.Last().StdDev!, digits: digits), Math.Round(QL.Last().v, digits: digits));
|
||||
}
|
||||
[Fact] public void SMA() {
|
||||
SMA_Series QL = new(bars.Close, period, false);
|
||||
var SK = quotes.GetSma(period);
|
||||
Assert.Equal(Math.Round((double)SK.Last().Sma!, digits: digits), Math.Round(QL.Last().v, digits: digits));
|
||||
}
|
||||
[Fact] public void SMMA() {
|
||||
SMMA_Series QL = new(bars.Close, period, useNaN: false);
|
||||
var SK = quotes.GetSmma(period);
|
||||
Assert.Equal(Math.Round((double)SK.Last().Smma!, digits: digits), Math.Round(QL.Last().v, digits: digits));
|
||||
}
|
||||
[Fact] public void T3() {
|
||||
T3_Series QL = new(source: bars.Close, period, vfactor: 0.7, false);
|
||||
var SK = quotes.GetT3(lookbackPeriods: period, volumeFactor: 0.7);
|
||||
Assert.Equal(Math.Round((double)SK.Last().T3!, digits: digits), Math.Round(QL.Last().v, digits: digits));
|
||||
}
|
||||
[Fact] public void TEMA() {
|
||||
TEMA_Series QL = new(bars.Close, period, false);
|
||||
var SK = quotes.GetTema(period);
|
||||
Assert.Equal(Math.Round((double)SK.Last().Tema!, digits: digits), Math.Round(QL.Last().v, digits: digits));
|
||||
}
|
||||
[Fact] public void TR() {
|
||||
TR_Series QL = new(bars, useNaN: false);
|
||||
var SK = quotes.GetTr();
|
||||
Assert.Equal(Math.Round((double)SK.Last().Tr!, digits: digits), Math.Round(QL.Last().v, digits: digits));
|
||||
}
|
||||
[Fact] public void WMA() {
|
||||
WMA_Series QL = new(bars.Close, period, false);
|
||||
var SK = quotes.GetWma(period);
|
||||
Assert.Equal(Math.Round((double)SK.Last().Wma!, digits: digits), Math.Round(QL.Last().v, digits: digits));
|
||||
}
|
||||
[Fact] public void ZSCORE() {
|
||||
ZSCORE_Series QL = new(bars.Close, period, useNaN: false);
|
||||
var SK = quotes.GetStdDev(period);
|
||||
Assert.Equal(Math.Round((double)SK.Last().ZScore!, digits: digits), Math.Round(QL.Last().v, digits: digits));
|
||||
}
|
||||
|
||||
Assert.Equal(Math.Round((double)SK.Last().Mama!, 6), Math.Round(QL.Last().v, 6));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void MAD()
|
||||
{
|
||||
MAD_Series QL = new(bars.Close, period, false);
|
||||
var SK = quotes.GetSmaAnalysis(period);
|
||||
|
||||
Assert.Equal(Math.Round((double)SK.Last().Mad!, 6), Math.Round(QL.Last().v, 6));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void MSE()
|
||||
{
|
||||
MSE_Series QL = new(bars.Close, period, false);
|
||||
var SK = quotes.GetSmaAnalysis(period);
|
||||
|
||||
Assert.Equal(Math.Round((double)SK.Last().Mse!, 6), Math.Round(QL.Last().v, 6));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void MAPE()
|
||||
{
|
||||
MAPE_Series QL = new(bars.Close, period, false);
|
||||
var SK = quotes.GetSmaAnalysis(period);
|
||||
|
||||
Assert.Equal(Math.Round((double)SK.Last().Mape!, 6), Math.Round(QL.Last().v, 6));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void COVAR()
|
||||
{
|
||||
COVAR_Series QL = new(bars.High, bars.Low, period, false);
|
||||
var SK = quotes.Use(CandlePart.High).GetCorrelation(quotes.Use(CandlePart.Low), period);
|
||||
|
||||
Assert.Equal(Math.Round((double)SK.Last().Covariance!, 6), Math.Round(QL.Last().v, 6));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void CORR()
|
||||
{
|
||||
CORR_Series QL = new(bars.High, bars.Low, period, false);
|
||||
var SK = quotes.Use(CandlePart.High).GetCorrelation(quotes.Use(CandlePart.Low), period);
|
||||
|
||||
Assert.Equal(Math.Round((double)SK.Last().Correlation!, 6), Math.Round(QL.Last().v, 6));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void ATR()
|
||||
{
|
||||
ATR_Series QL = new(bars, period, false);
|
||||
var SK = quotes.GetAtr(period);
|
||||
|
||||
Assert.Equal(Math.Round((double)SK.Last().Atr!, 6), Math.Round(QL.Last().v, 6));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void OBV()
|
||||
{
|
||||
OBV_Series QL = new(bars, period, false);
|
||||
var SK = quotes.GetObv(period);
|
||||
|
||||
// adding volume[0] to OBV to pass the test and keep compatibility with TA-LIB
|
||||
Assert.Equal(Math.Round(SK.Last().Obv! + (double)quotes.First().Volume!, 5),
|
||||
Math.Round(QL.Last().v, 5));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void ADL()
|
||||
{
|
||||
ADL_Series QL = new(bars, false);
|
||||
var SK = quotes.GetAdl();
|
||||
|
||||
Assert.Equal(Math.Round(SK.Last().Adl!, 5), Math.Round(QL.Last().v, 5));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void CCI()
|
||||
{
|
||||
CCI_Series QL = new(bars, period, false);
|
||||
var SK = quotes.GetCci(period);
|
||||
|
||||
Assert.Equal(Math.Round((double)SK.Last().Cci!, 6), Math.Round(QL.Last().v, 6));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void ATRP()
|
||||
{
|
||||
ATRP_Series QL = new(bars, period, false);
|
||||
var SK = quotes.GetAtr(period);
|
||||
|
||||
Assert.Equal(Math.Round((double)SK.Last().Atrp!, 6), Math.Round(QL.Last().v, 6));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void KAMA()
|
||||
{
|
||||
KAMA_Series QL = new(bars.Close, period, useNaN: false);
|
||||
var SK = quotes.GetKama(period);
|
||||
|
||||
Assert.Equal(Math.Round((double)SK.Last().Kama!, 6), Math.Round(QL.Last().v, 6));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void HMA()
|
||||
{
|
||||
HMA_Series QL = new(bars.Close, period, useNaN: false);
|
||||
var SK = quotes.GetHma(period);
|
||||
|
||||
Assert.Equal(Math.Round((double)SK.Last().Hma!, 6), Math.Round(QL.Last().v, 6));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void SMMA()
|
||||
{
|
||||
SMMA_Series QL = new(bars.Close, period, useNaN: false);
|
||||
var SK = quotes.GetSmma(period);
|
||||
|
||||
Assert.Equal(Math.Round((double)SK.Last().Smma!, 6), Math.Round(QL.Last().v, 6));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void MACD()
|
||||
{
|
||||
MACD_Series QL = new(bars.Close, 26, 12, 9, useNaN: false);
|
||||
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().Signal!, 6), Math.Round(QL.Signal.Last().v, 6));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void BBANDS()
|
||||
{
|
||||
BBANDS_Series QL = new(bars.Close, period, 2.0, useNaN: false);
|
||||
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().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().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().ZScore!, 6), Math.Round(QL.Zscore.Last().v, 6));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void RSI()
|
||||
{
|
||||
RSI_Series QL = new(bars.Close, period, useNaN: false);
|
||||
var SK = quotes.GetRsi(period);
|
||||
|
||||
Assert.Equal(Math.Round((double)SK.Last().Rsi!, 6), Math.Round(QL.Last().v, 6));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void ALMA()
|
||||
{
|
||||
ALMA_Series QL = new(bars.Close, period, useNaN: false);
|
||||
var SK = quotes.GetAlma(period);
|
||||
|
||||
Assert.Equal(Math.Round((double)SK.Last().Alma!, 6), Math.Round(QL.Last().v, 6));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void SDEV()
|
||||
{
|
||||
SDEV_Series QL = new(bars.Close, period, useNaN: false);
|
||||
var SK = quotes.GetStdDev(period);
|
||||
|
||||
Assert.Equal(Math.Round((double)SK.Last().StdDev!, 6), Math.Round(QL.Last().v, 6));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void ZSCORE()
|
||||
{
|
||||
ZSCORE_Series QL = new(bars.Close, period, useNaN: false);
|
||||
var SK = quotes.GetStdDev(period);
|
||||
|
||||
Assert.Equal(Math.Round((double)SK.Last().ZScore!, 6), Math.Round(QL.Last().v, 6));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void LINREG()
|
||||
{
|
||||
LINREG_Series QL = new(bars.Close, period, useNaN: false);
|
||||
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().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().StdDev!, 6), Math.Round(QL.StdDev.Last().v, 6));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void TR()
|
||||
{
|
||||
TR_Series QL = new(bars, useNaN: false);
|
||||
var SK = quotes.GetTr();
|
||||
|
||||
Assert.Equal(Math.Round((double)SK.Last().Tr!, 6), Math.Round(QL.Last().v, 6));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void HL2()
|
||||
{
|
||||
TSeries QL = bars.HL2;
|
||||
var SK = quotes.GetBaseQuote(CandlePart.HL2);
|
||||
|
||||
Assert.Equal(Math.Round(SK.Last().Value!, 6), Math.Round(QL.Last().v, 6));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void OC2()
|
||||
{
|
||||
TSeries QL = bars.OC2;
|
||||
var SK = quotes.GetBaseQuote(CandlePart.OC2);
|
||||
|
||||
Assert.Equal(Math.Round(SK.Last().Value!, 6), Math.Round(QL.Last().v, 6));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void HLC3()
|
||||
{
|
||||
TSeries QL = bars.HLC3;
|
||||
var SK = quotes.GetBaseQuote(CandlePart.HLC3);
|
||||
|
||||
Assert.Equal(Math.Round(SK.Last().Value!, 6), Math.Round(QL.Last().v, 6));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void OHL3()
|
||||
{
|
||||
TSeries QL = bars.OHL3;
|
||||
var SK = quotes.GetBaseQuote(CandlePart.OHL3);
|
||||
|
||||
Assert.Equal(Math.Round(SK.Last().Value!, 6), Math.Round(QL.Last().v, 6));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void OHLC4()
|
||||
{
|
||||
TSeries QL = bars.OHLC4;
|
||||
var SK = quotes.GetBaseQuote(CandlePart.OHLC4);
|
||||
|
||||
Assert.Equal(Math.Round((double)SK.Last().Value!, 6), Math.Round(QL.Last().v, 6));
|
||||
}
|
||||
}
|
||||
|
||||
+194
-316
@@ -4,327 +4,205 @@ using TALib;
|
||||
using QuanTAlib;
|
||||
|
||||
namespace Validations;
|
||||
public class TA_LIB
|
||||
public class Ta_Lib
|
||||
{
|
||||
private readonly GBM_Feed bars;
|
||||
private readonly Random rnd = new();
|
||||
private readonly int period;
|
||||
private readonly double[] TALIB;
|
||||
private readonly double[] TALIB2;
|
||||
private readonly double[] inopen;
|
||||
private readonly double[] inhigh;
|
||||
private readonly double[] inlow;
|
||||
private readonly double[] inclose;
|
||||
private readonly double[] involume;
|
||||
private readonly GBM_Feed bars;
|
||||
private readonly Random rnd = new();
|
||||
private readonly int period, digits;
|
||||
private readonly double[] TALIB;
|
||||
private readonly double[] TALIB2;
|
||||
private readonly double[] inopen;
|
||||
private readonly double[] inhigh;
|
||||
private readonly double[] inlow;
|
||||
private readonly double[] inclose;
|
||||
private readonly double[] involume;
|
||||
|
||||
public TA_LIB()
|
||||
{
|
||||
bars = new(5000);
|
||||
period = rnd.Next(28) + 3;
|
||||
TALIB = new double[bars.Count];
|
||||
TALIB2 = new double[bars.Count];
|
||||
inopen = bars.Open.v.ToArray();
|
||||
inhigh = bars.High.v.ToArray();
|
||||
inlow = bars.Low.v.ToArray();
|
||||
inclose = bars.Close.v.ToArray();
|
||||
involume = bars.Volume.v.ToArray();
|
||||
}
|
||||
public Ta_Lib() {
|
||||
bars = new(Bars: 5000, Volatility: 0.8, Drift: 0.0);
|
||||
period = rnd.Next(28) + 3;
|
||||
digits = 6;
|
||||
|
||||
/////////////////////////////////////////
|
||||
TALIB = new double[bars.Count];
|
||||
TALIB2 = new double[bars.Count];
|
||||
inopen = bars.Open.v.ToArray();
|
||||
inhigh = bars.High.v.ToArray();
|
||||
inlow = bars.Low.v.ToArray();
|
||||
inclose = bars.Close.v.ToArray();
|
||||
involume = bars.Volume.v.ToArray();
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void ADD()
|
||||
{
|
||||
ADD_Series QL = new(bars.Open, bars.Close);
|
||||
Core.Add(inopen, 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));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void SUB()
|
||||
{
|
||||
SUB_Series QL = new(bars.Open, bars.Close);
|
||||
Core.Sub(inopen, 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));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void MUL()
|
||||
{
|
||||
MUL_Series QL = new(bars.Open, bars.Close);
|
||||
Core.Mult(inopen, 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));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void DIV()
|
||||
{
|
||||
DIV_Series QL = new(bars.Open, bars.Close);
|
||||
Core.Div(inopen, 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));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void CORR()
|
||||
{
|
||||
CORR_Series QL = new(bars.Open, bars.Close, period);
|
||||
Core.Correl(inopen, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, optInTimePeriod: period);
|
||||
|
||||
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void SDEV()
|
||||
{
|
||||
SDEV_Series QL = new(bars.Close, period, false);
|
||||
Core.StdDev(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
|
||||
|
||||
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void SMA()
|
||||
{
|
||||
SMA_Series QL = new(bars.Close, period, false);
|
||||
Core.Sma(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
|
||||
|
||||
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void SUM()
|
||||
{
|
||||
SUM_Series QL = new(bars.Close, period, false);
|
||||
Core.Sum(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
|
||||
|
||||
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void MIDPRICE()
|
||||
{
|
||||
MIDPRICE_Series QL = new(bars, period, false);
|
||||
Core.MidPrice(inhigh, inlow, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
|
||||
|
||||
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
|
||||
}
|
||||
|
||||
|
||||
[Fact]
|
||||
public void VAR()
|
||||
{
|
||||
VAR_Series QL = new(bars.Close, period, false);
|
||||
Core.Var(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
|
||||
|
||||
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 4, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 4));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void MIDPOINT()
|
||||
{
|
||||
MIDPOINT_Series QL = new(bars.Close, period, false);
|
||||
Core.MidPoint(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
|
||||
|
||||
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
|
||||
}
|
||||
|
||||
|
||||
[Fact]
|
||||
public void MAMA() {
|
||||
[Fact] public void ADD() {
|
||||
ADD_Series QL = new(bars.Open, bars.Close);
|
||||
Core.Add(inopen, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
|
||||
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
|
||||
}
|
||||
[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 _);
|
||||
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
|
||||
}
|
||||
[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 _);
|
||||
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
|
||||
}
|
||||
[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);
|
||||
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
|
||||
}
|
||||
[Fact] public void BBANDS() {
|
||||
double[] outMiddle = new double[bars.Count];
|
||||
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], digits: digits), Math.Round(QL.Upper.Last().v, digits: digits));
|
||||
Assert.Equal(Math.Round(outMiddle[outMiddle.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Mid.Last().v, digits: digits));
|
||||
Assert.Equal(Math.Round(outLower[outLower.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Lower.Last().v, digits: digits));
|
||||
}
|
||||
[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);
|
||||
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
|
||||
}
|
||||
[Fact] public void CORR() {
|
||||
CORR_Series QL = new(bars.Open, bars.Close, period);
|
||||
Core.Correl(inopen, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, optInTimePeriod: period);
|
||||
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
|
||||
}
|
||||
[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);
|
||||
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
|
||||
}
|
||||
[Fact] public void DIV() {
|
||||
DIV_Series QL = new(bars.Open, bars.Close);
|
||||
Core.Div(inopen, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
|
||||
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
|
||||
}
|
||||
[Fact] public void EMA() {
|
||||
EMA_Series QL = new(bars.Close, period, false);
|
||||
Core.Ema(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
|
||||
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
|
||||
}
|
||||
[Fact] public void HL2() {
|
||||
TSeries QL = bars.HL2;
|
||||
Core.MedPrice(inhigh, inlow, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
|
||||
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
|
||||
}
|
||||
[Fact] public void HLC3() {
|
||||
TSeries QL = bars.HLC3;
|
||||
Core.TypPrice(inhigh, inlow, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
|
||||
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
|
||||
}
|
||||
[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], digits: digits), Math.Round(QL.Last().v, digits: digits));
|
||||
}
|
||||
[Fact] public void MACD() {
|
||||
double[] macdSignal = new double[bars.Count];
|
||||
double[] macdHist = new double[bars.Count];
|
||||
MACD_Series QL = new(bars.Close, slow: 26, fast: 12, signal: 9, false);
|
||||
Core.Macd(inclose, 0, bars.Count - 1, outMacd: TALIB, outMacdSignal: macdSignal, outMacdHist: macdHist, out int outBegIdx, out _);
|
||||
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
|
||||
Assert.Equal(Math.Round(macdSignal[macdSignal.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Signal.Last().v, digits: digits));
|
||||
}
|
||||
[Fact] public void MAMA() {
|
||||
MAMA_Series QL = new(bars.Close, fastlimit: 0.5, slowlimit: 0.05);
|
||||
Core.Mama(inReal: inclose, startIdx: 0, endIdx: bars.Count - 1, outMama: TALIB, outFama: TALIB2, outBegIdx: out int outBegIdx, outNbElement: out _, optInFastLimit: 0.5, optInSlowLimit: 0.05);
|
||||
|
||||
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void TRIMA()
|
||||
{
|
||||
TRIMA_Series QL = new(bars.Close, period, false);
|
||||
Core.Trima(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
|
||||
|
||||
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void EMA()
|
||||
{
|
||||
EMA_Series QL = new(bars.Close, period, false);
|
||||
Core.Ema(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
|
||||
|
||||
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void WMA()
|
||||
{
|
||||
WMA_Series QL = new(bars.Close, period, false);
|
||||
Core.Wma(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
|
||||
|
||||
Assert.Equal(Math.Round(TALIB[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);
|
||||
|
||||
Assert.Equal(Math.Round(TALIB[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);
|
||||
|
||||
Assert.Equal(Math.Round(TALIB[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);
|
||||
|
||||
Assert.Equal(Math.Round(TALIB[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);
|
||||
|
||||
Assert.Equal(Math.Round(TALIB[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 _);
|
||||
|
||||
Assert.Equal(Math.Round(TALIB[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 _);
|
||||
|
||||
Assert.Equal(Math.Round(TALIB[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 _);
|
||||
|
||||
Assert.Equal(Math.Round(TALIB[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);
|
||||
|
||||
Assert.Equal(Math.Round(TALIB[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);
|
||||
|
||||
Assert.Equal(Math.Round(TALIB[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);
|
||||
|
||||
Assert.Equal(Math.Round(TALIB[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 _);
|
||||
|
||||
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void MACD()
|
||||
{
|
||||
double[] macdSignal = new double[bars.Count];
|
||||
double[] macdHist = new double[bars.Count];
|
||||
MACD_Series QL = new(bars.Close, slow: 26, fast: 12, signal: 9, false);
|
||||
Core.Macd(inclose, 0, bars.Count - 1, outMacd: TALIB, outMacdSignal: macdSignal, outMacdHist: macdHist, out int outBegIdx, out _);
|
||||
Assert.Equal(Math.Round(TALIB[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]
|
||||
public void BBANDS()
|
||||
{
|
||||
double[] outMiddle = new double[bars.Count];
|
||||
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));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void HL2()
|
||||
{
|
||||
TSeries QL = bars.HL2;
|
||||
Core.MedPrice(inhigh, inlow, 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));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void HLC3()
|
||||
{
|
||||
TSeries QL = bars.HLC3;
|
||||
Core.TypPrice(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));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void OHLC4()
|
||||
{
|
||||
TSeries QL = bars.OHLC4;
|
||||
Core.AvgPrice(inopen, 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));
|
||||
}
|
||||
|
||||
[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));
|
||||
}
|
||||
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
|
||||
}
|
||||
[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);
|
||||
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
|
||||
}
|
||||
[Fact] public void MIDPOINT() {
|
||||
MIDPOINT_Series QL = new(bars.Close, period, false);
|
||||
Core.MidPoint(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
|
||||
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
|
||||
}
|
||||
[Fact] public void MIDPRICE() {
|
||||
MIDPRICE_Series QL = new(bars, period, false);
|
||||
Core.MidPrice(inhigh, inlow, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
|
||||
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
|
||||
}
|
||||
[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);
|
||||
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
|
||||
}
|
||||
[Fact] public void MUL() {
|
||||
MUL_Series QL = new(bars.Open, bars.Close);
|
||||
Core.Mult(inopen, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
|
||||
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
|
||||
}
|
||||
[Fact] public void OBV() {
|
||||
OBV_Series QL = new(bars, period, false);
|
||||
Core.Obv(inclose, involume, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
|
||||
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
|
||||
}
|
||||
[Fact] public void OHLC4() {
|
||||
TSeries QL = bars.OHLC4;
|
||||
Core.AvgPrice(inopen, inhigh, inlow, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
|
||||
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
|
||||
}
|
||||
[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);
|
||||
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
|
||||
}
|
||||
[Fact] public void SDEV() {
|
||||
SDEV_Series QL = new(bars.Close, period, false);
|
||||
Core.StdDev(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
|
||||
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
|
||||
}
|
||||
[Fact] public void SMA() {
|
||||
SMA_Series QL = new(bars.Close, period, false);
|
||||
Core.Sma(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
|
||||
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
|
||||
}
|
||||
[Fact] public void SUB() {
|
||||
SUB_Series QL = new(bars.Open, bars.Close);
|
||||
Core.Sub(inopen, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
|
||||
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
|
||||
}
|
||||
[Fact] public void SUM() {
|
||||
SUM_Series QL = new(bars.Close, period, false);
|
||||
Core.Sum(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
|
||||
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
|
||||
}
|
||||
[Fact] public void T3() {
|
||||
T3_Series QL = new(source: bars.Close, period: period, vfactor:0.7, useNaN: false);
|
||||
Core.T3(inReal: inclose, startIdx: 0, endIdx: bars.Count - 1, outReal: TALIB, outBegIdx: out int outBegIdx, outNbElement: out _, optInTimePeriod: period, optInVFactor: 0.7);
|
||||
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
|
||||
}
|
||||
[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);
|
||||
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
|
||||
}
|
||||
[Fact] public void TR() {
|
||||
TR_Series QL = new(bars, false);
|
||||
Core.TRange(inhigh, inlow, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _);
|
||||
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
|
||||
}
|
||||
[Fact] public void TRIMA() {
|
||||
TRIMA_Series QL = new(bars.Close, period, false);
|
||||
Core.Trima(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
|
||||
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
|
||||
}
|
||||
[Fact] public void VAR() {
|
||||
VAR_Series QL = new(bars.Close, period, false);
|
||||
Core.Var(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
|
||||
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
|
||||
}
|
||||
[Fact] public void WMA() {
|
||||
WMA_Series QL = new(bars.Close, period, false);
|
||||
Core.Wma(inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
|
||||
Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], digits: digits), Math.Round(QL.Last().v, digits: digits));
|
||||
}
|
||||
|
||||
}
|
||||
|
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Reference in New Issue
Block a user