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Covar, Kendall, Spearman

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Miha
2024-11-08 21:20:06 -08:00
parent fce3a783eb
commit f46a5330bf
12 changed files with 788 additions and 191 deletions
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Tests/test_eventing.cs
+3
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@@ -68,6 +68,9 @@ public class EventingTests
("Zscore", new object[] { DefaultPeriod }, new object[] { new TSeries(), DefaultPeriod }),
("Beta", new object[] { DefaultPeriod }, new object[] { new TSeries(), DefaultPeriod }),
("Corr", new object[] { DefaultPeriod }, new object[] { new TSeries(), DefaultPeriod }),
("Covar", new object[] { DefaultPeriod }, new object[] { new TSeries(), DefaultPeriod }),
("Kendall", new object[] { DefaultPeriod }, new object[] { new TSeries(), DefaultPeriod }),
("Spearman", new object[] { DefaultPeriod }, new object[] { new TSeries(), DefaultPeriod }),
("Hv", new object[] { DefaultPeriod, false }, new object[] { new TSeries(), DefaultPeriod, false }),
("Jvolty", new object[] { DefaultPeriod, 0 }, new object[] { new TSeries(), DefaultPeriod, 0 }),
("Rv", new object[] { DefaultPeriod, false }, new object[] { new TSeries(), DefaultPeriod, false }),
Tests/test_updates_statistics.cs
+21
View File
@@ -18,6 +18,13 @@ public class StatisticsUpdateTests : UpdateTestBase
TestDualTValueUpdate(indicator, indicator.Calc);
}
[Fact]
public void Covar_Update()
{
var indicator = new Covar(period: 14);
TestDualTValueUpdate(indicator, indicator.Calc);
}
[Fact]
public void Curvature_Update()
{
@@ -39,6 +46,13 @@ public class StatisticsUpdateTests : UpdateTestBase
TestTBarUpdate(indicator, indicator.Calc);
}
[Fact]
public void Kendall_Update()
{
var indicator = new Kendall(period: 14);
TestDualTValueUpdate(indicator, indicator.Calc);
}
[Fact]
public void Kurtosis_Update()
{
@@ -95,6 +109,13 @@ public class StatisticsUpdateTests : UpdateTestBase
TestTValueUpdate(indicator, indicator.Calc);
}
[Fact]
public void Spearman_Update()
{
var indicator = new Spearman(period: 14);
TestDualTValueUpdate(indicator, indicator.Calc);
}
[Fact]
public void Stddev_Update()
{