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ZSCORE, CORR

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Miha Kralj
2022-11-15 21:26:58 -08:00
parent 5c988bdbc8 73b41ac0a0
commit fd2a686ba5
13 changed files with 1310 additions and 1205 deletions
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Tests/Validations/Pandas_TA.cs
+31 -6
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@@ -57,8 +57,9 @@ public class PandasTA : IDisposable
public void Dispose()
{
PythonEngine.Shutdown();
}
PythonEngine.Shutdown();
GC.SuppressFinalize(this);
}
[Fact]
void HL2()
@@ -191,10 +192,34 @@ public class PandasTA : IDisposable
{
TEMA_Series QL = new(bars.Close, period, false);
var pta = df.ta.tema(close: df.close, length: period);
Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
}
[Fact]
Assert.Equal(Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
}
[Fact]
void SDEV()
{
SDEV_Series QL = new(bars.Close, period, useNaN: false);
var pta = df.ta.stdev(close: df.close, length: period, ddof: 0);
Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
}
[Fact]
void SSDEV()
{
SSDEV_Series QL = new(bars.Close, period, useNaN: false);
var pta = df.ta.stdev(close: df.close, length: period, ddof: 1);
Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
}
[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), 4), Math.Round(QL.Last().v, 4));
}
[Fact]
void ENTP()
{
ENTP_Series QL = new(bars.Close, period, useNaN: false);