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Documentation update

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This commit is contained in:
Miha Kralj
2022-11-09 15:04:56 -08:00
parent 43a0f13dfb
commit f62e9c76b8
18 changed files with 366 additions and 532 deletions
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Tests/Validations/Pandas_TA.cs
+74 -74
View File
@@ -1,4 +1,4 @@
/*
using Xunit;
using System;
@@ -20,6 +20,8 @@ public class PandasTA
this.bars = new(1000);
this.period = this.rnd.Next(28) + 3;
Runtime.PythonDLL = @"python310.dll";
Installer.InstallPath = Path.GetFullPath(".");
Installer.SetupPython().Wait();
Installer.TryInstallPip();
Installer.PipInstallModule("numpy");
@@ -34,91 +36,89 @@ public class PandasTA
{
PythonEngine.Shutdown();
}
/*
[Fact]
void SMA()
{
SMA_Series QL = new(this.bars.Close, this.period, false);
var pta = this.ta.sma(close: this.df[0], length: this.period);
[Fact]
void SMA()
{
SMA_Series QL = new(this.bars.Close, this.period, false);
var pta = this.ta.sma(close: this.df[0], length: this.period);
Assert.Equal(System.Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
}
Assert.Equal(System.Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
}
[Fact]
void EMA()
{
EMA_Series QL = new(this.bars.Close, this.period, false);
var pta = this.ta.ema(close: this.df[0], length: this.period);
Assert.Equal(System.Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
}
[Fact]
void EMA()
{
EMA_Series QL = new(this.bars.Close, this.period, false);
var pta = this.ta.ema(close: this.df[0], length: this.period);
Assert.Equal(System.Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
}
[Fact]
void TEMA()
{
TEMA_Series QL = new(this.bars.Close, this.period, false);
var pta = this.ta.tema(close: this.df[0], length: this.period);
[Fact]
void TEMA()
{
TEMA_Series QL = new(this.bars.Close, this.period, false);
var pta = this.ta.tema(close: this.df[0], length: this.period);
Assert.Equal(System.Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
}
Assert.Equal(System.Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
}
[Fact]
void ENTP()
{
ENTP_Series QL = new(this.bars.Close, this.period, useNaN:false);
var pta = this.ta.entropy(close: this.df[0], length: this.period);
[Fact]
void ENTP()
{
ENTP_Series QL = new(this.bars.Close, this.period, useNaN:false);
var pta = this.ta.entropy(close: this.df[0], length: this.period);
Assert.Equal(System.Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
}
Assert.Equal(System.Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
}
[Fact]
void WMA()
{
WMA_Series QL = new(this.bars.Close, this.period, false);
var pta = this.ta.wma(close: this.df[0], length: this.period);
Assert.Equal(System.Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
}
[Fact]
void DEMA()
{
DEMA_Series QL = new(this.bars.Close, this.period, false);
var pta = this.ta.dema(close: this.df[0], length: this.period);
Assert.Equal(System.Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
}
[Fact]
void BIAS()
{
BIAS_Series QL = new(this.bars.Close, this.period, false);
var pta = this.ta.bias(close: this.df[0], length: this.period);
[Fact]
void WMA()
{
WMA_Series QL = new(this.bars.Close, this.period, false);
var pta = this.ta.wma(close: this.df[0], length: this.period);
Assert.Equal(System.Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
}
Assert.Equal(System.Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
}
[Fact]
void KURT()
{
KURT_Series QL = new(this.bars.Close, this.period, useNaN: false);
var pta = this.ta.kurtosis(close: this.df[0], length: this.period);
[Fact]
void DEMA()
{
DEMA_Series QL = new(this.bars.Close, this.period, false);
var pta = this.ta.dema(close: this.df[0], length: this.period);
Assert.Equal(System.Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
}
Assert.Equal(System.Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
}
[Fact]
void MAD()
{
MAD_Series QL = new(this.bars.Close, this.period, useNaN: false);
var pta = this.ta.mad(close: this.df[0], length: this.period);
[Fact]
void BIAS()
{
BIAS_Series QL = new(this.bars.Close, this.period, false);
var pta = this.ta.bias(close: this.df[0], length: this.period);
Assert.Equal(System.Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
}
}
Assert.Equal(System.Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
}
*/
[Fact]
void KURT()
{
KURT_Series QL = new(this.bars.Close, this.period, useNaN: false);
var pta = this.ta.kurtosis(close: this.df[0], length: this.period);
Assert.Equal(System.Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
}
[Fact]
void MAD()
{
MAD_Series QL = new(this.bars.Close, this.period, useNaN: false);
var pta = this.ta.mad(close: this.df[0], length: this.period);
Assert.Equal(System.Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
}
*/
}
Tests/Validations/TA_LIB.cs
+42 -5
View File
@@ -30,6 +30,42 @@ public class TA_LIB
/////////////////////////////////////////
[Fact]
public void ADD()
{
ADD_Series QL = new(this.bars.Open, this.bars.Close);
Core.Add(this.inopen, this.inclose, 0, this.bars.Count - 1, this.TALIB, out int outBegIdx, out _);
Assert.Equal(Math.Round(this.TALIB[this.TALIB.Length - outBegIdx - 1], 8), Math.Round(QL.Last().v, 8));
}
[Fact]
public void SUB()
{
SUB_Series QL = new(this.bars.Open, this.bars.Close);
Core.Sub(this.inopen, this.inclose, 0, this.bars.Count - 1, this.TALIB, out int outBegIdx, out _);
Assert.Equal(Math.Round(this.TALIB[this.TALIB.Length - outBegIdx - 1], 8), Math.Round(QL.Last().v, 8));
}
[Fact]
public void MUL()
{
MUL_Series QL = new(this.bars.Open, this.bars.Close);
Core.Mult(this.inopen, this.inclose, 0, this.bars.Count - 1, this.TALIB, out int outBegIdx, out _);
Assert.Equal(Math.Round(this.TALIB[this.TALIB.Length - outBegIdx - 1], 8), Math.Round(QL.Last().v, 8));
}
[Fact]
public void DIV()
{
DIV_Series QL = new(this.bars.Open, this.bars.Close);
Core.Div(this.inopen, this.inclose, 0, this.bars.Count - 1, this.TALIB, out int outBegIdx, out _);
Assert.Equal(Math.Round(this.TALIB[this.TALIB.Length - outBegIdx - 1], 8), Math.Round(QL.Last().v, 8));
}
[Fact]
public void SDEV()
{
@@ -39,6 +75,7 @@ public class TA_LIB
Assert.Equal(Math.Round(this.TALIB[this.TALIB.Length - outBegIdx - 1], 8), Math.Round(QL.Last().v, 8));
}
[Fact]
public void SMA()
{
@@ -112,9 +149,9 @@ public class TA_LIB
}
[Fact]
public void ADO()
public void ADOSC()
{
ADO_Series QL = new(this.bars, false);
ADOSC_Series QL = new(this.bars, false);
Core.AdOsc(this.inhigh, this.inlow, this.inclose, this.involume, 0, this.bars.Count - 1, this.TALIB, out int outBegIdx, out _);
Assert.Equal(Math.Round(this.TALIB[this.TALIB.Length - outBegIdx - 1], 8), Math.Round(QL.Last().v, 8));
@@ -175,9 +212,9 @@ public class TA_LIB
double[] outLower = new double[this.bars.Count];
BBANDS_Series QL = new(this.bars.Close, period:26, multiplier:2.0, false);
Core.Bbands(this.inclose, 0, this.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], 8), Math.Round(QL.Upper.Last().v, 8));
Assert.Equal(Math.Round(outMiddle[outMiddle.Length - outBegIdx - 1], 8), Math.Round(QL.Mid.Last().v, 8));
Assert.Equal(Math.Round(outLower[outLower.Length - outBegIdx - 1], 8), Math.Round(QL.Lower.Last().v, 8));
Assert.Equal(Math.Round(outUpper[outUpper.Length - outBegIdx - 1], 7), Math.Round(QL.Upper.Last().v, 7));
Assert.Equal(Math.Round(outMiddle[outMiddle.Length - outBegIdx - 1], 7), Math.Round(QL.Mid.Last().v, 7));
Assert.Equal(Math.Round(outLower[outLower.Length - outBegIdx - 1], 7), Math.Round(QL.Lower.Last().v, 7));
}